# EDGAR Filing Document

**Accession Number:** 0001098605
**File Stem:** 0001098605-23-000041
**Filing Date:** 2023-3
**Character Count:** 164948
**Document Hash:** 4efd5583cb9dcfb212b920ba269d9417
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001098605-23-000041.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001098605-23-000041

**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:** 23688709

**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 C (Series ID: S000004804)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000013020 | Series C     | FXICX           |

## 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 C

- **b. EDGAR series identifier (if any):** S000004804

- **c. LEI of Series:** 5493005D3C0USHNYVL44

**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:** $2342679347.44

**Total Liabilities:** $1188981352.49

**Net Assets:** $1153697994.95

**Cash Not Reported:** $25281549.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 97382.594800 | **1-Year:** 79190.116400 | **5-Year:** 365586.955400 | **10-Year:** 178168.172500 | **30-Year:** 20129.611800

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

- **3-Month:** 4787.352300 | **1-Year:** 12894.433300 | **5-Year:** 13021.510200 | **10-Year:** 2235.956300 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000013020 | -1.48%               | 4.76%                | -0.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18122726.26            | $-1273879.23                               |
| Month 2  | $2899801.34              | $59170844.48                               |
| Month 3  | $5966328.07              | $-11376240.51                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Credit Total Return Unhedged USD Index

- **Index Identifier:** LUCRTRUU

### Schedule of Portfolio Investments

| Name                                                                          | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                           | IRS CAD 0.88000 03/03/21-3Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-4408006.34  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS CAD 0.98000 02/26/21-3Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-9284241.92  | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-J                                           | BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1          | CUSIP: 05951EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20633 | PA      | $18873.74     | 0.00%             | 2047-01-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS 12/99 VAR    | CUSIP: BF2PHRII3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1031377.02   | 0.09%             | 2023-09-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | TESCO PLC SNR SE ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-38620.08    | -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      | $37716.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ZAR SOLD USD 20230327                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $2909.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20230214                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-2649.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   5300000 | NS      | $4537436.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR ULTRA FUT MAR23 XCBT 20230322                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -1310 | NC      | $3077298.06   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | VERIZON COMMUNICATIONS INC SNR S* ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $84.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 12/28 VAR             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  25728000 | PA      | $23340887.72  | 2.02%             | 2028-12-20      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $587280.00    | 0.05%             | 2023-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $153000.00    | 0.01%             | 2028-03-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR                | CUSIP: ACI0SSSH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $958436.30    | 0.08%             | 2023-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 11/32 VAR                     | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6900000 | PA      | $5271361.61   | 0.46%             | 2032-11-24      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/99 VAR                       | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |   2000000 | NS      | $1708540.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/99 VAR                       | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |   5500000 | NS      | $5429270.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375   | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6491038.38   | 0.56%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2004-2                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 23A         | CUSIP: 07384MN57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11258 | PA      | $9516.26      | 0.00%             | 2034-05-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7                            | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 6A          | CUSIP: 07384MYW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7801 | PA      | $7294.26      | 0.00%             | 2033-10-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-1                                               | BEAR STEARNS ALT A TRUST BALTA 2006 1 21A2              | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264896 | PA      | $185117.80    | 0.02%             | 2036-02-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7                           | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A1       | CUSIP: 07387VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7803 | PA      | $7796.64      | 0.00%             | 2037-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBK SEC 2005-AQ2                                             | BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1        | CUSIP: 0738792V9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3838276 | PA      | $3822558.96   | 0.33%             | 2035-09-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN EUR 2021-1 CLO DAC 21-1A                                         | BLUEMOUNTAIN EUR CLO BLUME 2021 1A A 144A               | CUSIP: ACI1VVPH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   6000000 | PA      | $6125904.45   | 0.53%             | 2034-04-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN EUR CLO 5A                                                       | BLUEMOUNTAIN EUR CLO BLUME 5A A 144A                    | CUSIP: ACI1GHFQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   7550000 | PA      | $7783880.39   | 0.67%             | 2033-01-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI EUR CLO II DAC 17-2A                                        | BLUEMOUNTAIN EUR CLO BLUME 2017 2A AR 144A              | CUSIP: ACI1VBS38<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   6338777 | PA      | $6628474.91   | 0.57%             | 2030-07-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                 | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $691733.35    | 0.06%             | 2030-02-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                 | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1472690.89   | 0.13%             | 2031-02-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS SR UNSECURED 144A 08/28 4.4                 | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  14700000 | PA      | $13925828.47  | 1.21%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS SR UNSECURED 144A 09/28 VAR                 | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2502654.33   | 0.22%             | 2028-09-30      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS SR UNSECURED REGS 09/28 VAR                 | CUSIP: 09659X2M3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4171090.55   | 0.36%             | 2028-09-30      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNPAM-2018-1A                                                                 | BNPP IP EURO CLO BNPAM 2018 1A AR 144A                  | CUSIP: ACI1W1J88<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1800000 | PA      | $1867976.40   | 0.16%             | 2031-04-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                            | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3     | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2671730 | PA      | $2273858.30   | 0.20%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5           | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   7100000 | PA      | $4534819.91   | 0.39%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIRN CLO IV BV 14-4A                                                         | CAIRN CLO DAC CRNCL 2014 4A ARRR 144A                   | CUSIP: ACI1W1H64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   5920663 | PA      | $6181768.41   | 0.54%             | 2031-04-30      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| CAIRN CLO VII BV 16-7A                                                        | CAIRN CLO BV CRNCL 2016 7A A1R 144A                     | CUSIP: ACI1G9KT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4864766 | PA      | $5105138.09   | 0.44%             | 2030-01-31      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                  | CAIXABANK SA JR SUBORDINA REGS 12/99 VAR                | CUSIP: ACI0VK8S7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209406.68    | 0.02%             | 2024-06-13      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                  | CAIXABANK SA JR SUBORDINA REGS 12/99 VAR                | CUSIP: ACI2080P8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $151240.60    | 0.01%             | 2028-09-14      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE SUBSIDIARY LLC                                                | CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5     | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3391564.72   | 0.29%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST 2018-RM2                                       | CASCADE FUNDING MORTGAGE TRUST CFMT 2018 RM2 A 144A     | CUSIP: 14727QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1178669 | PA      | $1138428.54   | 0.10%             | 2068-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67             | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3736710.60   | 0.32%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY 2005-D                                                     | CENTEX HOME EQUITY CXHE 2005 D M5                       | CUSIP: 152314PR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4279000 | PA      | $4163444.32   | 0.36%             | 2035-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 07/49 5.125         | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1520290.46   | 0.13%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP SR UNSECURED 12/30 3.2                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $2434087.39   | 0.21%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC SR UNSECURED 03/33 VAR                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1715953.52   | 0.15%             | 2033-03-17      | Floating      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-6                                          | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1           | CUSIP: 17307GXP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36259 | PA      | $35403.65     | 0.00%             | 2035-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-6                                          | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2           | CUSIP: 17307GXQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18040 | PA      | $17320.92     | 0.00%             | 2035-09-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING COMPANY                                       | CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55   | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2345659.80   | 0.20%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1 LTD                                                             | CLNC 2019 FL1, LTD CLNC 2019 FL1 A 144A                 | CUSIP: 12565DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5413499 | PA      | $5320064.03   | 0.46%             | 2035-08-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                      | GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR              | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EP               | CORP              | US        |   9000000 | NS      | $8926650.00   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2021-2400 MORTGAGE TRUST                                                 | COMM MORTGAGE TRUST COMM 2021 2400 A 144A               | CUSIP: 20048FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9700000 | PA      | $8968740.28   | 0.78%             | 2038-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES                    | CONTL AIRLINES 2012 2 A PASS THRU CE 04/26 4            | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1324841 | PA      | $1265304.07   | 0.11%             | 2026-04-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                            | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 08/28 VAR    | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6300000 | PA      | $6056974.29   | 0.53%             | 2028-08-22      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-16CB                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 16CB 5A1      | CUSIP: 12667FMF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3151990 | PA      | $3011839.10   | 0.26%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR          | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2300000 | NS      | $1888599.