# EDGAR Filing Document

**Accession Number:** 0001098605
**File Stem:** 0001098605-23-000043
**Filing Date:** 2023-3
**Character Count:** 113766
**Document Hash:** c6ffaf4903eddb39aa672009b562508b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001098605-23-000043.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001098605-23-000043

**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 Managed Accounts Trust
- **CENTRAL INDEX KEY:** 0001098605
- **IRS NUMBER:** 066484967
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09721
- **FILM NUMBER:** 23688713

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-739-4000

**MAIL ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianzGI Managed Accounts Trust
- **DATE OF NAME CHANGE:** 20130125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANZ GLOBAL INVESTORS MANAGED ACCOUNTS TRUST
- **DATE OF NAME CHANGE:** 20090626

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANZ GLOBAL INVESTORS
- **DATE OF NAME CHANGE:** 20090626

## Series and Classes Contracts Data

### Fixed Income SHares: Series LD (Series ID: S000043031)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000133198 | Series LD    | FXIDX           |

## 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 Managed Accounts Trust

- **b. Investment Company Act file number:** 811-09721

- **c. CIK number of Registrant:** 0001098605

- **d. LEI of Registrant:** 549300QOE6UAECNZYE02

- **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:** (800) 927-4648

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

- **a. Name of Series:** Fixed Income SHares: Series LD

- **b. EDGAR series identifier (if any):** S000043031

- **c. LEI of Series:** 549300TZLZANM68Q9A51

**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:** $184694357.38

**Total Liabilities:** $109995871.00

**Net Assets:** $74698486.38

**Cash Not Reported:** $1680009.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6412.065900 | **1-Year:** 16981.239000 | **5-Year:** 2065.886300 | **10-Year:** -3144.983900 | **30-Year:** 0.000000

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

- **3-Month:** 213.314000 | **1-Year:** 38.643400 | **5-Year:** 100.940600 | **10-Year:** 33.630200 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000133198 | -1.08%               | -0.66%               | 1.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-701001.77              | $307585.38                                 |
| Month 2  | $-1366689.58             | $2535675.91                                |
| Month 3  | $-801191.92              | $1487795.26                                |

**Designated Index Information**

- **Index Name:** 50% ICE BofA 1-3 Year US Treasury Index, 50% Bloomberg US Intermediate Credit Total Return Index

- **Index Identifier:** G1O24PM, LUICTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANC OF AMERICA FUNDING CORP 2004-A                                           | BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3           | CUSIP: 06051GAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16856 | PA      | $15584.12     | 0.02%             | 2034-09-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS USD 0.25000 06/16/21-2Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-896033.48   | -1.20%            |  |  |  | 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      | $102.65       | 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      | $-188.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.55000 09/02/22-2Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1049318.67  | -1.40%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA SR UNSECURED 05/24 3.892              | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $979481.47    | 1.31%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR ULTRA FUT MAR23 XCBT 20230322                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -88 | NC      | $52972.53     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 2YR NOTE (CBT) MAR23 XCBT 20230331                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -39 | NC      | $22715.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 5YR NOTE (CBT) MAR23 XCBT 20230331                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -179 | NC      | $16245.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US ULTRA BOND CBT MAR23 XCBT 20230322                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -10 | NC      | $4594.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 05/24 VAR                      | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $700032.28    | 0.94%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 08/26 5.304                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $596110.64    | 0.80%             | 2026-08-09      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED REGS 06/24 VAR                 | CUSIP: ACI1CR5G0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $342610.53    | 0.46%             | 2024-06-26      | Floating      | 5.40%                 | 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   | 2.06%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORPORATION                                                       | BAT CAPITAL CORP COMPANY GUAR 08/27 3.557                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366060.06    | 0.49%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8                            | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1          | CUSIP: 07384MZS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3323 | PA      | $3126.77      | 0.00%             | 2034-01-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                                                       | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 5A1          | CUSIP: 07384MTM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10287 | PA      | $10149.95     | 0.01%             | 2033-04-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2         | CUSIP: 07384MZ96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17648 | PA      | $15793.85     | 0.02%             | 2034-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-SD1                           | BEAR STEARNS ASSET BACKED SECU BSABS 2005 SD1 2M2        | CUSIP: 073877AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101631 | PA      | $100265.44    | 0.13%             | 2045-01-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2001-3                                           | BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2           | CUSIP: 07384YBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20762 | PA      | $20253.15     | 0.03%             | 2032-10-27      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2005-A                                           | BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ1 M3         | CUSIP: 073879UQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558979 | PA      | $550732.36    | 0.74%             | 2035-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | BERRY GLOBAL INC SR SECURED 01/26 1.57                   | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $535134.23    | 0.72%             | 2026-01-15      | Fixed         | 1.57%                 | 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        |    600000 | PA      | $568702.06    | 0.76%             | 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        |    600000 | PA      | $579030.38    | 0.78%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK EUROPEAN CLO VII DAC 7A                                             | BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A              | CUSIP: ACI1W2WD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2075900.86   | 2.78%             | 2031-10-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS SR UNSECURED 144A 01/25 VAR                  | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1584653.55   | 2.12%             | 2025-01-10      | Floating      | 4.71%                 | 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        |    500000 | PA      | $499141.72    | 0.67%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA SR UNSECURED 144A 10/26 VAR                      | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $889659.81    | 1.19%             | 2026-10-06      | Floating      | 1.65%                 | 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        |     26709 | PA      | $26715.03     | 0.04%             | 2066-11-16      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC COMPANY GUAR 09/26 3.459                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    900000 | PA      | $849217.54    | 1.14%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC COMPANY GUAR 11/23 2.25                     | CUSIP: 11135FAV3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195541.48    | 0.26%             | 2023-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BWAY MORTGAGE TRUST 2021-1450                                                 | BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A                | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1337630.70   | 1.79%             | 2036-09-15      | Floating      | 5.57%                 | 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        |   1200000 | PA      | $1162710.00   | 1.56%             | 2034-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL3 LTD                                                             | BXMT LTD BXMT 2020 FL3 A 144A                            | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1100000 | PA      | $1083145.64   | 1.45%             | 2037-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                               | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A    | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    799635 | PA      | $835260.54    | 1.12%             | 2031-01-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A                    | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A    | CUSIP: ACI1XGH29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $726164.64    | 0.97%             | 2031-11-15      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD 2017-1A                                                    | CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A     | CUSIP: 14314BAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1279273.00   | 1.71%             | 2031-04-20      | Floating      | 5.24%                 | 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        |    783577 | PA      | $774174.49    | 1.04%             | 2029-10-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP                                             | CENTERPOINT ENERGY RES SR UNSECURED 03/23 0.7            | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297855.48    | 0.40%             | 2023-03-02      | Fixed         | 0.70%                 | 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        |    200000 | PA      | $199905.84    | 0.27%             | 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        |   1400000 | PA      | $1406666.90   | 1.88%             | 2024-02-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN AS 2002-4                                         | CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 4 2A1           | CUSIP: 161546DQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41135 | PA      | $39512.64     | 0.05%             | 2032-10-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A   | CUSIP: 17329VDF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939352 | PA      | $858922.26    | 1.15%             | 2051-05-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A          | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2259 | PA      | $2089.73      | 0.00%             | 2035-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                      | COREBRIDGE FINANCIAL INC SR UNSECURED 144A 04/27 3.65    | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373478.01    | 0.50%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-16                                         | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV2           | CUSIP: 126670PJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328009 | PA      | $322750.26    | 0.43%             | 2036-05-25      | Floating      | 5.11%                 | 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        |    700000 | PA      | $663050.16    | 0.89%             | 2024-06-12      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-8                                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1           | CUSIP: 22541NX20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14309 | PA      | $13911.85     | 0.02%             | 2033-04-25      | Fixed         | 6.50%                 | 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        |      5342 | PA      | $4914.40      | 0.01%             | 2033-06-25      | Floating      | 3.19%                 | 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        |    600000 | PA      | $557945.02    | 0.75%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                               | DANSKE BANK A/S SR UNSECURED 144A 09/23 VAR              | CUSIP: 23636AAQ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $500110.45    | 0.67%             | 2023-09-12      | Floating      | 5.80%                 | 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        |    165000 | PA      | $165123.51    | 0.22%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                           | DELTA AIR LINES INC SR UNSECURED 01/26 7.375             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511685.00    | 0.69%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELTA FUNDING HOME EQ LN TR 1999-3                                            | DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A          | CUSIP: 24763LFX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4225 | PA      | $3931.16      | 0.01%             | 2029-09-15      | Floating      | 5.14%                 | 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        |    500000 | PA      | $483049.06    | 0.65%             | 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        |   1100000 | PA      | $1058705.22   | 1.42%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| DROP MORTGAGE TRUST 2021-FILE                                                 | DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A      | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1431339.00   | 1.92%             | 2043-10-15      | Floating      | 5.47%                 | 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        |   1051324 | PA      | $919644.11    | 1.23%             | 2046-12-26      | Fixed         | 1.53%                 | 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        |   1269050 | PA      | $1234373.36   | 1.65%             | 2038-07-15      | Floating      | 5.40%                 | 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        |     95810 | PA      | $88529.79     | 0.12%             | 2034-08-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                                                     | FIRST ABU DHABI BANK PJS SR UNSECURED REGS 08/23 VAR     | CUSIP: ACI1DSTV8<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $999683.00    | 1.34%             | 2023-08-08      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF5                                              | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3          | CUSIP: 32027EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060862 | PA      | $1024979.70   | 1.37%             | 2036-04-25      | Floating      | 4.71%                 | 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        |    494441 | PA      | $438512.56    | 0.59%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST                                                    | FIVE CORNERS FUNDING TRS SR UNSECURED 144A 11/23 4.419   | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $495866.09    | 0.66%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                   | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                 | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    290123 | PA      | $2818833.73   | 3.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST 2020-AA                                        | FORD AUTO SECURITIZATION TRUST FASTR 2020 AA A2 144A     | CUSIP: 345213JB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    460577 | PA      | $336751.94    | 0.45%             | 2024-08-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                                       | FREDDIE MAC FHR 5115 EM                                  | CUSIP: 3137H0W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1567451 | PA      | $1326281.03   | 1.78%             | 2044-09-15      | Fixed         | 1.00%                 | 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        |   1200000 | PA      | $1083937.34   | 1.45%             | 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    | 0.48%             | 2026-01-15      | Fixed         | 1.62%                 | 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        |   1200000 | PA      | $1151812.00   | 1.54%             | 2023-12-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                                          | GCAT GCAT 2021 NQM3 A2 144A                              | CUSIP: 36167HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588091 | PA      | $472642.97    | 0.63%             | 2066-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                                          | GCAT GCAT 2021 NQM3 A3 144A                              | CUSIP: 36167HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588091 | PA      | $463909.18    | 0.62%             | 2066-05-25      | Variable      | 1.50%                 | 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        |    200000 | PA      | $186001.72    | 0.25%             | 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        |   1212073 | PA      | $1441387.14   | 1.93%             | 2067-12-16      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | GILEAD SCIENCES INC SR UNSECURED 10/27 1.2               | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    700000 | PA      | $594749.18    | 0.80%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2               | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    700000 | PA      | $610930.36    | 0.82%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A                               | GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A        | CUSIP: 38136MAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1284111.79   | 1.72%             | 2030-11-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30                             | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA           | CUSIP: 38376RKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       871 | PA      | $857.98       | 0.00%             | 2061-08-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2009-16                                            | GOVERNMENT NATIONAL MORTGAGE A GNR 2009 16 NF            | CUSIP: 38374XPT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19811 | PA      | $19739.80     | 0.03%             | 2037-10-20      | Floating      | 4.80%                 | 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        |   1200000 | PA      | $1210945.68   | 1.62%             | 2039-08-15      | Floating      | 7.74%                 | 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        |   1313254 | PA      | $1200319.29   | 1.61%             | 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        |    441780 | PA      | $403836.75    | 0.54%             | 2051-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE4                                                          | GSAMP TRUST GSAMP 2006 HE4 A2D                           | CUSIP: 362439AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488465 | PA      | $467773.26    | 0.63%             | 2036-06-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2003-9                                                | GSR MORTGAGE LOAN TRUST GSR 2003 9 A2                    | CUSIP: 36228FWS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31050 | PA      | $28798.97     | 0.04%             | 2033-08-25      | Floating      | 7.30%                 | 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      |
| HALSEYPOINT CLO 2 LTD                                                         | HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A            | CUSIP: 40638TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    896180 | PA      | $882377.15    | 1.18%             | 2031-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                                       | HARVEST CLO HARVT 21A A2R 144A                           | CUSIP: ACI1WSV36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $386770.74    | 0.52%             | 2031-07-15      | Fixed         | 1.04%                 | 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        |    900000 | PA      | $871653.75    | 1.17%             | 2038-02-18      | Floating      | 5.39%                 | 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        |   2070000 | PA      | $2038679.78   | 2.73%             | 2026-09-12      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                   | ILLINOIS ST ILS 05/23 FIXED 5.375                        | CUSIP: 4521526F3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    300000 | PA      | $301673.10    | 0.40%             | 2023-05-01      | Fixed         | 5.38%                 | 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        |    141207 | PA      | $128172.12    | 0.17%             | 2035-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST 2003-9F                                                       | IMPAC CMB TRUST IMM 2003 9F A1                           | CUSIP: 45254NFL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55640 | PA      | $55125.40     | 0.07%             | 2033-07-25      | Floating      | 5.39%                 | 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        |    650000 | PA      | $621776.83    | 0.83%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)               | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125    | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1096477.57   | 1.47%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A                                     | VOYA CLO LTD INGIM 2012 4A A1R3 144A                     | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1375109.55   | 1.84%             | 2030-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                        | INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 10/25 1.23    | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884297.77    | 1.18%             | 2025-10-01      | Fixed         | 1.23%                 | 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        |    400000 | PA      | $398380.32    | 0.53%             | 2039-08-15      | Floating      | 6.82%                 | 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        |   1500000 | PA      | $1487422.50   | 1.99%             | 2024-11-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A    | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530228 | PA      | $505072.92    | 0.68%             | 2031-12-15      | Floating      | 5.77%                 | 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        |    493699 | PA      | $485725.91    | 0.65%             | 2029-09-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-A3                                              | JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 2A1               | CUSIP: 466247PW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       946 | PA      | $942.11       | 0.00%             | 2035-06-25      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                                 | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A                | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $589442.98    | 0.79%             | 2031-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2004-A1                                              | JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 2A1               | CUSIP: 466247BM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8724 | PA      | $8580.77      | 0.01%             | 2034-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2004-A4                                              | JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2               | CUSIP: 466247EH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4629 | PA      | $4081.64      | 0.01%             | 2034-09-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A1                                              | JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1               | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       971 | PA      | $890.69       | 0.00%             | 2035-02-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A2                                              | JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 5A2               | CUSIP: 466247NV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10214 | PA      | $10073.96     | 0.01%             | 2035-04-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| JUBILEE CLO 2014-XI BV 14-11A                                                 | JUBILEE CDO BV JUBIL 2014 11A ARR 144A                   | CUSIP: ACI1W2T93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $1255714.47   | 1.68%             | 2030-04-15      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN/OLD                                                      | KANSAS CITY SOUTHERN COMPANY GUAR 05/23 3                | CUSIP: 485170AV6<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487004.72   | 1.99%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KT CORPORATION                                                                | KT CORP SR UNSECURED 144A 08/25 4                        | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   1400000 | PA      | $1363232.39   | 1.82%             | 2025-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                                    | LCM LTD PARTNERSHIP LCM 30A AR 144A                      | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244332.08    | 0.33%             | 2031-04-20      | Floating      | 5.32%                 | 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        |     70971 | PA      | $70644.50     | 0.09%             | 2027-10-20      | Floating      | 5.28%                 | 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        |   2100000 | PA      | $1971909.64   | 2.64%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LENNAR CORPORATION                                                            | LENNAR CORP COMPANY GUAR 04/24 4.5                       | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394860.85    | 0.53%             | 2024-04-30      | Fixed         | 4.50%                 | 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        |   1000000 | PA      | $672649.60    | 0.90%             | 2025-03-07      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR          | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $979419.43    | 1.31%             | 2026-08-11      | Floating      | 4.72%                 | 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        |    484540 | PA      | $464180.47    | 0.62%             | 2038-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                | WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/25 3.638   | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $666248.79    | 0.89%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| MELLON RES FUND CORP 1999-TBC3                                                | MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2         | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5430 | PA      | $5341.07      | 0.01%             | 2029-10-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2000-TBC2                                        | MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1         | CUSIP: 585525ED6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5779 | PA      | $5589.36      | 0.01%             | 2030-06-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A2                                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2           | CUSIP: 59020USJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52254 | PA      | $48911.73     | 0.07%             | 2035-02-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                              | MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A       | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    434476 | PA      | $428926.75    | 0.57%             | 2035-11-15      | Floating      | 6.15%                 | 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        |    517710 | PA      | $505323.18    | 0.68%             | 2036-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                              | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A       | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $95935.81     | 0.13%             | 2036-10-16      | Floating      | 5.42%                 | 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        |    160166 | PA      | $144385.79    | 0.19%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TRUST                                                           | MFRA TRUST MFRA 2021 RPL1 A1 144A                        | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628243 | PA      | $553307.66    | 0.74%             | 2060-07-25      | Variable      | 1.13%                 | 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        |   1202582 | PA      | $1188697.55   | 1.59%             | 2030-01-29      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-A                                            | MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1               | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1959 | PA      | $1781.56      | 0.00%             | 2029-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC. 2003-F                                           | MLCC MORTGAGE INVESTORS INC MLCC 2003 F A1               | CUSIP: 5899292M9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1392 | PA      | $1300.37      | 0.00%             | 2028-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2004-10AR                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 10AR 2A2         | CUSIP: 61748HFE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1505 | PA      | $1418.69      | 0.00%             | 2034-11-25      | Floating      | 4.02%                 | 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        |    174252 | PA      | $159292.46    | 0.21%             | 2051-09-25      | Floating      | 4.37%                 | 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        |   2000000 | PA      | $1974298.64   | 2.64%             | 2024-08-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC SR UNSECURED 06/24 VAR                 | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $891807.22    | 1.19%             | 2024-06-25      | Floating      | 4.52%                 | 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        |    990256 | PA      | $891643.89    | 1.19%             | 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        |    556282 | PA      | $493668.07    | 0.66%             | 2069-09-16      | Fixed         | 1.17%                 | 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        |   1000000 | PA      | $993712.41    | 1.33%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-3                                        | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1           | CUSIP: 64352VHV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561274 | PA      | $532167.08    | 0.71%             | 2034-11-25      | Floating      | 5.32%                 | 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        |   1200000 | PA      | $1107687.23   | 1.48%             | 2024-10-29      | Fixed         | 1.65%                 | 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        |    589084 | PA      | $557845.44    | 0.75%             | 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        |    507169 | PA      | $473604.37    | 0.63%             | 2059-07-25      | Fixed         | 2.75%                 | 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        |    518881 | PA      | $475370.43    | 0.64%             | 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    | 0.44%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                               | AES CORP/THE SR UNSECURED 01/26 1.375                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1155782.12   | 1.55%             | 2026-01-15      | Fixed         | 1.38%                 | 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        |   1000000 | PA      | $980048.82    | 1.31%             | 2023-09-15      | Fixed         | 3.04%                 | 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        |   1700000 | PA      | $1490558.96   | 2.00%             | 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        |    200000 | PA      | $182475.51    | 0.24%             | 2025-07-16      | Fixed         | 1.85%                 | 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        |    550380 | PA      | $540231.61    | 0.72%             | 2036-01-25      | Floating      | 5.05%                 | 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        |   1300000 | PA      | $1298487.88   | 1.74%             | 2023-01-15      | Fixed         | 2.75%                 | 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        |   1300000 | PA      | $1182239.63   | 1.58%             | 2038-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| OCP EURO CLO 2020-4 DAC 20-4A                                                 | OCP EURO CLO OCPE 2020 4A AR 144A                        | CUSIP: ACI1ZTQK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $520216.32    | 0.70%             | 2034-09-22      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95           | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91762.90     | 0.12%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/23 3.25           | CUSIP: 694308HC4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98905.94     | 0.13%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 4.95           | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492749.56    | 0.66%             | 2025-06-08      | Fixed         | 4.95%                 | 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        |    200000 | PA      | $192042.15    | 0.26%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1            | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171109.27    | 0.23%             | 2027-08-01      | Fixed         | 2.10%                 | 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     | 0.13%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE PTY LTD                                              | PACIFIC NATIONAL FINANCE COMPANY GUAR 144A 04/23 6       | CUSIP: 04363UAD8<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $999593.69    | 1.34%             | 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        |    256053 | PA      | $266496.25    | 0.36%             | 2031-04-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2020-1 LTD                                         | PALMER SQUARE LOAN FUNDING LTD PSTAT 2020 1A A1 144A     | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    273777 | PA      | $271957.62    | 0.36%             | 2028-02-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HIGHER EDUCATION-2006-2                                          | PENNSYLVANIA ST HGR EDU ASSIST PASSTD 10/36 FLOATING VAR | CUSIP: 709163GH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484766 | PA      | $477649.19    | 0.64%             | 2036-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| PETRONAS ENERGY CANADA LTD                                                    | PETRONAS ENERGY CANADA COMPANY GUAR 144A 03/28 2.112     | CUSIP: 71675BAA8<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $875789.77    | 1.17%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| PFP III LTD 2021-8                                                            | PFP III PFP 2021 8 A 144A                                | CUSIP: 69357XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1168341 | PA      | $1118324.07   | 1.50%             | 2037-08-09      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINANCIAL INC SR UNSECURED 10/23 1.45               | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969703.44    | 1.30%             | 2023-10-02      | Fixed         | 1.45%                 | 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        |    750837 | PA      | $697234.78    | 0.93%             | 2051-07-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A     | CUSIP: 74140QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379270 | PA      | $343738.84    | 0.46%             | 2061-02-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST 2004-CL1                                                 | PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2                  | CUSIP: 74160MDL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2980 | PA      | $2927.55      | 0.00%             | 2034-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                               | QNB FINANCE LTD COMPANY GUAR 03/24 VAR                   | CUSIP: ACI23SGL3<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $603618.00    | 0.81%             | 2024-03-21      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                               | QNB FINANCE LTD COMPANY GUAR REGS 02/23 VAR              | CUSIP: BG0651II5<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1021874.88   | 1.37%             | 2023-02-01      | Floating      | 4.88%                 | 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        |   1500000 | PA      | $1035383.98   | 1.39%             | 2024-12-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2006-RP4                                                          | RAAC SERIES RAAC 2006 RP4 M1 144A                        | CUSIP: 74919TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468307 | PA      | $456470.50    | 0.61%             | 2046-01-25      | Floating      | 4.94%                 | 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        |   1700000 | PA      | $1559753.50   | 2.09%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| RESIMAC BASTILLE TRUST SERIES 2021-2NCA                                       | RESIMAC RESI 2021 2NCA A1A 144A                          | CUSIP: 76120BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    687412 | PA      | $679999.04    | 0.91%             | 2053-02-03      | Floating      | 5.02%                 | 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        |    600000 | PA      | $578077.20    | 0.77%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/24 2.875       | CUSIP: ACI1B8GJ5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1000000 | PA      | $970638.00    | 1.30%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SCENTRE MANAGEMENT LTD (SCENTRE GROUP TRUST 1/SCENTRE GROUP TRUST 2)          | SCENTRE GROUP TRUST 1/2 COMPANY GUAR REGS 02/25 3.5      | CUSIP: Q8351LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    800000 | PA      | $766272.77    | 1.03%             | 2025-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1                             | SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2          | CUSIP: 81375WCT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298981 | PA      | $274291.73    | 0.37%             | 2035-01-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 10                                                     | SEQUOIA MORTGAGE TRUST SEMT 10 2A1                       | CUSIP: 81743VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3827 | PA      | $3644.26      | 0.00%             | 2027-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 5                                                      | SEQUOIA MORTGAGE TRUST SEMT 5 A                          | CUSIP: 81743WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27772 | PA      | $26493.63     | 0.04%             | 