# EDGAR Filing Document

**Accession Number:** 0001047304
**File Stem:** 0001047304-23-000161
**Filing Date:** 2023-3
**Character Count:** 55715
**Document Hash:** e02ab5bb08ab1e82659af4db476dd45a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001047304-23-000161.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001047304-23-000161

**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:** 23688706

**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 Balanced Allocation Portfolio (Series ID: S000036160)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000110708 | Administrative | PIMGMVA         |

## 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 Balanced Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000036160

- **c. LEI of Series:** HORMD52IZ5249V1T5X73

**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:** $270485189.62

**Total Liabilities:** $102772681.35

**Net Assets:** $167712508.27

**Cash Not Reported:** $5996638.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5380.982900 | **1-Year:** 2923.012800 | **5-Year:** 13940.052900 | **10-Year:** 4563.840600 | **30-Year:** 27.810200

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

- **3-Month:** 299.659500 | **1-Year:** 146.256700 | **5-Year:** 567.174800 | **10-Year:** 67.109200 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000110708 | 3.83%                | 6.46%                | -2.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-953365.69              | $-110767.47                                |
| Month 2  | $-146005.95              | $2267438.25                                |
| Month 3  | $-140051.40              | $-407794.17                                |

**Designated Index Information**

- **Index Name:** 40% Bloomberg US Aggregate Index, 35% S&P 500 Index, 25% MSCI EAFE Net Total Return Index

- **Index Identifier:** LBUSTRUU, SPX, NDDUEAFE

### Schedule of Portfolio Investments

| Name                                                               | Title                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                | IRS CAD 0.88000 03/03/21-3Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-49435.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS CAD 0.98000 02/26/21-3Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-95919.94    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS CAD 1.23500 03/04/20-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-16817.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING TRUST 2015-R2                              | BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A     | CUSIP: 05990TAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108399 | PA      | $101862.25    | 0.06%             | 2036-08-27      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN12                                                     | BANK BANK 2018 BN12 ASB                                  | CUSIP: 06541KAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96238.43     | 0.06%             | 2061-05-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP SR UNSECURED 03/27 VAR              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177164.62    | 0.11%             | 2027-03-11      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US 5YR NOTE (CBT) MAR23 XCBT 20230331                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        32 | NC      | $-25381.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP SR UNSECURED 07/24 VAR              | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198232.73    | 0.12%             | 2024-07-23      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP SUBORDINATED 04/25 3.95             | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194817.43    | 0.12%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC SR UNSECURED 05/29 VAR                      | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188187.81    | 0.11%             | 2029-05-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                                                   | BGC PARTNERS INC SR UNSECURED 07/23 5.375                | CUSIP: 05541TAK7<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99547.70     | 0.06%             | 2023-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                 | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 11/27 5.9     | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201842.37    | 0.12%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA SUBORDINATED 144A 07/24 4.625                    | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $97379.44     | 0.06%             | 2024-07-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                 | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3      | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267173 | PA      | $227385.83    | 0.14%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                       | BROADCOM INC SR UNSECURED 144A 11/36 3.187               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72142.15     | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                           | BROADSTONE NET LEASE LLC COMPANY GUAR 09/31 2.6          | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75186.86     | 0.04%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                             | BROOKFIELD FINANCE INC COMPANY GUAR 03/29 4.85           | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95589.02     | 0.06%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                              | CAMPBELL SOUP CO SR UNSECURED 03/23 3.65                 | CUSIP: 134429BE8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57846.22     | 0.03%             | 2023-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE SUBSIDIARY LLC                                     | CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5      | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84789.12     | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC                                    | CHOICE HOTELS INTL INC SR UNSECURED 12/29 3.7            | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87306.58     | 0.05%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                         | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A             | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95225.01     | 0.06%             | 2037-10-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-NC1                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC1 A1 144A     | CUSIP: 172983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49626 | PA      | $49241.62     | 0.03%             | 2036-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR8                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR8 2A1A        | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38940 | PA      | $33641.70     | 0.02%             | 2037-07-25      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                           | COREBRIDGE FINANCIAL INC SR UNSECURED 144A 04/29 3.85    | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182575.02    | 0.11%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4           | CUSIP: 12667LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561233 | PA      | $528335.36    | 0.32%             | 2037-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-24                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 2A3           | CUSIP: 23243HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1209 | PA      | $1207.19      | 0.00%             | 2047-06-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-9                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A             | CUSIP: 12670FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107038 | PA      | $91612.45     | 0.05%             | 2047-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                              | CPI PROPERTY GROUP SA SR UNSECURED REGS 04/27 1.625      | CUSIP: ACI1G7W13<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $76472.91     | 0.05%             | 2027-04-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR       | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $350400.00    | 0.21%             | 2023-12-11      | Floating      | 7.50%                 | 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        |    300000 | PA      | $294394.25    | 0.18%             | 2031-10-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4                           | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A4B         | CUSIP: 251513AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31412 | PA      | $27465.77     | 0.02%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                   | DEUTSCHE BANK NY SR UNSECURED 05/32 VAR                  | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $152034.42    | 0.09%             | 2032-05-28      | Floating      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                        | DISCOVER FINANCIAL SVS SR UNSECURED 01/26 4.5            | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96774.60     | 0.06%             | 2026-01-30      | Fixed         | 4.50%                 | 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        |     53518 | PA      | $50932.41     | 0.03%             | 2068-02-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER LP SR UNSECURED 07/26 3.9                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94609.13     | 0.06%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                 | EXELON CORP SR UNSECURED 06/25 3.95                      | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97752.92     | 0.06%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                          | FANNIE MAE FNR 2016 40 AF                                | CUSIP: 3136ASK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48319 | PA      | $47050.71     | 0.03%             | 2046-07-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-64                                          | FANNIE MAE FNR 2016 64 KF                                | CUSIP: 3136ATUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50953 | PA      | $49760.39     | 0.03%             | 2046-09-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-82                                          | FANNIE MAE FNR 2016 82 FM                                | CUSIP: 3136AUAW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66006 | PA      | $64190.41     | 0.04%             | 2046-11-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-87                                          | FANNIE MAE FNR 2016 87 AF                                | CUSIP: 3136AT6Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73164 | PA      | $71011.35     | 0.04%             | 2046-11-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL Q50032 FG 08/47 FIXED 4                | CUSIP: 3132XSBA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154984 | PA      | $148232.83    | 0.09%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL Q50962 FG 09/47 FIXED 3.5              | CUSIP: 3132XTB80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56560 | PA      | $52528.11     | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 890765 FN 09/46 FIXED VAR                      | CUSIP: 31410LTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39697 | PA      | $36942.46     | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL AL5548 FN 05/38 FLOATING VAR                   | CUSIP: 3138ENEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81792 | PA      | $83081.39     | 0.05%             | 2038-05-01      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                        | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                 | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   3459268 | PA      | $33610248.30  | 20.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL AZ7353 FN 11/45 FIXED 3.5                      | CUSIP: 3140E0E35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120655 | PA      | $112281.51    | 0.07%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                        | PIMCO INCOME FUND PIMCO INCOME FUND INS                  | CUSIP: 72201F490<br>LEI: XSQUIHC65X62JACTUZ45 | Long             | EC               | RF                | US        |   1190980 | NS      | $12326639.29  | 7.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                     | FREMONT HOME LOAN TRUST FHLT 2006 C 2A2                  | CUSIP: 35729TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368229 | PA      | $155733.97    | 0.09%             | 2036-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                              | GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25          | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147696.68    | 0.09%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR           | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372272.85    | 0.22%             | 2028-06-05      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| GRIFONAS FINANCE NO.1 PLC GRIF-1                                   | GRIFONAS FINANCE PLC GRIF 1 A REGS                       | CUSIP: B1DFQWII3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     21676 | PA      | $21090.58     | 0.01%             | 2039-08-28      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE4                                               | GSAMP TRUST GSAMP 2005 HE4 M3                            | CUSIP: 362341KE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165421 | PA      | $161283.80    | 0.10%             | 2045-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XIV DAC 14A                                            | HARVEST CLO HARVT 14A A1AR 144A                          | CUSIP: ACI0Y8QZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     35128 | PA      | $37095.29     | 0.02%             | 2029-11-18      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC SR UNSECURED 03/26 4.3                 | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193684.55    | 0.12%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR                 | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184488.01    | 0.11%             | 2029-06-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV SR UNSECURED 10/23 4.1                      | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198438.58    | 0.12%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                             | IPALCO ENTERPRISES INC SR SECURED 09/24 3.7              | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96965.77     | 0.06%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                               | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR               | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280722.00    | 0.17%             | 2028-02-01      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-FRE1                               | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M1        | CUSIP: 46626LFN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273556 | PA      | $266627.34    | 0.16%             | 2035-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JUBILEE CLO 2015-XVI BV 15-16A                                     | JUBILEE CDO BV JUBIL 2015 16A A1R 144A                   | CUSIP: ACI0YWRZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    155712 | PA      | $163556.58    | 0.10%             | 2029-12-15      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                               | LAS VEGAS SANDS CORP SR UNSECURED 08/24 3.2              | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94578.90     | 0.06%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-12N                                           | LEHMAN XS TRUST LXS 2007 12N 1A3A                        | CUSIP: 52524YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215655 | PA      | $202698.02    | 0.12%             | 2047-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45         | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $294526.91    | 0.18%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAD TR 2005-WL1                               | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4         | CUSIP: 542514LL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219699 | PA      | $212772.38    | 0.13%             | 2035-06-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                               | LXP INDUSTRIAL TRUST COMPANY GUAR 10/31 2.375            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228208.75    | 0.14%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                          | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/26 2.757          | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $183030.84    | 0.11%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                              | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1              | CUSIP: 61750SAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134350 | PA      | $118335.22    | 0.07%             | 2036-10-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NATWEST GROUP PLC SR UNSECURED 06/27 VAR                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173327.88    | 0.10%             | 2027-06-14      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2017-2                                  | NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A          | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102934 | PA      | $101253.07    | 0.06%             | 2066-12-27      | Floating      | 5.44%                 | 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        |    300000 | PA      | $272495.00    | 0.16%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST                      | AIR CANADA 2015 2AA PTT PASS THRU CE 144A 06/29 3.75     | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     68656 | PA      | $59949.67     | 0.04%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                          | ONEOK INC COMPANY GUAR 07/28 4.55                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94580.67     | 0.06%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2005-3                              | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 3 M3           | CUSIP: 68389FHU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $114591.53    | 0.07%             | 2035-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2021-4                                  | PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A     | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    252939 | PA      | $249262.09    | 0.15%             | 2029-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HIGHER EDUCATION-2006-2                               | PENNSYLVANIA ST HGR EDU ASSIST PASSTD 10/36 FLOATING VAR | CUSIP: 709163GH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72715 | PA      | $71647.38     | 0.04%             | 2036-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                      | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/26 4.45    | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96364.51     | 0.06%             | 2026-01-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                          | REALTY INCOME CORP SR UNSECURED 12/29 3.1                | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87287.93     | 0.05%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                              | REYNOLDS AMERICAN INC COMPANY GUAR 06/25 4.45            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97918.73     | 0.06%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST                | AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5            | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172886 | PA      | $131493.78    | 0.08%             | 2033-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                               | SABRA HEALTH CARE LP COMPANY GUAR 10/29 3.9              | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83861.57     | 0.05%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                           | AMERICAN EXPRESS CO SR UNSECURED 11/27 5.85              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312848.55    | 0.19%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY | SHIRE ACQ INV IRELAND DA COMPANY GUAR 09/23 2.875        | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     80000 | PA      | $78642.02     | 0.05%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SKY LEASE AVIATION 2017-1                                          | S JETS LIMITED SJETS 2017 1 A 144A                       | CUSIP: 784309AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    150466 | PA      | $116965.71    | 0.07%             | 2042-08-15      | Fixed         | 3.97%                 | 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        |    200000 | PA      | $198463.72    | 0.12%             | 2023-12-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO IX LTD 2015-2A                                     | SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A              | CUSIP: 83609GBN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $289865.68    | 0.17%             | 2032-07-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                   | SPIRIT REALTY LP COMPANY GUAR 07/29 4                    | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87014.76     | 0.05%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2006-4                                | STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1            | CUSIP: 86360WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570262 | PA      | $338283.89    | 0.20%             | 2036-07-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                | SUMITOMO MITSUI FINL GRP SR UNSECURED 09/24 2.448        | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190241.95    | 0.11%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYNGENTA FINANCE NV                                                | SYNGENTA FINANCE NV COMPANY GUAR 144A 04/23 4.441        | CUSIP: 87164KAH7<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199129.24    | 0.12%             | 2023-04-24      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| TICP CLO III-2 LTD 2018-3R                                         | TICP CLO LTD TICP 2018 3R A 144A                         | CUSIP: 87249FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     77418 | PA      | $77185.61     | 0.05%             | 2028-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6500000 | PA      | $5505389.89   | 3.28%             | 2053-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2460133.93   | 1.47%             | 2052-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6700000 | PA      | $6091647.77   | 3.63%             | 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        |   1500000 | PA      | $1406958.66   | 0.84%             | 2053-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2759494.95   | 1.65%             | 2053-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 01/28 0.75                               | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1020656.26   | 0.61%             | 2028-01-31      | Fixed         | 0.75%                 | 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        |    600000 | PA      | $424406.25    | 0.25%             | 2041-02-15      | Fixed         | 1.88%                 | 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        |    200000 | PA      | $152800.78    | 0.09%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 04/25 0.375                              | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1460500.00   | 0.87%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 05/23 0.125                              | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9800000 | PA      | $9625246.79   | 5.74%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 05/26 0.75                               | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14600000 | PA      | $13023656.25  | 7.77%             | 2026-05-31      | Fixed         | 0.75%                 | 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        |   3400000 | PA      | $2557835.95   | 1.53%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 05/51 2.375                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1794482.43   | 1.07%             | 2051-05-15      | Fixed         | 2.38%                 | 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        |   1100000 | PA      | $753306.64    | 0.45%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 10/27 4.125                              | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $903375.00    | 0.54%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 11/41 2                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1429023.44   | 0.85%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 11/52 4                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $901546.88    | 0.54%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRGINIA                                             | UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 12/99 FIXED 3.227  | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $58679.08     | 0.03%             | 2099-12-31      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XI LTD 2019-11A                                        | VIBRANT CLO LTD VIBR 2019 11A A1R1 144A                  | CUSIP: 92558NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $292089.02    | 0.17%             | 2032-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO + COMPANY SR UNSECURED 01/29 4.15            | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188398.25    | 0.11%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR             | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92881.34     | 0.06%             | 2027-06-17      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | FIXED INC CLEARING CORP.REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   5433000 | PA      | $5433000.00   | 3.24%             |  |  |  | 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      | $766.08       | 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      | $179.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                              | ARROW ELECTRONICS INC SR UNSECURED 03/23 4.5             | CUSIP: 042735BC3<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99795.67     | 0.06%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDX EM36 ICE                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-21362.75    | -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 IG38 5Y ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $56585.34     | 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      | $36788.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | GENERAL ELECTRIC COMPANY SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1724.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20230216                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $569.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM XII 12A                                                     | ATRIUM CDO CORP ATRM 12A AR 144A                         | CUSIP: 04965CAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    209122 | PA      | $207010.17    | 0.12%             | 2027-04-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20230110                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-7739.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | MSCI EAFE        MAR23 IFUS 20230317                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       438 | NC      | $-1062982.86  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | S+P500 EMINI FUT  MAR23 XCME 20230317                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       301 | NC      | $-2155274.05  | -1.29%            |  |  |  | No            |                  1 | 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