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1       | CUSIP: 12668BB44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31127 | PA      | $26154.48     | 0.00%             | 2036-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                      | AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |   3600000 | NS      | $2963808.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-12                                                | COUNTRYWIDE HOME LOANS CWHL 2004 12 11A1                | CUSIP: 12669FN58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1072 | PA      | $1063.40      | 0.00%             | 2034-08-25      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-2                                                 | COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1                  | CUSIP: 12669GPN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49671 | PA      | $40043.04     | 0.00%             | 2035-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                            | CREDIT AGRICOLE SA JR SUBORDINA 144A 12/99 VAR          | CUSIP: ACI1YK6C9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117615.73    | 0.01%             | 2026-06-23      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/ ZURICH BRANCH                                               | CREDIT SUISSE AG SUBORDINATED 144A 08/23 6.5            | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |   6016000 | PA      | $5839767.30   | 0.51%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/ ZURICH BRANCH                                               | CREDIT SUISSE AG SUBORDINATED REGS 08/23 6.5            | CUSIP: ACI06K5Q2<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |   1450000 | PA      | $1407523.70   | 0.12%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR      | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $8016196.80   | 0.69%             | 2023-07-17      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL3                         | CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL3 A1 144A     | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5912893 | PA      | $5661530.33   | 0.49%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2021-RPL9                         | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL9 A1 144A     | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2643702 | PA      | $2436581.31   | 0.21%             | 2061-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CRESTLINE DENALI CLO XIV LTD 2016-1A                                          | CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A    | CUSIP: 22615MAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12800000 | PA      | $12560821.38  | 1.09%             | 2031-10-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                         | CROWN CASTLE INC SR UNSECURED 02/29 4.3                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2839267.11   | 0.25%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-AR18                                       | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR18 2A3       | CUSIP: 22541QFC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1078 | PA      | $1024.11      | 0.00%             | 2033-07-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL7 TRUST                                                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A     | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5542916 | PA      | $5031257.10   | 0.44%             | 2061-07-27      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-ATH3 TRUST                                                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 ATH3 A1 144A     | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110064 | PA      | $2055671.88   | 0.18%             | 2067-08-25      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND VII DAC 7A                                             | CORDATUS CLO PLC CORDA 7A ARR 144A                      | CUSIP: ACI1W2TC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4500000 | PA      | $4687765.52   | 0.41%             | 2031-09-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                             | DELL INT LLC / EMC CORP SR UNSECURED 10/29 5.3          | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980285.96    | 0.08%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 11/25 VAR                 | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   9000000 | PA      | $8606505.24   | 0.75%             | 2025-11-26      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 11/26 VAR                 | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1236496.72   | 0.11%             | 2026-11-24      | Floating      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 11/27 VAR                 | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   9500000 | PA      | $8066953.22   | 0.70%             | 2027-11-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SUBORDINATED 01/32 VAR                 | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $882257.22    | 0.08%             | 2032-01-14      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                              | DEUTSCHE BANK AG SUBORDINATED REGS 05/31 VAR            | CUSIP: ACI1MBMC4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $209340.31    | 0.02%             | 2031-05-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2004-AR3                                             | DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 2A1              | CUSIP: 23332UBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205532 | PA      | $183908.42    | 0.02%             | 2044-07-19      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR4                                             | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A             | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319771 | PA      | $267524.22    | 0.02%             | 2045-08-19      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ECAF I LTD 2015-1A                                                            | ECAF LTD ECAF 2015 1A A1 144A                           | CUSIP: 26827EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    119021 | PA      | $74383.72     | 0.01%             | 2040-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ECAF I LTD 2015-1A                                                            | ECAF LTD ECAF 2015 1A A2 144A                           | CUSIP: 26827EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    346869 | PA      | $218515.17    | 0.02%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                                         | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A       | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5351838 | PA      | $5093238.83   | 0.44%             | 2068-02-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 04/29 5.25              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $11047540.39  | 0.96%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 05/30 3.75              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397796.35    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)                    | EQM MIDSTREAM PARTNERS L SR UNSECURED 12/26 4.125       | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $713137.70    | 0.06%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                           | ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR         | CUSIP: BDRXT5II9<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $418888.30    | 0.04%             | 2024-04-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3A                                                          | EUROSAIL PLC ESAIL 2007 3A A3C 144A                     | CUSIP: 29880YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    611679 | PA      | $730295.99    | 0.06%             | 2045-06-13      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                          | EUROSAIL PLC ESAIL 2007 3X A3C REGS                     | CUSIP: B23DWGII5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    399464 | PA      | $476928.37    | 0.04%             | 2045-06-13      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 06/29 4.23          | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $205474.09    | 0.02%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                          | FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25       | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2125729.58   | 0.18%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A72134 FG 01/38 FIXED 6.5             | CUSIP: 3128L5LP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11447 | PA      | $11754.15     | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A82270 FG 10/38 FIXED 6.5             | CUSIP: 312928QX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11900 | PA      | $12218.55     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL G03820 FG 01/38 FIXED 6.5             | CUSIP: 3128M5SH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1988 | PA      | $2070.11      | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL ZS4790 FR 09/48 FIXED 4               | CUSIP: 3132A5KB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266224 | PA      | $253552.85    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                          | FIRST AMERICAN FINANCIAL SR UNSECURED 05/30 4           | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3233862.67   | 0.28%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLEETBOSTON FINANCIAL CORPORATION                                             | FLEETBOSTON FINL CORP SUBORDINATED 01/28 6.875          | CUSIP: 338915AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2242856.37   | 0.19%             | 2028-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL AA9346 FN 08/39 FIXED 4.5                     | CUSIP: 31416TL49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15740 | PA      | $15558.58     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL AE1487 FN 09/40 FIXED 4.5                     | CUSIP: 31419BUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14098 | PA      | $13867.64     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL AJ7440 FN 11/41 FIXED 4.5                     | CUSIP: 3138E0HS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67534 | PA      | $67011.85     | 0.01%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                   | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   4790315 | PA      | $46542698.20  | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                              | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR           | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   5000000 | NS      | $3965350.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL MA0904 FN 11/41 FIXED 4.5                     | CUSIP: 31418AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11310 | PA      | $11222.98     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/24 3.81        | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1948025.72   | 0.17%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/24 5.584       | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395620.00    | 0.03%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/24 2.748       | CUSIP: ACI1TC740<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5613712.03   | 0.49%             | 2024-06-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE                               | FRAPORT AG SR UNSECURED REGS 03/28 1.875                | CUSIP: ACI1WRL13<br>LEI: 5299001ERX0K10IZUL40 | Long             | DBT              | CORP              | DE        |   2600000 | PA      | $2403633.53   | 0.21%             | 2028-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A                            | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A     | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8880000 | PA      | $8726820.00   | 0.76%             | 2031-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GLG EURO CLO III DAC A                                                        | MAN GLG EURO CLO GLGE 3A AR 144A                        | CUSIP: ACI1VVSK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2816158 | PA      | $2944901.02   | 0.26%             | 2030-10-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                 | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/31 3.125    | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $883031.00    | 0.08%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3          | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2986562.25   | 0.26%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3278000 | PA      | $2876737.00   | 0.25%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25         | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2412379.12   | 0.21%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 2.5 JUMBOS                            | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  77400000 | PA      | $67092395.09  | 5.82%             | 2053-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/36 FIXED 3.487 | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3300000 | PA      | $2638007.46   | 0.23%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/41 FIXED 3.714 | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $3381782.40   | 0.29%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT EUR CLO 3 DAC 3A                                   | GOLDENTREE LOAN MANAGEMENT EUR GLME 3A AR 144A          | CUSIP: ACI1ZWJ04<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3200000 | PA      | $3312828.77   | 0.29%             | 2032-01-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR          | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19708979.20  | 1.71%             | 2028-03-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                                         | GOLUB CAPITAL BDC SR UNSECURED 02/27 2.05               | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3257747.00   | 0.28%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                  | GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7        | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2893130.59   | 0.25%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GREEN TREE FINANCIAL CORP 1999-3                                              | CONSECO FINANCIAL CORP GT 1999 3 A9                     | CUSIP: 393505X98<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017624 | PA      | $891654.20    | 0.08%             | 2031-02-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MRGT PASS THRU CER 2003-1                                          | GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1           | CUSIP: 395387AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       764 | PA      | $717.67       | 0.00%             | 2033-10-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR2                                           | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1         | CUSIP: 39538RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772000 | PA      | $556854.29    | 0.05%             | 2045-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE4                                                          | GSAMP TRUST GSAMP 2005 HE4 M3                           | CUSIP: 362341KE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543933 | PA      | $1505315.59   | 0.13%             | 2045-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2003-1                                                | GSR MORTGAGE LOAN TRUST GSR 2003 1 A2                   | CUSIP: 36229RJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4127 | PA      | $4027.31      | 0.00%             | 2033-03-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                              | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1                | CUSIP: 362341RT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11384 | PA      | $11114.76     | 0.00%             | 2035-09-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                              | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A4                | CUSIP: 362341RW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34863 | PA      | $34038.95     | 0.00%             | 2035-09-25      | Floating      | 3.96%                 | 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        |     48837 | PA      | $45864.62     | 0.00%             | 2035-09-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-9                                            | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A        | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129121 | PA      | $115246.06    | 0.01%             | 2035-06-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A       | CUSIP: 41162DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76763 | PA      | $67466.86     | 0.01%             | 2038-01-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XIV DAC 14A                                                       | HARVEST CLO HARVT 14A A1AR 144A                         | CUSIP: ACI0Y8QZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    302102 | PA      | $319019.55    | 0.03%             | 2029-11-18      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XVI DAC 16A                                                       | HARVEST CLO HARVT 16A ARR 144A                          | CUSIP: ACI1VVSJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   7500000 | PA      | $7803949.96   | 0.68%             | 2031-10-15      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-5                                                | HOMEBANC MORTGAGE TRUST HMBT 2005 5 A1                  | CUSIP: 43739ECB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230152 | PA      | $216326.78    | 0.02%             | 2036-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR                | CUSIP: 404280AS8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1146060.00   | 0.10%             | 2024-09-17      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $369168.14    | 0.03%             | 2028-03-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                | CUSIP: BFM4XMII1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  11800000 | PA      | $12761530.72  | 1.11%             | 2026-09-28      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC JR SUBORDINA REGS 12/49 VAR           | CUSIP: ACI0H2TW1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211987.32    | 0.02%             | 2023-09-29      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3689760.24   | 0.32%             | 2029-06-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                   | ILLINOIS ST ILS 07/35 FIXED 7.35                        | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1016786 | PA      | $1070785.88   | 0.09%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   6700000 | NS      | $5941426.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY JR SUBORDINA 12/49 VAR            | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |  13400000 | NS      | $12166798.00  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)               | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/29 3.875   | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3429330.04   | 0.30%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA JR SUBORDINA REGS 12/99 VAR         | CUSIP: ACI1QQWG7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $221719.53    | 0.02%             | 2028-03-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA JR SUBORDINA REGS 12/99 VAR         | CUSIP: ACI1QR2N3<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $216161.22    | 0.02%             | 2031-09-01      | Floating      | 5.88%                 | 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        |   2879912 | PA      | $2833401.13   | 0.25%             | 2029-09-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2003-A2                                              | JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1              | CUSIP: 466247AZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10693 | PA      | $9916.84      | 0.00%             | 2033-11-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-A4                                              | JP MORGAN MORTGAGE TRUST JPMMT 2005 A4 1A1              | CUSIP: 466247RN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27841 | PA      | $27740.41     | 0.00%             | 2035-07-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                              | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5              | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89988 | PA      | $87207.89     | 0.01%             | 2035-07-25      | Floating      | 3.45%                 | 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        |      4856 | PA      | $4453.45      | 0.00%             | 2035-02-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| JUBILEE CLO 2015-XVI BV 15-16A                                                | JUBILEE CDO BV JUBIL 2015 16A A1R 144A                  | CUSIP: ACI0YWRZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   8003583 | PA      | $8406808.28   | 0.73%             | 2029-12-15      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT KGS                                                          | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.18         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN/OLD                                                      | KANSAS CITY SOUTHERN COMPANY GUAR 11/69 4.2             | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3420598.36   | 0.30%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                     | AMERICAN AIRLINES, INC. 2021 TERM LOAN                  | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   3400000 | PA      | $3390973.00   | 0.29%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL HOLDINGS LLC                                                    | KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4      | CUSIP: 48248AAG3<br>LEI: 549300U5WMP5TYFNKW68 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8405583.75   | 0.73%             | 2033-05-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/24 3.2             | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2459051.27   | 0.21%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4294233.89   | 0.37%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCCM 2021-FL3 TRUST                                                           | LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A     | CUSIP: 50190FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4803576.00   | 0.42%             | 2038-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS1                                          | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A       | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720732 | PA      | $2499578.91   | 0.22%             | 2066-10-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1222720.00   | 0.11%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7100000 | PA      | $6867170.55   | 0.60%             | 2025-09-27      | Floating      | 7.50%                 | 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        |   3530218 | PA      | $3381886.20   | 0.29%             | 2038-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MACH 1 CAYMAN LTD 2019-1                                                      | MACH I MAACH 2019 1 A 144A                              | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1697951 | PA      | $1375021.59   | 0.12%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                | MAGALLANES INC COMPANY GUAR 144A 03/32 4.279            | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1322028.11   | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-OP1                                                  | ACE SECURITIES CORP. ACE 2004 OP1 M1                    | CUSIP: 004421EW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243780 | PA      | $228813.30    | 0.02%             | 2034-04-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MAN GLG EURO CLO V DAC 5A                                                     | MAN GLG EURO CLO GLGE 5A A1R 144A                       | CUSIP: ACI1WBHS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   7300000 | PA      | $7580777.68   | 0.66%             | 2031-12-15      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TRUST I                                                   | MAPLE GROVE FUNDING TR I SR UNSECURED 144A 08/51 4.161  | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5396854.16   | 0.47%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO X LTD 2017-1A                                                | MARBLE POINT CLO X LTD MP10 2017 1A AR 144A             | CUSIP: 566061AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5099573.49   | 0.44%             | 2030-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC COMPANY GUAR 06/28 4.875         | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5252496.26   | 0.46%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                   | MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR     | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4018995.00   | 0.35%             | 2069-02-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                                 | MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375     | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    400000 | PA      | $321636.00    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE2                                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A        | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143549 | PA      | $43834.62     | 0.00%             | 2037-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 LTD                                                            | ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A               | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1928012.60   | 0.17%             | 2036-10-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| METAL CAYMAN 2017-1 LLC                                                       | METAL CAYMAN METAL 2017 1 A 144A                        | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1880863 | PA      | $988539.98    | 0.09%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                      | METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875  | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $649564.71    | 0.06%             | 2067-12-15      | Floating      | 7.88%                 | 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        |   1601658 | PA      | $1443857.90   | 0.13%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM2 TRUST                                                           | MFRA TRUST MFRA 2020 NQM2 A3 144A                       | CUSIP: 552751AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1628366 | PA      | $1472570.22   | 0.13%             | 2065-04-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| MICHIGAN STATE UNIVERSITY                                                     | MICHIGAN ST UNIV REVENUES MISHGR 08/22 FIXED 4.165      | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $2366577.60   | 0.21%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD     | MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5      | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800116 | PA      | $1793638.92   | 0.16%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 07/28 VAR                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8269418.88   | 0.72%             | 2028-07-22      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED REGS 04/32 VAR              | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $3997925.89   | 0.35%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-HE5                                         | MORGAN STANLEY CAPITAL INC MSAC 2005 HE5 M2             | CUSIP: 61744CUT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30342 | PA      | $30188.00     | 0.00%             | 2035-09-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE7                                         | MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C            | CUSIP: 61756YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $5827426.50   | 0.51%             | 2037-07-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2020-CNP                                       | MORGAN STANLEY CAPITAL I TRUST MSC 2020 CNP A 144A      | CUSIP: 61770YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3821807.50   | 0.33%             | 2042-04-05      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2004-6AR                                        | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 3A          | CUSIP: 61748HBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170075 | PA      | $163556.90    | 0.01%             | 2034-08-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                                            | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3         | CUSIP: 61754HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90215 | PA      | $26947.50     | 0.00%             | 2037-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP                                 | MPT OPER PARTNERSP/FINL COMPANY GUAR 06/28 3.692        | CUSIP: ACI1H1H46<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1419999.90   | 0.12%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL                        | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A    | CUSIP: 63874AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1129789.32   | 0.10%             | 2038-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2017-2                                             | NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A         | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11734484 | PA      | $11542844.54  | 1.00%             | 2066-12-27      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2021-SP1                                              | NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A           | CUSIP: 62955RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5478903 | PA      | $4937886.40   | 0.43%             | 2061-08-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                           | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75    | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2434609.38   | 0.21%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                           | NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522           | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1859754.20   | 0.16%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                           | NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345           | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2900000 | PA      | $2634118.31   | 0.23%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                           | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81            | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $595605.28    | 0.05%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2005-HE1                                          | NOMURA HOME EQUITY LOAN INC NHELI 2005 HE1 M4           | CUSIP: 65536HBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149265 | PA      | $148538.05    | 0.01%             | 2035-09-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                               | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR             | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5000000 | PA      | $4935311.75   | 0.43%             | 2026-03-26      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                               | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR             | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5850000 | PA      | $4531134.41   | 0.39%             | 2029-03-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                          | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.12         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST                                 | AIR CANADA 2015 2AA PTT PASS THRU CE 144A 06/29 3.75    | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2059684 | PA      | $1798490.15   | 0.16%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS B PASS THROUGH TRUST                                  | AIR CANADA 2015 2B PTT PASS THRU CE 144A 06/25 5        | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2733659 | PA      | $2677386.23   | 0.23%             | 2025-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                       | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N7309<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.21         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                       | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N9610<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.10         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                       | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5           | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.14         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                       | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5           | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.15         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                   | AKER BP ASA COMPANY GUAR 144A 07/26 2                   | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1300000 | PA      | $1149900.00   | 0.10%             | 2026-07-15      | Fixed         | 2.00%                 | 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        |   7200000 | PA      | $7491114.88   | 0.65%             | 2034-09-22      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8     | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2866960 | PA      | $2733787.13   | 0.24%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OZLM IX LTD 2014-9A                                                           | OZLM LTD OZLM 2014 9A A1A3 144A                         | CUSIP: 67109KBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1960810.50   | 0.17%             | 2031-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3           | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $498891.86    | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25          | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1641870.80   | 0.14%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5           | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1133285.41   | 0.10%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75          | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1599818.47   | 0.14%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55          | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3089715.39   | 0.27%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5           | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1413383.62   | 0.12%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3           | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2475643.69   | 0.21%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95          | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1636473.12   | 0.14%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2021-3                                         | PAGAYA AI DEBT SELECTION TRUST PAID 2021 3 A 144A       | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1808784 | PA      | $1762611.19   | 0.15%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A                          | PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A     | CUSIP: ACI23GLP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   5867452 | PA      | $6090630.55   | 0.53%             | 2031-10-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2021-4                                             | PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A    | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7166601 | PA      | $7062425.80   | 0.61%             | 2029-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF NEW YORK & NEW JERSEY                                       | PORT AUTH OF NEW YORK   NEW JE PORTRN 08/69 FIXED 3.287 | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |  11700000 | PA      | $7658557.92   | 0.66%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC                              | PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A   | CUSIP: 74143EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4671370 | PA      | $4146217.06   | 0.36%             | 2051-07-25      | Fixed         | 1.87%                 | 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        |   2528467 | PA      | $2291592.25   | 0.20%             | 2061-02-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR10                                         | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR10 A 144A       | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2099512 | PA      | $1731705.18   | 0.15%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PRPM-2022-1                                                                   | PRESTON RIDGE PARTNERS MORTGAG PRPM 2022 1 A1 144A      | CUSIP: 693582AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3524575 | PA      | $3311848.73   | 0.29%             | 2027-02-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                        | REALKREDIT DANMARK COVERED REGS 10/53 1                 | CUSIP: BL63VKII4<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.11         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                        | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.14         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                        | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.21         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7            | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2389284 | PA      | $2066745.13   | 0.18%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO3                                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1         | CUSIP: 761118WP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699849 | PA      | $207557.10    | 0.02%             | 2046-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375          | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5366852 | PA      | $4486091.01   | 0.39%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECS CORP 2005-KS12                                         | RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 M3        | CUSIP: 753910AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1445689.05   | 0.13%             | 2036-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-EMX4                                        | RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX4 M3        | CUSIP: 76110W6B7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451432 | PA      | $1425920.07   | 0.12%             | 2035-11-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-KS8                                         | RESIDENTIAL ASSET SECURITIES C RASC 2005 KS8 M5         | CUSIP: 76110W3V6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6188744 | PA      | $6062519.00   | 0.53%             | 2035-08-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575       | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1928824 | PA      | $1725636.89   | 0.15%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2         | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1942650 | PA      | $1689019.95   | 0.15%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A                                    | RESIDENTIAL MORTGAGE SECURITIE RMS 32A A 144A           | CUSIP: ACI1PKR28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   6774021 | PA      | $8159684.21   | 0.71%             | 2070-06-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2568125 | PA      | $2290851.48   | 0.20%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                               | ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625           | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185000.00    | 0.02%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                               | ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625           | CUSIP: ACI1S5ZS2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $312303.64    | 0.03%             | 2026-02-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                               | ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75            | CUSIP: ACI1S61G3<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1224122.42   | 0.11%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA UNSECURED 144A 07/30 1.75                       | CUSIP: ACI1Z3TC1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5200000 | PA      | $3889470.72   | 0.34%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RUTGERS THE STATE UNIVERSITY                                                  | RUTGERS NJ ST UNIV RUTHGR 12/99 FIXED 3.915             | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3312853.00   | 0.29%             | 2099-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                               | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3949946.15   | 0.34%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                   | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35    | CUSIP: 79588TAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2290144.56   | 0.20%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                               | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1556793.43   | 0.13%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                      | AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3181804.96   | 0.28%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | SANDS CHINA LTD SR UNSECURED 03/27 2.8                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2700000 | PA      | $2316033.00   | 0.20%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-NC1                             | SECURITIZED ASSET BACKED RECEI SABR 2004 NC1 M1         | CUSIP: 81375WAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6870370 | PA      | $6614243.53   | 0.57%             | 2034-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SEGOVIA EUROPEAN CLO 4-2017 DAC                                               | SEGOVIA EUROPEAN CLO 4   2017 SEGOV 2017 4A AN 144A     | CUSIP: ACI1RL437<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1028314 | PA      | $1080348.04   | 0.09%             | 2031-01-18      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| SKY LEASE AVIATION 2017-1                                                     | S JETS LIMITED SJETS 2017 1 A 144A                      | CUSIP: 784309AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   3755620 | PA      | $2919464.15   | 0.25%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                               | SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B              | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1225428.00   | 0.11%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                           | SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR            | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5400000 | PA      | $4388238.61   | 0.38%             | 2030-11-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XII LTD 2016-2A                                               | SOUND POINT CLO LTD SNDPT 2016 2A AR2 144A              | CUSIP: 83610CAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5802923 | PA      | $5757017.94   | 0.50%             | 2028-10-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XV LTD 2017-1A                                                | SOUND POINT CLO LTD SNDPT 2017 1A ARR 144A              | CUSIP: 83609RAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10304755 | PA      | $10176798.51  | 0.88%             | 2029-01-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XVI LTD 2017-2A                                               | SOUND POINT CLO LTD SNDPT 2017 2A AR 144A               | CUSIP: 83610KAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11700000 | PA      | $11524500.00  | 1.00%             | 2030-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2                                     | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A     | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7800000 | PA      | $7562703.72   | 0.66%             | 2038-04-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS                                                          | STONEPEAK SALTT 2021 1A AA 144A                         | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1517405 | PA      | $1351829.43   | 0.12%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MTG LN 2004-1                                      | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1          | CUSIP: 86359BGF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14180 | PA      | $13244.30     | 0.00%             | 2034-02-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC 2006-R1                                               | AMERIQUEST MORTGAGE SECURITIES AMSI 2006 R1 M1          | CUSIP: 03072SX42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7369 | PA      | $7323.62      | 0.00%             | 2036-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LN TR 2004-2                                      | STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4           | CUSIP: 86358EGW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1676834 | PA      | $1578253.65   | 0.14%             | 2034-03-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR6                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR6 1A1        | CUSIP: 86359LMW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269219 | PA      | $245361.74    | 0.02%             | 2045-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2004-R12                                       | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2         | CUSIP: 03072SXE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2877337 | PA      | $2763670.68   | 0.24%             | 2035-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2004-R12                                       | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M3         | CUSIP: 03072SXF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1268672 | PA      | $1150051.19   | 0.10%             | 2035-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XVII LTD 2016-17A                                                | SYMPHONY CLO LTD SYMP 2016 17A AR 144A                  | CUSIP: 87165UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4316586 | PA      | $4287714.00   | 0.37%             | 2028-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL SR UNSECURED 12/27 3.95             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $982813.45    | 0.09%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9      | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3191246.73   | 0.28%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 4 PLC                                                      | TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006   | CUSIP: B3LSHBII8<br>LEI: 213800UCE6O94DGHWT77 | Long             | DBT              | CORP              | GB        |   6634543 | PA      | $7564179.03   | 0.66%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 3 PLC                                                  | TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744    | CUSIP: 989XYDII0<br>LEI: 213800HCQGDQGFP75D78 | Long             | DBT              | CORP              | GB        |    598518 | PA      | $677527.12    | 0.06%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 6 PLC                                                  | TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111   | CUSIP: B9JST3II3<br>LEI: 213800FORYFOB97FHO66 | Long             | DBT              | CORP              | GB        |    182862 | PA      | $199475.50    | 0.02%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA                                | UNIVERSITY OF PENNSYLVAN SR UNSECURED 02/19 3.61        | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $4334312.19   | 0.38%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| TICP CLO III-2 LTD 2018-3R                                                    | TICP CLO LTD TICP 2018 3R A 144A                        | CUSIP: 87249FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3855400 | PA      | $3843843.29   | 0.33%             | 2028-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FINANCE AUTHORITY                                          | TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/49 FIXED 4.875 | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9000000 | PA      | $7699367.70   | 0.67%             | 2049-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON CO                                                              | TOLEDO EDISON COMPANY 1ST MORTGAGE 144A 05/28 2.65      | CUSIP: 889175BF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4584000 | PA      | $4013383.73   | 0.35%             | 2028-05-01      | Fixed         | 2.65%                 | 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        |   2500000 | PA      | $2578114.66   | 0.22%             | 2032-01-12      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 19-A13A                                           | TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A      | CUSIP: ACI1G4F01<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   9403520 | PA      | $11247006.18  | 0.97%             | 2045-07-20      | Floating      | 3.75%                 | 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        |   4445401 | PA      | $4402499.26   | 0.38%             | 2059-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-6                                               | ANGEL OAK MORTGAGE TRUST AOMT 2021 6 A2 144A            | CUSIP: 03465JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2368835 | PA      | $1864692.64   | 0.16%             | 2066-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                                       | CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR     | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | EP               | CORP              | US        |   4700000 | NS      | $4078190.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 131800000 | PA      | $111750781.70 | 9.69%             | 2053-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $7468263.71   | 0.65%             | 2052-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  96100000 | PA      | $87374231.48  | 7.57%             | 2053-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9800000 | PA      | $9194426.84   | 0.80%             | 2053-02-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  55000000 | PA      | $51614266.00  | 4.47%             | 2053-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 133200000 | PA      | $128229772.54 | 11.11%            | 2053-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 CLASS A PASS THROUGH TRUST                             | UNITED AIRLINES 2012 1 A PASS THRU CE 10/25 4.15        | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905118 | PA      | $877177.11    | 0.08%             | 2025-10-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4            | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030119 | PA      | $958582.92    | 0.08%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45         | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1656389 | PA      | $1397590.52   | 0.12%             | 2030-01-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2016 2 AA PTT PASS THRU CE 04/30 2.875       | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1544949 | PA      | $1317095.85   | 0.11%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7         | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4422622 | PA      | $3580782.54   | 0.31%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875        | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9563638 | PA      | $9442459.38   | 0.82%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872450.70    | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | UNITED AIRLINES, INC. 2021 TERM LOAN B                  | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   3833725 | PA      | $3796192.68   | 0.33%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TREASURY BILL 01/23 0.00000                             | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    163000 | PA      | $162967.13    | 0.01%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TREASURY BILL 01/23 0.00000                             | CUSIP: 912796ZM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    697000 | PA      | $694866.79    | 0.06%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TREASURY BILL 03/23 0.00000                             | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    303000 | PA      | $300183.16    | 0.03%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TREASURY BILL 03/23 0.00000                             | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1171000 | PA      | $1163012.34   | 0.10%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-2A                           | AASET 2021 2 TRUST AASET 2021 2A A 144A                 | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6108651 | PA      | $4931755.09   | 0.43%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/41 1.75                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $68482422.00  | 5.94%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/40 1.375                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $6506640.60   | 0.56%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/41 2                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 145000000 | PA      | $103604199.40 | 8.98%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                      | UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/12 FIXED 4.858 | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2995000 | PA      | $2533462.71   | 0.22%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AQUEDUCT EUROPEAN CLO 1-2017 DAC                                              | AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A              | CUSIP: ACI1VHTC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   6461026 | PA      | $6780056.35   | 0.59%             | 2030-07-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                                        | UNIV OF MICHIGAN MI UNVHGR 04/22 FIXED 4.454            | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8136927.00   | 0.71%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRGINIA                                                        | UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 12/99 FIXED 3.227 | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $3227349.40   | 0.28%             | 2099-12-31      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST                                  | US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95          | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488214 | PA      | $444151.23    | 0.04%             | 2027-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4                      | ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A    | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7600000 | PA      | $7349266.12   | 0.64%             | 2036-11-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC - VBTEL 2022-1A                                              | VB S1 ISSUER LLC VBTEL 2022 1A C2II 144A                | CUSIP: 91823AAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1587440.20   | 0.14%             | 2057-02-15      | Fixed         | 3.71%                 | 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        |  12672669 | PA      | $12547698.92  | 1.09%             | 2029-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LTD 2014-17A                                                      | VENTURE CDO LTD VENTR 2014 17A ARR 144A                 | CUSIP: 92329YAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15718837 | PA      | $15694622.06  | 1.36%             | 2027-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VENTURE XXIV CLO LTD 2016-24A                                                 | VENTURE CDO LTD VENTR 2016 24A ARR 144A                 | CUSIP: 92330WBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6710297 | PA      | $6628669.07   | 0.57%             | 2028-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                     | VMED O2 UK FINAN SR SECURED 144A 07/31 4.75             | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $4885830.00   | 0.42%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/30 3.75   | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1145374.10   | 0.10%             | 2030-05-13      | Fixed         | 3.75%                 | 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        |   1400000 | PA      | $1346816.98   | 0.12%             | 2028-09-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES 3A                                      | WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A           | CUSIP: ACI0Y9KL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    728015 | PA      | $880120.76    | 0.08%             | 2049-12-21      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                                        | ARES FINANCE CO II LLC COMPANY GUAR 144A 06/30 3.25     | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4095604.90   | 0.35%             | 2030-06-15      | Fixed         | 3.25%                 | 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        |    384245 | PA      | $346584.63    | 0.03%             | 2034-11-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A       | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23873 | PA      | $22913.40     | 0.00%             | 2045-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR3                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A        | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249005 | PA      | $219156.69    | 0.02%             | 2046-02-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| WAVE TRUST 2019-1                                                             | WAVE USA WAAV 2019 1 A 144A                             | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2026244 | PA      | $1543095.27   | 0.13%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC                                                                | WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2        | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3019249.88   | 0.26%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 01/29 4.15           | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5086752.64   | 0.44%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR            | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6760662.16   | 0.59%             | 2033-03-02      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 10/30 VAR            | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8515414.90   | 0.74%             | 2030-10-30      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BACKED SEC 2007-AR6                                          | WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR6 A2        | CUSIP: 949794AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833685 | PA      | $1615536.85   | 0.14%             | 2037-10-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1                                 | ZEPHYRUS CAPITAL AVIATION PART TERM LOAN                | CUSIP: 933QMTII0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3579465 | PA      | $3061647.36   | 0.27%             | 2038-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | FIXED INC CLEARING CORP.REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   4074000 | PA      | $4074000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF AMERICA REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6620625 | PA      | $-6659245.31  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO THE BANK OF NOVA REVERSE REPO              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -59246250 | PA      | $-59662866.33 | -5.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $5972.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-273.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | AUCHAN HOLDING (AKA: GROUPE A SNR SE ICE                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |         1 | NC      | $-29668.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ZAR SOLD USD 20230109                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $2110.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-4444.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SGD SOLD USD 20230119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $3223.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20230313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $2061.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20230223                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-492.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20230314                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $162.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20230321                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-11213.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOEING CO/THE SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-15239.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BRITISH TELECOMMUNICATIONS PL SNR SE ICE                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-49894.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BRITISH TELECOMMUNICATIONS PL SNR SE ICE                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-69008.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                           | ASHTEAD CAPITAL INC COMPANY GUAR 144A 11/29 4.25        | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1437590.61   | 0.12%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                       | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR              | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4182450.00   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                       | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR              | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   5000000 | NS      | $3985400.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | ENERGY TRANSFER LP  SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $25518.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL ELECTRIC COMPANY SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $33387.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL ELECTRIC COMPANY SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $24497.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL ELECTRIC COMPANY SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $12069.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL ELECTRIC COMPANY SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2701.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT COP SOLD USD 20230313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-10489.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20230113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $46373.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ZAR SOLD USD 20230512                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-198.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20230315                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $10189.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM XII 12A                                                                | ATRIUM CDO CORP ATRM 12A AR 144A                        | CUSIP: 04965CAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5228051 | PA      | $5175254.19   | 0.45%             | 2027-04-22      | Floating      | 5.15%                 | 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      | $-2401923.24  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| AURIUM CLO III DAC 3A                                                         | AURIUM CLO ACLO 3A AR 144A                              | CUSIP: ACI1FVVB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   6823625 | PA      | $7160782.82   | 0.62%             | 2030-04-16      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20230314                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-272.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-70550.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20230217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-448.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20230223                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-1032.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20230314                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-436.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $12205.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $8054.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-14388.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $979.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $10051.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $933.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-2673.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-5101.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-28777.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20230217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-391.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-3736.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20230314                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-536.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1137514.18   | 0.10%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)                                 | PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 02/24 5.5     | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   2152000 | PA      | $2124898.47   | 0.18%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6141000 | PA      | $4917517.70   | 0.43%             | 2027-11-18      | Fixed         | 2.53%                 | 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      | $4774.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20230119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $4444.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20230119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $2875.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20230223                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3124.32      | 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      | $16155.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20230223                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-996.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                               | BACARDI LTD COMPANY GUAR 144A 05/25 4.45                | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   6300000 | PA      | $6118550.55   | 0.53%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BALLYS CORPORATION                                                            | TWIN RIVER WORLDWIDE HLDGS INC 2021 TERM LOAN B         | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |   5955000 | PA      | $5526240.00   | 0.48%             | 2028-10-02      | Floating      | 7.54%                 | 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