2026-10-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-2                                                 | SLM STUDENT LOAN TRUST SLMA 2008 2 A3                    | CUSIP: 784442AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497279 | PA      | $481358.13    | 0.64%             | 2023-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-5                                                 | SLM STUDENT LOAN TRUST SLMA 2008 5 A4                    | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226701 | PA      | $224512.06    | 0.30%             | 2023-07-25      | Floating      | 6.06%                 | 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        |    281110 | PA      | $278584.24    | 0.37%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA                                     | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A     | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600534 | PA      | $2499347.36   | 3.35%             | 2054-09-15      | Floating      | 4.44%                 | 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        |    644193 | PA      | $623889.00    | 0.84%             | 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 A1B 144A       | CUSIP: 78449MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135576 | PA      | $130779.34    | 0.18%             | 2053-03-17      | Floating      | 4.92%                 | 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        |    300000 | PA      | $290155.56    | 0.39%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                           | SOCIETE GENERALE SR UNSECURED 144A 12/26 VAR             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1653342.04   | 2.21%             | 2026-12-14      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC                                     | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A       | CUSIP: 78471AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66793 | PA      | $63733.25     | 0.09%             | 2040-02-25      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 05/24 3.375             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1168356.52   | 1.56%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                     | STELLANTIS FIN US INC COMPANY GUAR 144A 01/27 1.711      | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    800000 | PA      | $687549.17    | 0.92%             | 2027-01-29      | Fixed         | 1.71%                 | 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        |    145860 | PA      | $174838.28    | 0.23%             | 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        |      3796 | PA      | $3613.73      | 0.00%             | 2032-09-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR3                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2         | CUSIP: 86359LBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17702 | PA      | $16131.22     | 0.02%             | 2034-07-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INV 1999-1                                              | STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A            | CUSIP: 86358HGW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2551 | PA      | $2602.03      | 0.00%             | 2029-06-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 16 LTD 2015-16A                                                      | AMERICAN MONEY MANAGEMENT CORP AMMC 2015 16A AR2 144A    | CUSIP: 00176JAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     85581 | PA      | $85067.63     | 0.11%             | 2029-04-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TCW CLO LTD 2018-1A                                                           | TCW CLO TCW 2018 1A A1R 144A                             | CUSIP: 87240UAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1280198.92   | 1.71%             | 2031-04-25      | Floating      | 5.33%                 | 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        |   2000000 | PA      | $1858673.92   | 2.49%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMORTIZING RESIDENTIAL COLLATERAL TRUST 2004-1                                | AMORTIZING RESIDENTIAL COLLATE ARC 2004 1 A5             | CUSIP: 031733AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131449 | PA      | $127923.94    | 0.17%             | 2034-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SEC TRUST 2005-1                                           | THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3             | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8991 | PA      | $8405.04      | 0.01%             | 2045-04-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2003-4                                       | THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1             | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2982 | PA      | $2796.64      | 0.00%             | 2043-09-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 6 DAC 6A                                                    | TORO EUROPEAN CLO TCLO 6A AR 144A                        | CUSIP: ACI1ZW9V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $515622.93    | 0.69%             | 2032-01-12      | Floating      | 2.24%                 | 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        |    335574 | PA      | $330733.64    | 0.44%             | 2061-11-20      | Floating      | 5.05%                 | 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        |    209767 | PA      | $252105.76    | 0.34%             | 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        |    656517 | PA      | $621811.48    | 0.83%             | 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        |    464514 | PA      | $460617.20    | 0.62%             | 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        |    407212 | PA      | $403282.37    | 0.54%             | 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        |    338581 | PA      | $311907.11    | 0.42%             | 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        |   1072042 | PA      | $944069.55    | 1.26%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                                       | TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85    | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96623.74     | 0.13%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                   | TRINITY SQUARE TRINI 2021 1A A 144A                      | CUSIP: ACI1WK7V8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1656108 | PA      | $1978997.22   | 2.65%             | 2059-07-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 05/26 VAR                 | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $684784.18    | 0.92%             | 2026-05-12      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -16000000 | PA      | $-15011309.12 | -20.10%           | 2053-02-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TREASURY BILL 02/23 0.00000                              | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    902000 | PA      | $899141.91    | 1.20%             | 2023-02-02      | 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        |     60000 | PA      | $59590.73     | 0.08%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO 2017-27A                                                           | APIDOS CLO APID 2017 27A A1R 144A                        | CUSIP: 03767JAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $395717.63    | 0.53%             | 2030-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD 2016-25A                                                      | VENTURE CDO LTD VENTR 2016 25A ARR 144A                  | CUSIP: 92329VAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    415800 | PA      | $411699.93    | 0.55%             | 2029-04-20      | Floating      | 5.26%                 | 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        |    289913 | PA      | $286549.36    | 0.38%             | 2029-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 05/25 4.375              | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291788.39    | 0.39%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)                   | WESTINGHOUSE AIR BRAKE COMPANY GUAR 03/24 4.4            | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787360.22    | 1.05%             | 2024-03-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)                   | WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.95           | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288603.64    | 0.39%             | 2028-09-15      | Variable      | 4.95%                 | 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        |      2306 | PA      | $2076.18      | 0.00%             | 2042-06-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR13                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A        | CUSIP: 92922FB72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31124 | PA      | $28073.36     | 0.04%             | 2034-11-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR8                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2          | CUSIP: 92922FUN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10917 | PA      | $9827.80      | 0.01%             | 2044-06-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1       | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12373 | PA      | $11443.62     | 0.02%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1       | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82301 | PA      | $76350.70     | 0.10%             | 2045-12-25      | Floating      | 4.93%                 | 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        |   1000000 | PA      | $986888.10    | 1.32%             | 2031-12-13      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR REGS 03/25 3.65        | CUSIP: Q98229AH2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $576448.17    | 0.77%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR REGS 09/26 3.7         | CUSIP: Q98236AC8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $936445.25    | 1.25%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | FIXED INC CLEARING CORP.REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    341000 | PA      | $341000.00    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BNP PARIBAS REPU REGIONS BANK               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1000018 | PA      | $-1008409.27  | -1.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BNP PARIBAS REPU REGIONS BANK               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1498488 | PA      | $-1502046.41  | -2.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO PARIBAS                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2361067 | PA      | $-2370615.76  | -3.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO PARIBAS                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -15388100 | PA      | $-15423492.62 | -20.65%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO FIRST BOSTON REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -929812 | PA      | $-931997.56   | -1.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO FIRST BOSTON REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7082822 | PA      | $-7098758.23  | -9.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO NOMURA                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1177549 | PA      | $-1180198.23  | -1.58%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO ROYAL BANK OF CAN                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2524625 | PA      | $-2530297.63  | -3.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO SOCIETE GENERALE REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4214080 | PA      | $-4223540.59  | -5.65%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO SOCIETE GENERALE REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4388089 | PA      | $-4397961.94  | -5.89%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO SOCIETE GENERALE REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3878550 | PA      | $-3887412.49  | -5.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO TORONTO DOMINIO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4260885 | PA      | $-4270437.58  | -5.72%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO TORONTO DOMINIO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -8594644 | PA      | $-8613955.45  | -11.53%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO TORONTO DOMINIO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1887412 | PA      | $-1891668.61  | -2.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1312599 | PA      | $-1317294.05  | -1.76%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20230110                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-15151.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT EUR SOLD USD 20230110                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $16536.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20230110                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1427.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20230110                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $3670.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG36 5Y ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-141943.80   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG37 5Y ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-285592.25   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG39 5Y ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-244979.42   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20230110                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-6517.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20230110                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $17967.58     | 0.02%             |  |  |  | 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        |    700000 | PA      | $698324.41    | 0.93%             | 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        |    400000 | PA      | $398977.79    | 0.53%             | 2023-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  JUN23 XCME 20230919                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       303 | NC      | $-20737.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  JUN24 XCME 20240917                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -13 | NC      | $7642.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20230110                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-3025.95     | -0.00%            |  |  |  | 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        |    590270 | PA      | $700119.12    | 0.94%             | 2048-09-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20230216                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-52755.44    | -0.07%            |  |  |  | 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      | $-287454.25   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Managed Accounts Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer