# EDGAR Filing Document

**Accession Number:** 0001479359
**File Stem:** 0001479359-23-000008
**Filing Date:** 2023-3
**Character Count:** 96428
**Document Hash:** 73431e317cc4951e70f2f52f23e64169
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001479359-23-000008.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001479359-23-000008

**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 Equity Series VIT
- **CENTRAL INDEX KEY:** 0001479359
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22376
- **FILM NUMBER:** 23688774

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Equity Variable Insurance Trust
- **DATE OF NAME CHANGE:** 20091223

## Series and Classes Contracts Data

### PIMCO StocksPLUS Global Portfolio (Series ID: S000028118)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000085710 | Institutional Class | PMVIEQS         |
| C000085712 | Advisor Class       | PMVIEAD         |

## 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 Equity Series VIT

- **b. Investment Company Act file number:** 811-22376

- **c. CIK number of Registrant:** 0001479359

- **d. LEI of Registrant:** 549300HBZFDDIZWKX522

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO StocksPLUS Global Portfolio

- **b. EDGAR series identifier (if any):** S000028118

- **c. LEI of Series:** 549300NSJTG65C45IN82

**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:** $184585331.49

**Total Liabilities:** $9280902.49

**Net Assets:** $175304429.00

**Cash Not Reported:** $9702561.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 17352.357300 | **1-Year:** 2336.028000 | **5-Year:** 3981.028000 | **10-Year:** 872.260100 | **30-Year:** -1899.560600

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

- **3-Month:** 1106.808500 | **1-Year:** 366.500600 | **5-Year:** 332.448100 | **10-Year:** 89.529000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000085710 | 6.90%                | 9.60%                | -3.77%               |
| Class ID C000085712 | 6.90%                | 9.68%                | -3.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $46208.92                | $-543654.63                                |
| Month 2  | $-28756.89               | $1437306.79                                |
| Month 3  | $-10597.28               | $995133.54                                 |

**Designated Index Information**

- **Index Name:** MSCI World Net Total Return USD Index

- **Index Identifier:** NDDUWI

### 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 USD 0.50000 06/16/21-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1574455.15   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 0.50000 06/16/21-7Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-653261.94   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 0.75000 06/16/21-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1557279.48  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 1.25000 06/16/21-30Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $496618.88    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 1.62500 01/16/20-30Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $68068.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 1.62500 02/03/20-30Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $136028.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 1.75000 01/22/20-30Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $222590.15    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 2.00000 01/15/20-30Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $27307.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.75000 06/15/22-10Y CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $45118.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.75000 06/15/22-2Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-627204.42   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TESCO PLC SNR SE ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-6782.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20230123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-354643.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20230130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-440544.25   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20230216                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $47.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT HUF SOLD USD 20230113                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $24.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORP SR UNSECURED 04/26 VAR            | CUSIP: 06051GKN8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198439.58    | 0.11%             | 2026-04-02      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LONG GILT FUTURE  MAR23 IFLL 20230329                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -1 | NC      | $7893.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)MAR23 XCBT 20230322                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -92 | NC      | $42998.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) MAR23 XCBT 20230331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -33 | NC      | $-6358.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 5YR NOTE (CBT) MAR23 XCBT 20230331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       195 | NC      | $-29964.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US LONG BOND(CBT) MAR23 XCBT 20230322                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        12 | NC      | $-18391.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-BXH                                    | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 BXH A 144A   | CUSIP: 05491RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590886 | PA      | $568997.34    | 0.32%             | 2037-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BDS 2019-FL4 LTD                                                 | BDS LTD BDS 2019 FL4 A 144A                            | CUSIP: 05492KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18737 | PA      | $18560.87     | 0.01%             | 2036-08-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XVI LTD                              | BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A   | CUSIP: 08181VAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489584.55    | 0.28%             | 2032-01-17      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XVII LTD                             | BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A    | CUSIP: 08182BAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1271042.38   | 0.73%             | 2032-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI EUR CLO III DAC 3A                             | BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A            | CUSIP: ACI1XNPD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    449786 | PA      | $468382.67    | 0.27%             | 2031-01-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC SR UNSECURED 144A 04/29 4                 | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455250.56    | 0.26%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC SR UNSECURED 144A 04/33 3.419             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $321794.54    | 0.18%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BRSP 2021-FL1 LTD                                                | BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A          | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $96593.61     | 0.06%             | 2038-08-19      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BSPRT-2021-FL6                                                   | BSPRT ISSUER, LTD. BSPRT 2021 FL6 A 144A               | CUSIP: 05601HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1855228.69   | 1.06%             | 2036-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A                 | CARLYLE GLOBAL MARKET STRATEGI CGMS 2012 4A A1R3 144A  | CUSIP: 14309YBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1274813.38   | 0.73%             | 2032-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A                 | CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A  | CUSIP: 14310BAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1186430 | PA      | $1173585.17   | 0.67%             | 2030-08-14      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST 2022-1A                            | CARNOW AUTO RECEIVABLES TRUST CNART 2022 1A A 144A     | CUSIP: 14367LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30015 | PA      | $29923.44     | 0.02%             | 2024-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CIG AUTO RECEIVABLES TRUST 2021-1A                               | CIG AUTO RECEIVABLES TRUST CIGAR 2021 1A B 144A        | CUSIP: 12598NAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1249352.91   | 0.71%             | 2026-08-12      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                       | CIT MORTGAGE LOAN TRUST CITM 2007 1 1A 144A            | CUSIP: 12559QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64901 | PA      | $64595.65     | 0.04%             | 2037-10-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2021-B                             | COLLEGE AVE STUDENT LOANS CASL 2021 B A2 144A          | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1223693 | PA      | $1142892.50   | 0.65%             | 2052-06-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                     | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A      | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $572734.14    | 0.33%             | 2038-11-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| COMM 2021-2400 MORTGAGE TRUST                                    | COMM MORTGAGE TRUST COMM 2021 2400 B 144A              | CUSIP: 20048FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739900 | PA      | $680454.51    | 0.39%             | 2038-12-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1      | CUSIP: 021464AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248663 | PA      | $220034.58    | 0.13%             | 2046-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-16                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A          | CUSIP: 23242FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772864 | PA      | $713905.59    | 0.41%             | 2046-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-9                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 3AV4         | CUSIP: 12666RAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500058 | PA      | $479527.30    | 0.27%             | 2046-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/NEW YORK BRANCH                                 | CREDIT SUISSE NEW YORK SR UNSECURED 02/25 VAR          | CUSIP: 22550UAF8<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $371173.72    | 0.21%             | 2025-02-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR     | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $157674.60    | 0.09%             | 2024-12-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG SR UNSECURED 144A 05/32 VAR     | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $173235.54    | 0.10%             | 2032-05-14      | Floating      | 3.09%                 | 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        |   1200000 | PA      | $1177577.00   | 0.67%             | 2031-10-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CRESTLINE DENALI CLO XV 2017-1A                                  | CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A    | CUSIP: 22616CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    225793 | PA      | $222970.38    | 0.13%             | 2030-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                  | DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55           | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464954.18    | 0.27%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S SR UNSECURED 144A 09/23 VAR            | CUSIP: 23636AAQ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $400088.36    | 0.23%             | 2023-09-12      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                 | DEUTSCHE BANK NY SR UNSECURED 09/24 VAR                | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $386439.24    | 0.22%             | 2024-09-18      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                 | DEUTSCHE BANK AG SR UNSECURED REGS 11/25 VAR           | CUSIP: ACI1SQBK9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200055.62    | 0.11%             | 2025-11-19      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                          | DUKE ENERGY CORP                                       | CUSIP: 26244JN96<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299619.08    | 0.17%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4                        | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A     | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $394358.64    | 0.22%             | 2067-09-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE 2021-1 LLC                              | ENCINA EQUIPMENT FINANCE ENCA 2021 1A A2 144A          | CUSIP: 29253EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75097 | PA      | $73812.18     | 0.04%             | 2026-12-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2022-2                            | ENTERPRISE FLEET FINANCING LLC EFF 2022 2 A1 144A      | CUSIP: 29374JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506978 | PA      | $505980.18    | 0.29%             | 2023-06-20      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-87                                        | FANNIE MAE FNR 2015 87 BF                              | CUSIP: 3136AQWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220287 | PA      | $214543.39    | 0.12%             | 2045-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR         | CUSIP: 31300MNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171932 | PA      | $174783.76    | 0.10%             | 2037-09-01      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | FISERV INC                                             | CUSIP: 33774LN95<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249680.70    | 0.14%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2019-1 2019-1     | FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2019 1 D 144A      | CUSIP: 35105RAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    674892 | PA      | $672819.29    | 0.38%             | 2025-06-16      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2020-1            | FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2020 1 D 144A      | CUSIP: 35105FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196190.40    | 0.11%             | 2026-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-2            | FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2021 2 B 144A      | CUSIP: 35105UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $378878.76    | 0.22%             | 2027-07-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3342                                          | FREDDIE MAC FHR 3342 FT                                | CUSIP: 31397JST2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11387 | PA      | $11199.29     | 0.01%             | 2037-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3350                                          | FREDDIE MAC FHR 3350 FA                                | CUSIP: 31397JNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110317 | PA      | $109381.60    | 0.06%             | 2033-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4638                                          | FREDDIE MAC FHR 4638 FA                                | CUSIP: 3137BTH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102994 | PA      | $102559.60    | 0.06%             | 2040-07-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST 2021-3FP                                         | FREEDOM FINANCIAL FREED 2021 3FP B 144A                | CUSIP: 30322MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414535 | PA      | $409669.58    | 0.23%             | 2028-11-20      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST 2022-1FP                                         | FREED ABS TRUST FREED 2022 1FP B 144A                  | CUSIP: 35633KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $679303.31    | 0.39%             | 2029-03-19      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST SECURED 144A 04/25 VAR         | CUSIP: 36143L2K0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586845.39    | 0.33%             | 2025-04-11      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO IX LTD 2018-1A                                      | GALLATIN FUNDING LTD GALL 2018 1A A 144A               | CUSIP: 36361WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    501852 | PA      | $497787.08    | 0.28%             | 2028-01-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II 2017-SLP                          | GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP A 144A      | CUSIP: 36255MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253883 | PA      | $247306.41    | 0.14%             | 2032-10-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC 2021-1A                          | HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A       | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $924792.50    | 0.53%             | 2025-12-26      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC SR UNSECURED 07/27 VAR               | CUSIP: ACI1WKQ05<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $312239.17    | 0.18%             | 2027-07-24      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $229869.76    | 0.13%             | 2031-08-18      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                     | NATIONAL BK HUNGARY BILL BILLS 01/23 0.00000           | CUSIP: ACI2BMD22<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | MUN               | HU        | 183000000 | PA      | $490619.91    | 0.28%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                     | NATIONAL BK HUNGARY BILL BILLS 01/23 0.00000           | CUSIP: ACI2BTZ49<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | MUN               | HU        | 142000000 | PA      | $380699.60    | 0.22%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                         | HYATT HOTELS CORP SR UNSECURED 10/24 1.8               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375066.60    | 0.21%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                         | HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 09/23 0.75  | CUSIP: 44920UAQ1<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $480900.10    | 0.27%             | 2023-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INDEPENDENCE PLAZA TRUST 2018-INDP                               | INDEPENDENCE PLAZA TRUST IPT 2018 INDP B 144A          | CUSIP: 45378YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $280483.56    | 0.16%             | 2035-07-10      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV SR UNSECURED 03/26 3.869                  | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $963111.24    | 0.55%             | 2026-03-28      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                      | ISRAEL MAKAM BILL BILLS 01/23 0.00000                  | CUSIP: ACI22SVD5<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | MUN               | IL        |   1400000 | PA      | $398100.78    | 0.23%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A  | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278370 | PA      | $265163.34    | 0.15%             | 2031-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                             | JACKSON NATL LIFE GLOBAL SECURED 144A 06/24 VAR        | CUSIP: 46849CJL6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400165.32    | 0.23%             | 2024-06-28      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                       | JAPAN TREASURY DISC BILL BILLS 01/23 0.00000           | CUSIP: ACI28ZYN8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 480000000 | PA      | $3657553.19   | 2.09%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                       | JAPAN TREASURY DISC BILL BILLS 01/23 0.00000           | CUSIP: ACI298TG8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 470000000 | PA      | $3581576.20   | 2.04%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                       | JAPAN TREASURY DISC BILL BILLS 01/23 0.00000           | CUSIP: ACI29DFN7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 490000000 | PA      | $3734121.84   | 2.13%             | 2023-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                       | JAPAN TREASURY DISC BILL BILLS 02/23 0.00000           | CUSIP: ACI29L6H2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 500000000 | PA      | $3810465.55   | 2.17%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR             | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991299.24    | 0.57%             | 2026-04-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8   | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 B 144A  | CUSIP: 46649JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $544534.05    | 0.31%             | 2035-02-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                    | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A              | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1277126.45   | 0.73%             | 2031-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                       | LCM LTD PARTNERSHIP LCM 30A AR 144A                    | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $586396.99    | 0.33%             | 2031-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT 2021-B ASSET SECURITIZATION TRUST                   | LENDINGPOINT ASSET SECURITIZAT LDPT 2021 B A 144A      | CUSIP: 52607HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177651 | PA      | $176423.69    | 0.10%             | 2029-02-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| LIBERTY LENDING ABS TRUST 2021-1A                                | REACH FINANCIAL LLC REACH 2021 1A A 144A               | CUSIP: 53934QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284231 | PA      | $274518.01    | 0.16%             | 2029-05-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| ACC AUTO TRUST 2021-A                                            | ACC AUTO TRUST AUTOC 2021 A A 144A                     | CUSIP: 00108XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133483 | PA      | $131775.84    | 0.08%             | 2027-04-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55       | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $377095.04    | 0.22%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ACCUNIA EUROPEAN CLO I DAC 1A                                    | ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A                  | CUSIP: ACI19ZJ97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    356684 | PA      | $374284.48    | 0.21%             | 2030-07-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                   | WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/24 3.428 | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194246.88    | 0.11%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                   | WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/25 3.638 | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190356.80    | 0.11%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                   | WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/27 3.755 | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180390.59    | 0.10%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-A                            | MARINER FINANCE ISSUANCE TRUST MFIT 2021 AA A 144A     | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $686760.96    | 0.39%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                          | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1        | CUSIP: 576433UF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73510 | PA      | $66295.22     | 0.04%             | 2034-11-21      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                 | MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A     | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    651713 | PA      | $643390.12    | 0.37%             | 2035-11-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                | MICROCHIP TECHNOLOGY INC SR UNSECURED 09/24 0.983      | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277974.05    | 0.16%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                         | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF B 144A    | CUSIP: 61691KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226000 | PA      | $215318.18    | 0.12%             | 2034-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2006-2                             | MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 2 M1         | CUSIP: 61744CYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    652000 | PA      | $586115.99    | 0.33%             | 2036-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LLC 2017-2A                                    | MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A                 | CUSIP: 62432LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2264350.00   | 1.29%             | 2031-01-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-BA                               | NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A       | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362678 | PA      | $357692.19    | 0.20%             | 2040-07-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-BA                               | NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A      | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367876 | PA      | $359495.74    | 0.21%             | 2059-12-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NAVSL-2021-BA                                                    | NAVIENT STUDENT LOAN TRUST NAVSL 2021 BA A 144A        | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    619248 | PA      | $523609.62    | 0.30%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $175147.60    | 0.10%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2021-B                         | AFFIRM INC AFFRM 2021 B A 144A                         | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1328236.42   | 0.76%             | 2026-08-17      | Fixed         | 1.03%                 | 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        |    200000 | PA      | $162307.29    | 0.09%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043          | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $392019.53    | 0.22%             | 2023-09-15      | Fixed         | 3.04%                 | 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        |    400000 | PA      | $371950.84    | 0.21%             | 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        |    200000 | PA      | $181663.33    | 0.10%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-FM1                             | NOMURA HOME EQUITY LOAN INC NHELI 2006 FM1 2A3         | CUSIP: 65536HBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61684 | PA      | $60791.76     | 0.03%             | 2035-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-HE1                             | NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2          | CUSIP: 65536HCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90410.81     | 0.05%             | 2036-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2019-1A                                              | OAKTREE CLO LTD OAKCL 2019 1A A1R 144A                 | CUSIP: 67401XAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1271315.24   | 0.73%             | 2030-04-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| OMFIT-2021-1A                                                    | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2021 1A A2 144A   | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $478707.15    | 0.27%             | 2036-06-16      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A                         | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A    | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $437561.00    | 0.25%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2022-3                                    | OPORTUN FUNDING LLC OPTN 2022 3 A 144A                 | CUSIP: 68378PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    841851 | PA      | $842014.18    | 0.48%             | 2030-01-08      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XIV LLC 2022-1A                                 | OSCAR US FUNDING TRUST OSCAR 2022 1A A4 144A           | CUSIP: 68784HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    700000 | PA      | $642869.76    | 0.37%             | 2029-04-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 1.7          | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387263.66    | 0.22%             | 2023-11-15      | Fixed         | 1.70%                 | 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        |    479882 | PA      | $467631.54    | 0.27%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2021-5                            | PAGAYA AI DEBT SELECTION TRUST PAID 2021 5 A 144A      | CUSIP: 69547EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650402 | PA      | $627441.62    | 0.36%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2022-1                            | PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A      | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775952 | PA      | $745298.01    | 0.43%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2022-2                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A      | CUSIP: 69546VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230642 | PA      | $227276.42    | 0.13%             | 2030-01-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2021-3                                | PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A   | CUSIP: 69702BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    303607 | PA      | $300110.33    | 0.17%             | 2029-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ1                                     | PARK PLACE SECURITIES INC PPSI 2005 WHQ1 M6            | CUSIP: 70069FGF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $91288.93     | 0.05%             | 2035-03-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2004-WHQ2                              | PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5            | CUSIP: 70069FEM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690832 | PA      | $597466.69    | 0.34%             | 2035-02-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                  | SANDS CHINA LTD SR UNSECURED 01/26 4.3                 | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184830.19    | 0.11%             | 2026-01-08      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2021 4 A3         | CUSIP: 80285VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446605 | PA      | $444609.80    | 0.25%             | 2025-08-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                              | AMERICAN ELEC PWR INC                                  | CUSIP: 0255E3N46<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599621.00    | 0.34%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                              | AMERICAN ELEC PWR INC                                  | CUSIP: 0255E3NK0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498710.00    | 0.28%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SARANAC CLO LTD 2018-6A                                          | SARANAC CLO LTD SRANC 2018 6A A1R 144A                 | CUSIP: 80317LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1162842.91   | 0.66%             | 2031-08-13      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                           | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 B 144A      | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $356507.64    | 0.20%             | 2038-05-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SLC STUDENT LOAN TRUST 2010-1                                    | SLC STUDENT LOAN TRUST SLCLT 2010 1 A                  | CUSIP: 78444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365563 | PA      | $363100.47    | 0.21%             | 2042-11-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-B                                    | SLM STUDENT LOAN TRUST SLMA 2005 B A4                  | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1297582 | PA      | $1231634.05   | 0.70%             | 2039-06-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2018 B A2B 144A     | CUSIP: 78449LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    656068 | PA      | $641754.46    | 0.37%             | 2037-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A     | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343292 | PA      | $303124.23    | 0.17%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-B                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A       | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511872 | PA      | $457274.90    | 0.26%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A      | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482674 | PA      | $460639.34    | 0.26%             | 2053-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A     | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881244 | PA      | $772711.43    | 0.44%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A     | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997696 | PA      | $968314.51    | 0.55%             | 2055-02-16      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE JR SUBORDINA 144A 12/49 VAR           | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $297695.58    | 0.17%             | 2023-12-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR           | CUSIP: 83367TBV0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $191865.23    | 0.11%             | 2023-10-04      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D                        | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 D A1 144A     | CUSIP: 83404LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6999 | PA      | $6981.80      | 0.00%             | 2039-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A                        | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A   | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    621256 | PA      | $562730.87    | 0.32%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO IX LTD 2015-2A                                   | SOUND POINT CLO LTD SNDPT 2015 2A BRRR 144A            | CUSIP: 83609GBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $578256.38    | 0.33%             | 2032-07-20      | Floating      | 6.04%                 | 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        |    272438 | PA      | $270282.53    | 0.15%             | 2028-10-20      | Floating      | 5.29%                 | 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        |   1000000 | PA      | $969577.40    | 0.55%             | 2038-04-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 20 LTD 2017-20A                                         | AMERICAN MONEY MANAGEMENT CORP AMMC 2017 20A AR 144A   | CUSIP: 00177TAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1143834 | PA      | $1138328.57   | 0.65%             | 2029-04-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST 2006-7                                     | TERWIN MORTGAGE TRUST TMTS 2006 7 1A1 144A             | CUSIP: 88156PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396187 | PA      | $393919.45    | 0.22%             | 2037-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST 2021-1A                                    | THEOREM FUNDING TRUST THRM 2021 1A A 144A              | CUSIP: 88339VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198579 | PA      | $195410.51    | 0.11%             | 2027-12-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST 2022-3A                                    | THEOREM FUNDING TRUST THRM 2022 3A A 144A              | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753344 | PA      | $751030.16    | 0.43%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 4 DAC 1A                                       | TORO EUROPEAN CLO TCLO 1A ARE 144A                     | CUSIP: 89109MAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    175738 | PA      | $184878.74    | 0.11%             | 2030-07-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                               | TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A       | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584050 | PA      | $536923.87    | 0.31%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                  | TOYOTA MOTOR CREDIT CORP SR UNSECURED 12/23 VAR        | CUSIP: 89236TKM6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300498.48    | 0.17%             | 2023-12-11      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| TTAN 2021-MHC                                                    | TTAN TTN 2021 MHC A 144A                               | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394732 | PA      | $382898.42    | 0.22%             | 2038-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG SR UNSECURED 144A 01/27 VAR               | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $350729.57    | 0.20%             | 2027-01-30      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG SR UNSECURED 144A 05/26 VAR               | CUSIP: 902613AN8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1008167.06   | 0.58%             | 2026-05-12      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 01/23 0.00000                            | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24500000 | PA      | $24439337.76  | 13.94%            | 2023-01-26      | 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        |   8200000 | PA      | $8123768.78   | 4.63%             | 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        |  10700000 | PA      | $10627012.73  | 6.06%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 03/23 0.00000                            | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16400000 | PA      | $16274500.64  | 9.28%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 03/23 0.00000                            | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6433492.59   | 3.67%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/31 0.125                            | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    343431 | PA      | $305229.42    | 0.17%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/44 1.375                            | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    127866 | PA      | $118868.91    | 0.07%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/45 0.75                             | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    126550 | PA      | $102461.17    | 0.06%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/48 1                                | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120846 | PA      | $101834.63    | 0.06%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXVI LLC 2017-26A                                     | APIDOS CLO APID 2017 26A A1AR 144A                     | CUSIP: 03766GAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $395289.12    | 0.23%             | 2029-07-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 04/24 2                                | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $96515.63     | 0.06%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 09/23 2.875                            | CUSIP: 9128285D8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5160000 | PA      | $5096086.80   | 2.91%             | 2023-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/23 2.875                            | CUSIP: 9128285P1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $472183.30    | 0.27%             | 2023-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/42 4                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $391750.00    | 0.22%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/52 4                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300515.63    | 0.17%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL1         | ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL1 A 144A   | CUSIP: 03881CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1160484.23   | 0.66%             | 2035-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2021-5                              | UPSTART SECURITIZATION TRUST UPST 2021 5 A 144A        | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364211 | PA      | $348747.66    | 0.20%             | 2031-11-20      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2022-1                              | UPSTART SECURITIZATION TRUST UPST 2022 1 A 144A        | CUSIP: 91679WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080705 | PA      | $1041766.33   | 0.59%             | 2032-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL2         | ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL2 A 144A   | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $96693.08     | 0.06%             | 2036-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UROPA SECURITIES PLC 2007-1                                      | UROPA SECURITIES PLC UROPA 2007 1 A3A REGS             | CUSIP: G92958AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    226548 | PA      | $261012.35    | 0.15%             | 2040-10-10      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                               | VENTURE CDO LTD VENTR 2019 36A A1AR 144A               | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243742.64    | 0.14%             | 2032-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| VENTURE XXI CLO LTD 2015-21A                                     | VENTURE XXI CLO VENTR 2015 21A AR 144A                 | CUSIP: 92330MAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     63531 | PA      | $63665.11     | 0.04%             | 2027-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVIII CLO LTD 2017-28A                                  | VENTURE CDO LTD VENTR 2017 28A A1R 144A                | CUSIP: 92331AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1178888.16   | 0.67%             | 2030-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| VEROS AUTOMOBILE RECEIVABLES TRUST 2021-1                        | VEROS AUTO RECEIVABLES TRUST VEROS 2021 1 A 144A       | CUSIP: 92512BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    662811 | PA      | $653110.37    | 0.37%             | 2026-10-15      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP SR UNSECURED 05/25 4.375            | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291788.39    | 0.17%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LTD 2015-1                                         | WELLFLEET CLO LTD WELF 2015 1A AR4 144A                | CUSIP: 949496BJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    873755 | PA      | $862460.03    | 0.49%             | 2029-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | FIXED INC CLEARING CORP.REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   6115000 | PA      | $6115000.00   | 3.49%             |  |  |  | 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      | $995.41       | 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      | $-39.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20230111                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-303541.07   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-3023.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-2346.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-0.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-557.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-3090.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-992.89      | -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      | $700.21       | 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      | $1104.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX EM34 ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-17481.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX EM36 ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-21362.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX EM38 ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-5807.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX HY39 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $17099.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX IG38 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $46791.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX IG39 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $96152.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20230110                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $417.05       | 0.00%             |  |  |  | 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      | $4000.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20230216                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-426.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20230216                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-780.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20230104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $32426.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20230104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $13106.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-11359.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-633.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT+T INC                                               | CUSIP: 0020A3N30<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699646.97    | 0.40%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | GENERAL MOTORS COMPANY SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $75950.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BUND FUTURE  MAR23 XEUR 20230308                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         1 | NC      | $-9185.48     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20230321                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $19621.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-11044.20    | -0.01%            |  |  |  | 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      | $-25503.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20230110                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $4422.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20230206                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-362242.93   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD HUF BOUGHT USD 20230103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-580.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST 2021-REV1                              | AVANT LOANS FUNDING TRUST AVNT 2021 REV1 A 144A        | CUSIP: 05353LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $667033.57    | 0.38%             | 2030-07-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20230110                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $1022.16      | 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      | $-3579.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI EAFE        MAR23 IFUS 20230317                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       923 | NC      | $-2241418.31  | -1.28%            |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2017-2A                 | AVIS BUDGET RENTAL CAR FUNDING AESOP 2017 2A A 144A    | CUSIP: 05377RCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498348.56    | 0.28%             | 2024-03-20      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20230315                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $28.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD MXN BOUGHT USD 20230420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-21335.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S+P500 EMINI FUT  MAR23 XCME 20230317                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       454 | NC      | $-3234387.60  | -1.85%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOUTHWEST AIRLINES CO SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $150.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20230110                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $8690.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | STELLANTIS NV SNR SE ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |         1 | NC      | $51029.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | STELLANTIS NV SNR SE ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |         1 | NC      | $27594.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Equity Series VIT

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer