# EDGAR Filing Document

**Accession Number:** 0001047304
**File Stem:** 0001047304-23-000151
**Filing Date:** 2023-3
**Character Count:** 79760
**Document Hash:** e4c29ee2f021cb69e360f44923338b6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001047304-23-000151.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001047304-23-000151

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08399
- **FILM NUMBER:** 23688685

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

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

## Series and Classes Contracts Data

### PIMCO Long-Term U.S. Government Portfolio (Series ID: S000009672)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026500 | Administrative | VPVLTDV         |
| C000026501 | Institutional  | VPVLTIV         |
| C000081129 | Advisor        | VPVLTAV         |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Variable Insurance Trust

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Long-Term U.S. Government Portfolio

- **b. EDGAR series identifier (if any):** S000009672

- **c. LEI of Series:** 1HF6TMDVSLQTVB8TF611

**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:** $1059190198.66

**Total Liabilities:** $617665435.27

**Net Assets:** $441524763.39

**Cash Not Reported:** $3744376.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7561.227000 | **1-Year:** 5961.778900 | **5-Year:** 28901.467000 | **10-Year:** -7648.932600 | **30-Year:** -7781.916600

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

- **3-Month:** 36.823000 | **1-Year:** 78.903400 | **5-Year:** 60.065300 | **10-Year:** 1.528100 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026500 | -5.62%               | 7.24%                | -2.34%               |
| Class ID C000026501 | -5.61%               | 7.25%                | -2.33%               |
| Class ID C000081129 | -5.63%               | 7.23%                | -2.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3628534.72             | $-20200721.39                              |
| Month 2  | $-327680.25              | $31371958.58                               |
| Month 3  | $-1851060.85             | $-12064212.07                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Long Treasury Total Return Unhedged Index

- **Index Identifier:** LUTLTRUU

### Schedule of Portfolio Investments

| Name                                                             | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY             | BANC OF AMERICA MERRILL LYNCH BAMLL 2018 DSNY A 144A   | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $294578.79    | 0.07%             | 2034-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U1QJA2 PIMCO SWAPTION 3.8 PUT USD 20230112          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -8800000 | NC      | $-29540.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U1QKA0 PIMCO SWAPTION 3.2 CALL USD 20230112         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -8800000 | NC      | $-1066.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ              | BANC OF AMERICA MERRILL LYNCH BAMLL 2019 RLJ A 144A    | CUSIP: 05492HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $977922.80    | 0.22%             | 2036-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U1SYA1 PIMCO SWAPTION 3.73 PUT USD 20230123         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1400000 | NC      | $-8311.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U1SZA0 PIMCO SWAPTION 3.23 CALL USD 2023012         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1400000 | NC      | $-694.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U633Z0 PIMCO SWAPTION 2.395 PUT USD 2023102         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | -29100000 | NC      | $-1845571.47  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U634Z9 PIMCO SWAPTION 2.33 PUT USD 20231023         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   6000000 | NC      | $1249669.80   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 0.75000 03/30/21-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5215853.76   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 0.75000 12/16/20-3Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-604482.20   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 1.25000 12/16/20-30Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-699310.93   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 1.44100 07/21/21-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $903565.38    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 1.45200 07/16/21-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $220370.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS USD 1.48700 06/23/21-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $584834.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS USD SOFR/1.60000 10/23/23-5Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2440143.20  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS USD SOFR/1.75000 10/23/23-30Y CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1480524.76   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.61000 12/12/22-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5793.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750KMK5 OPTION MAR23 ECAL FN 4.5 99 CALL             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1600000 | NC      | $-4049.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317536AI1 OTC ECAL FN 5.5 JAN23 101.890625 CALL        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3300000 | NC      | $-24.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317543GN0 OTC EPUT FN 5.0 MAR23 98.765625 PUT          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1300000 | NC      | $-17768.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3175544B6 OPTION MAR23 EPUT FN 4.5 PUT 97              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1600000 | NC      | $-24611.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317575BD9 OTC ECAL FN 5.0 MAR23 100.765625 CALL        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1300000 | NC      | $-4276.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)MAR23 XCBT 20230322                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       138 | NC      | $-105845.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR ULTRA FUT MAR23 XCBT 20230322                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -633 | NC      | $845676.41    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) MAR23 XCBT 20230331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       130 | NC      | $-11844.56    | -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        |      -547 | NC      | $48701.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK-2018-BN11                                                   | BANK BANK 2018 BN11 A3                                 | CUSIP: 06540TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $473325.95    | 0.11%             | 2061-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH            | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH A2 144A | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $465906.55    | 0.11%             | 2035-08-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 2A1        | CUSIP: 07384MTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1820 | PA      | $1754.31      | 0.00%             | 2033-04-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1        | CUSIP: 07384MTN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6414 | PA      | $6312.19      | 0.00%             | 2033-04-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1                | BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1         | CUSIP: 07384YGX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19722 | PA      | $19197.29     | 0.00%             | 2042-11-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                    | BSST MORTGAGE TRUST BSST 2021 1818 A 144A              | CUSIP: 07403PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94299.87     | 0.02%             | 2036-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST 2013-1515                          | BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A             | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $654455.90    | 0.15%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-SMRT                    | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A   | CUSIP: 29429MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1658315.32   | 0.38%             | 2036-01-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITYLINE COMMERCIAL MORTGAGE TRUST 2016-CLNE                     | CITYLINE COMMERCIAL MORTGAGE T CLMT 2016 CLNE A 144A   | CUSIP: 178772AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1541309.76   | 0.35%             | 2031-11-10      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST 2018-HOME                                    | COMM MORTGAGE TRUST COMM 2018 HOME B 144A              | CUSIP: 20048JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $424404.95    | 0.10%             | 2033-04-10      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M          | COMM MORTGAGE TRUST COMM 2016 667M A 144A              | CUSIP: 12636GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1486527.26   | 0.34%             | 2036-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-14                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1       | CUSIP: 12667GCB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20470 | PA      | $18333.87     | 0.00%             | 2035-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-2                                    | COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1                 | CUSIP: 12669GPN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29803 | PA      | $24025.83     | 0.01%             | 2035-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-AR18                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR18 2A3      | CUSIP: 22541QFC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2155 | PA      | $2048.22      | 0.00%             | 2033-07-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC. CORP 2002-AR28                         | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 1A2      | CUSIP: 22541NNN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1613 | PA      | $1522.48      | 0.00%             | 2032-11-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV TRUST                                              | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A      | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $814234.10    | 0.18%             | 2038-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DBGS MORTGAGE TRUST 2018-5BP                                     | DBGS MORTGAGE TRUST DBGS 2018 5BP A 144A               | CUSIP: 33830CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $191251.06    | 0.04%             | 2033-06-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST 2016-85T                                     | DBWF MORTGAGE TRUST DBWF 2016 85T A 144A               | CUSIP: 23307CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1895705.49   | 0.43%             | 2036-12-10      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DBWF-2018-GLKS                                                   | DBWF MORTGAGE TRUST DBWF 2018 GLKS A 144A              | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97169.25     | 0.02%             | 2030-12-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                            | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A      | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160555 | PA      | $152797.15    | 0.03%             | 2068-02-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                             | EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1269050 | PA      | $1234373.36   | 0.28%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-28                                               | FANNIE MAE FNR 2001 28 PZ                              | CUSIP: 313920DM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29769 | PA      | $30745.09     | 0.01%             | 2031-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-21                                               | FANNIE MAE FNR 2002 21 FD                              | CUSIP: 31392CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       707 | PA      | $709.29       | 0.00%             | 2032-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-18                                               | FANNIE MAE FNR 2003 18 TB                              | CUSIP: 31392JUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $19364.07     | 0.00%             | 2032-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-71                                               | FANNIE MAE FNR 2003 71 AC                              | CUSIP: 31393EJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5867 | PA      | $5770.24      | 0.00%             | 2033-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-76                                               | FANNIE MAE FNR 2003 76 EZ                              | CUSIP: 31393D6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134272 | PA      | $133468.37    | 0.03%             | 2033-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-110                                              | FANNIE MAE FNR 2005 110 GL                             | CUSIP: 31394US60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45871 | PA      | $46618.51     | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-39                                               | FANNIE MAE FNR 2007 39 ZB                              | CUSIP: 31396VST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97191 | PA      | $88172.27     | 0.02%             | 2037-05-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-73                                               | FANNIE MAE FNR 2007 73 A1                              | CUSIP: 31396V4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3426 | PA      | $3359.41      | 0.00%             | 2037-07-25      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-61                                        | FANNIE MAE FNR 2016 61 DL                              | CUSIP: 3136ATQP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2263718 | PA      | $1754096.45   | 0.40%             | 2046-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)             | FREDDIE MAC BONDS 07/32 0.00000                        | CUSIP: 3134A4KY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1600000 | PA      | $1064254.43   | 0.24%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)             | FREDDIE MAC NOTES 03/31 0.00000                        | CUSIP: 3134A4AB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1100000 | PA      | $777911.37    | 0.18%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)             | FREDDIE MAC NOTES 03/31 6.75                           | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $118085.83    | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)               | FANNIE MAE NOTES 05/30 0.00000                         | CUSIP: 31358DDR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $735105.08    | 0.17%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)               | FANNIE MAE NOTES 09/28 6.08                            | CUSIP: 31364F6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     64000 | PA      | $70397.28     | 0.02%             | 2028-09-01      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)               | FANNIE MAE NOTES 11/30 6.625                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    570000 | PA      | $668838.66    | 0.15%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)               | FANNIE MAE SR UNSECURED 11/30 0.00000                  | CUSIP: 31358DDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1078227.29   | 0.24%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL C61507 FG 12/31 FIXED 7              | CUSIP: 31287LU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3143 | PA      | $3225.04      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SECURITIES T-66                    | FHLMC STRUCTURED PASS THROUGH FSPC T 66 2A1            | CUSIP: 31396FQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156058 | PA      | $153881.02    | 0.03%             | 2036-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-62                              | FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1            | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    314749 | PA      | $313624.89    | 0.07%             | 2044-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-67                              | FHLMC STRUCTURED PASS THROUGH FSPC T 67 1A1C           | CUSIP: 31396HZN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162223 | PA      | $160286.96    | 0.04%             | 2036-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 677530 FN 01/33 FLOATING VAR                 | CUSIP: 31391UVX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2586 | PA      | $2530.16      | 0.00%             | 2033-01-01      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                      | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |   1291345 | PA      | $12378835.62  | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND               | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    772469 | PA      | $7505313.51   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL AM7912 FN 02/40 FIXED 3.6                    | CUSIP: 3138L8YJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1283316 | PA      | $1206711.14   | 0.27%             | 2040-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL AM9431 FN 08/30 FIXED 3.58                   | CUSIP: 3138LAPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1635085.09   | 0.37%             | 2030-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL AS8270 FN 11/46 FIXED 2.5                    | CUSIP: 3138WJFL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124361 | PA      | $107354.40    | 0.02%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL BK8819 FN 08/48 FIXED 4                      | CUSIP: 3140HNYR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6040 | PA      | $5764.48      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 1935                                                 | FREDDIE MAC FHR 1935 FJ                                | CUSIP: 3133T8Z67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       658 | PA      | $656.70       | 0.00%             | 2027-02-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2551                                                 | FREDDIE MAC FHR 2551 FD                                | CUSIP: 31393JAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2343 | PA      | $2315.95      | 0.00%             | 2033-01-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2752                                                 | FREDDIE MAC FHR 2752 EZ                                | CUSIP: 31394RLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113306 | PA      | $113930.96    | 0.03%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2797                                                 | FREDDIE MAC FHR 2797 ZA                                | CUSIP: 31394XVC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259366 | PA      | $252620.68    | 0.06%             | 2032-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4677                                                 | FREDDIE MAC FHR 4677 KT                                | CUSIP: 3137BXHP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    247946 | PA      | $184834.34    | 0.04%             | 2042-12-15      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4790                                                 | FREDDIE MAC FHR 4790 F                                 | CUSIP: 3137F5BX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    963901 | PA      | $931276.77    | 0.21%             | 2043-10-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4380                                          | FREDDIE MAC FHR 4380 ZG                                | CUSIP: 3137BD4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1243549 | PA      | $1002043.83   | 0.23%             | 2053-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4387                                          | FREDDIE MAC FHR 4387 AZ                                | CUSIP: 3137BDY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5101800 | PA      | $4841038.28   | 1.10%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4745                                          | FREDDIE MAC FHR 4745 CZ                                | CUSIP: 3137FDBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    595471 | PA      | $522721.65    | 0.12%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-1562                                                 | FREDDIE MAC FHR 1562 Z                                 | CUSIP: 312916ZY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        53 | PA      | $53.15        | 0.00%             | 2023-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080444 G2 08/30 FLOATING VAR              | CUSIP: 36225CP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1028 | PA      | $1020.72      | 0.00%             | 2030-08-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 4 JUMBOS                             | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7300000 | PA      | $6908792.56   | 1.56%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 4.5 JUMBOS                           | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1649382.57   | 0.37%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-2                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 NG           | CUSIP: 38378YS26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    643000 | PA      | $594156.43    | 0.13%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2003-65                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA          | CUSIP: 38374BRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    351257 | PA      | $356344.25    | 0.08%             | 2033-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-590M                           | GS MORTGAGE SECURITIES TRUST 10/35 1                   | CUSIP: 36250WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $445420.25    | 0.10%             | 2035-10-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-2                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A       | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13345 | PA      | $11883.88     | 0.00%             | 2035-05-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-4                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A         | CUSIP: 41161PMZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       281 | PA      | $275.10       | 0.00%             | 2035-07-19      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC 2022-1A                              | HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A       | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $551426.34    | 0.12%             | 2026-06-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC 2022-2A                              | HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A       | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $614964.84    | 0.14%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-HHV                                        | HILTON USA TRUST HILT 2016 HHV A 144A                  | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1904990.64   | 0.43%             | 2038-11-05      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-4                                              | IMPAC CMB TRUST IMM 2004 4 2A2                         | CUSIP: 45254NJF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80944 | PA      | $81670.31     | 0.02%             | 2034-09-25      | Variable      | 5.75%                 | 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        |    424182 | PA      | $404058.57    | 0.09%             | 2031-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5             | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21519 | PA      | $20854.06     | 0.00%             | 2035-07-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-6                                  | JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A         | CUSIP: 46651BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24419 | PA      | $22646.95     | 0.01%             | 2049-12-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGGE ACQUIS CORP 2005-OPT2                            | JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT2 M3      | CUSIP: 46626LEN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309297 | PA      | $306585.41    | 0.07%             | 2035-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| LUXE TRUST 2021-TRIP                                             | LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP A 144A   | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34610 | PA      | $33155.76     | 0.01%             | 2038-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-WMC3                              | MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1        | CUSIP: 57643LFN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426123 | PA      | $402488.77    | 0.09%             | 2034-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV INC 2004-WMC5                         | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1       | CUSIP: 59020UMF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410299 | PA      | $396929.06    | 0.09%             | 2035-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I INC 2021-230P                           | MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A    | CUSIP: 61772WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1054914.52   | 0.24%             | 2023-12-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-SUN                          | MORGAN STANLEY CAPITAL I TRUST MSC 2018 SUN A 144A     | CUSIP: 61691MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196196.66    | 0.04%             | 2035-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-LVL            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 LVL A 144A    | CUSIP: 