U.S. Treasury Notes

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Floating 0.57600000 N N N N N N CIM Retail Portfolio Trust N/A CIM Retail Portfolio Trust, Series 2021-RETL, Class A 12566BAA4 200000.00000000 PA USD 200204.28000000 0.258062087631 Long ABS-MBS CORP US N 2 2036-08-15 Floating 1.48375080 N N N N N N Pikes Peak CLO 2 2549000551VJRWC86112 Pikes Peak CLO 2, Series 2018-2A, Class A 72133JAA5 800000.00000000 PA USD 800278.40000000 1.031553943753 Long ABS-CBDO CORP KY N 2 2032-01-18 Floating 1.42387920 N N N N N N 2021-11-01 Goldman Sachs Variable Insurance Trust Peter Fortner Peter Fortner Assistant Treasurer XXXX