63874TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $437467.00    | 0.10%             | 2038-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-2                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M3         | CUSIP: 64352VKV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33154 | PA      | $33146.62     | 0.01%             | 2035-06-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A   | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101434 | PA      | $94720.88     | 0.02%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A   | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415105 | PA      | $380296.35    | 0.09%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2006-SP4                                             | RAAC SERIES RAAC 2006 SP4 M2                           | CUSIP: 74919VAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141033 | PA      | $139991.51    | 0.03%             | 2036-11-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC                    | READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A    | CUSIP: 75574PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $585718.14    | 0.13%             | 2037-01-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2003-2                             | RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A           | CUSIP: 759950AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2182 | PA      | $2016.69      | 0.00%             | 2033-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS7                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1        | CUSIP: 748940AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20497 | PA      | $16265.08     | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RESOLUTION FUNDING STRIP BONDS 10/28 0.00000           | CUSIP: 76116EHL7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    600000 | PA      | $470115.57    | 0.11%             | 2028-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RFC PRINCIPAL  STRIP BONDS 01/30 0.00000               | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $1826907.83   | 0.41%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2003-4                                    | SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1                 | CUSIP: 81743PBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19136 | PA      | $17435.33     | 0.00%             | 2033-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                           | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A      | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $919246.90    | 0.21%             | 2038-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SLM CONSOLIDATION STUD LN TRUST 2004-10                          | SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A           | CUSIP: 78442GNK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137897 | PA      | $136880.46    | 0.03%             | 2029-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-9                                    | SLM STUDENT LOAN TRUST SLMA 2008 9 A                   | CUSIP: 78445JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112444 | PA      | $111433.70    | 0.03%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2003-20H                         | SMALL BUSINESS ADMINISTRATION SBAP 2003 20H 1          | CUSIP: 83162CND1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5510 | PA      | $5496.85      | 0.00%             | 2023-08-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20L                         | SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1          | CUSIP: 83162CRL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25822 | PA      | $25668.64     | 0.01%             | 2027-12-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-4                          | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2         | CUSIP: 86363LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36097 | PA      | $31436.74     | 0.01%             | 2037-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSEET MTGE INV INC 2002-AR3                          | STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1        | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11862 | PA      | $11292.90     | 0.00%             | 2032-09-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2003-AR1                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3        | CUSIP: 86358HRX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9534 | PA      | $8771.12      | 0.00%             | 2033-10-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TVA)                                 | TENN VALLEY AUTH BONDS 05/30 0.00000                   | CUSIP: 88059FBG5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    800000 | PA      | $581698.65    | 0.13%             | 2030-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THARALDSON HOTEL PORTFOLIO TRUST 2018                            | THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A    | CUSIP: 88327HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162016 | PA      | $157648.99    | 0.04%             | 2034-11-11      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-1                                 | TOWD POINT MORTGAGE TRUST TPMT 2020 1 A2A 144A         | CUSIP: 89178WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $505477.02    | 0.11%             | 2060-01-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $545520.70    | 0.12%             | 2053-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13100000 | PA      | $12287438.96  | 2.78%             | 2053-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -100000 | PA      | $-96256.88    | -0.02%            | 2053-01-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -6400000 | PA      | $-6161190.27  | -1.40%            | 2053-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5071045.90   | 1.15%             | 2053-02-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | STRIPS 02/33 0.00000                                   | CUSIP: 9128334V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1124967.01   | 0.25%             | 2033-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | STRIPS 05/34 0.00000                                   | CUSIP: 9128337V6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $313502.99    | 0.07%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | STRIPS 08/34 0.00000                                   | CUSIP: 9128334Y3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1270000 | PA      | $787233.93    | 0.18%             | 2034-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | STRIPS 08/35 0.00000                                   | CUSIP: 9128335A4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25270000 | PA      | $14996373.60  | 3.40%             | 2035-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | STRIPS 08/36 0.00000                                   | CUSIP: 9128337E4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $10233764.64  | 2.32%             | 2036-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | STRIPS 11/36 0.00000                                   | CUSIP: 912833Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $1518528.28   | 0.34%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/32 0.625                            | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5333380 | PA      | $4889421.18   | 1.11%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/41 1.875                            | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22200000 | PA      | $15703031.25  | 3.56%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/41 4.75                             | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $859618.75    | 0.19%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/42 2.375                            | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $4966025.42   | 1.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/45 2.5                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $346751.95    | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/46 2.5                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4070000 | PA      | $3049002.32   | 0.69%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/50 2                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36908200 | PA      | $24399059.53  | 5.53%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/51 1.875                            | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $5087343.76   | 1.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/52 2.25                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $278312.50    | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 03/23 0.125                            | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1712000 | PA      | $1694487.04   | 0.38%             | 2023-03-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/40 1.125                            | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52630000 | PA      | $32967760.94  | 7.47%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/41 2.25                             | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14200000 | PA      | $10682726.60  | 2.42%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/42 3.25                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $877187.50    | 0.20%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/45 3                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $445394.53    | 0.10%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/48 3.125                            | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3730000 | PA      | $3136696.88   | 0.71%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/49 2.875                            | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1248052.73   | 0.28%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/52 2.875                            | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $320625.00    | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/40 1.125                            | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 116540000 | PA      | $72436893.75  | 16.41%            | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/41 1.75                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $2259919.93   | 0.51%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/42 3.375                            | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39800000 | PA      | $35583687.50  | 8.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/44 3.125                            | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $372212.50    | 0.08%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/48 3                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10980000 | PA      | $9022471.88   | 2.04%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/51 2                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $3341097.67   | 0.76%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/52 3                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13900000 | PA      | $11456640.63  | 2.59%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/40 1.375                            | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21220000 | PA      | $13807091.35  | 3.13%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/41 2                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $9431554.70   | 2.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/41 3.125                            | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25610000 | PA      | $22147648.11  | 5.02%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/42 2.75                             | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $4494000.00   | 1.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/42 4                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17400000 | PA      | $17041125.00  | 3.86%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/44 3                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $446175.00    | 0.10%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/45 3                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $8317902.37   | 1.88%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/51 1.875                            | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 151580000 | PA      | $96057904.29  | 21.76%            | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/52 4                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18200000 | PA      | $18231281.25  | 4.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VESSEL MANAGEMENT SERVICES INC                                   | VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432      | CUSIP: 228027AA6<br>LEI: 549300FGG4OD84UNFA43 | Long             | DBT              | CORP              | US        |    444000 | PA      | $400022.65    | 0.09%             | 2036-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| VNDO TRUST 2016-350P                                             | VNO MORTGAGE TRUST VNDO 2016 350P A 144A               | CUSIP: 91831UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1725421.16   | 0.39%             | 2035-01-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR13                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A       | CUSIP: 93363RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21411 | PA      | $18997.89     | 0.00%             | 2046-10-25      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A        | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61258 | PA      | $56117.13     | 0.01%             | 2046-08-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1                          | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A       | CUSIP: 939336PL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        59 | PA      | $55.18        | 0.00%             | 2033-02-25      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2                          | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2      | CUSIP: 939336D59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4150 | PA      | $3839.72      | 0.00%             | 2033-05-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1                          | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2      | CUSIP: 939335N84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       137 | PA      | $131.90       | 0.00%             | 2031-02-25      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TRUST 2017-WWP                                   | WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A              | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $258090.42    | 0.06%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | FIXED INC CLEARING CORP.REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    471000 | PA      | $471000.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  14800000 | PA      | $14800000.00  | 3.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                              | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A        | CUSIP: 04410RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227366 | PA      | $219932.24    | 0.05%             | 2035-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-KEYS                              | ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A        | CUSIP: 04410CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $289245.96    | 0.07%             | 2035-06-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                           | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A     | CUSIP: 04965JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $389639.24    | 0.09%             | 2036-12-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM                           | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A     | CUSIP: 04965KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $193246.20    | 0.04%             | 2035-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer