# EDGAR Filing Document

**Accession Number:** 0001450011
**File Stem:** 0001450011-25-000511
**Filing Date:** 2025-8
**Character Count:** 84397
**Document Hash:** 39c65fa79e986f7df4b2ee713ba741a9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001450011-25-000511.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001450011-25-000511

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO ETF Trust
- **CENTRAL INDEX KEY:** 0001450011

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22250
- **FILM NUMBER:** 251277494

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949.720.6000

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

## Series and Classes Contracts Data

### PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (Series ID: S000066983)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000215593 | PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | EMNT            |

## 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 ETF Trust

- **b. Investment Company Act file number:** 811-22250

- **c. CIK number of Registrant:** 0001450011

- **d. LEI of Registrant:** 5493004M9TBGFQUJ6D27

- **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) 400-4383

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

- **a. Name of Series:** PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund

- **b. EDGAR series identifier (if any):** S000066983

- **c. LEI of Series:** 549300JGT4E7RMYY6Q26

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $191836101.93

**Total Liabilities:** $248445.88

**Net Assets:** $191587656.05

**Cash Not Reported:** $317800.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4674.478200 | **1-Year:** 8510.096100 | **5-Year:** 1437.347600 | **10-Year:** 46.131000 | **30-Year:** 0.000000

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

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215593 | 0.34%                | 0.40%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1053.19                | $236996.36                                 |
| Month 2  | $4966.61                 | $18992.20                                  |
| Month 3  | $40618.90                | $236798.68                                 |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DOMINION ENERGY INC                                                 | DOMINION RESOURCES                                     | CUSIP: 2574P0UJ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399081.36    | 0.21%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-A                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A     | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514520 | PA      | $522426.50    | 0.27%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2A 144A   | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449457 | PA      | $423408.37    | 0.22%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST 2023-1A                                  | ENT AUTO RECEIVABLES TRUST ENT 2023 1A A2 144A         | CUSIP: 293601AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21751 | PA      | $21766.22     | 0.01%             | 2027-08-16      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                        | ILLUMINA INC ILLUMINA INC                              | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001451.18   | 0.52%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H03                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H03 FS         | CUSIP: 38375UEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    780042 | PA      | $784306.85    | 0.41%             | 2064-02-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2A                                   | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A2 144A         | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473105 | PA      | $475361.76    | 0.25%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                            | FANNIE MAE FNR 2025 4 FB                               | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176771 | PA      | $177224.31    | 0.09%             | 2053-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-6                                            | FANNIE MAE FNR 2025 6 FA                               | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180408 | PA      | $181192.99    | 0.09%             | 2055-02-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC 2025-1A                                                   | DLLAA LLC DLLAA 2025 1A A2 144A                        | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $801846.24    | 0.42%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                               | CITIGROUP GLOBAL MARKETS COMPANY GUAR 01/26 VAR        | CUSIP: 17291LZM0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799298.12    | 0.42%             | 2026-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA 144A 10/26 VAR                                 | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1388692.75   | 0.72%             | 2026-10-06      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-CA                   | NAVIENT STUDENT LOAN TRUST NAVSL 2021 CA A 144A        | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    712689 | PA      | $641915.91    | 0.34%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD GBP BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-67622.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2051672.43   | 1.07%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                                 | SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A          | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357203 | PA      | $358048.91    | 0.19%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A      | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565412 | PA      | $559753.74    | 0.29%             | 2053-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                 | GLOBAL PMTS INC 07/25 ZCP                              | CUSIP: 37961CU18<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299959.20    | 0.16%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | BARCLAYS PLC SR UNSECURED 01/26 4.375                  | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199873.94    | 0.10%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON/THE                                         | BANK OF NEW YORK MELLON SR UNSECURED 04/27 VAR         | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501229.53    | 0.26%             | 2027-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                     | TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A          | CUSIP: 891943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545646 | PA      | $545567.54    | 0.28%             | 2027-02-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5                              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A2 144A   | CUSIP: 14687RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38347 | PA      | $38360.11     | 0.02%             | 2027-04-12      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                 | NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR        | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $502314.79    | 0.26%             | 2027-05-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)              | CBRE SVCS INC                                          | CUSIP: 12610BUA8<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1597891.04   | 0.83%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 2YR NOTE (CBT) SEP25 XCBT 20250930                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -11 | NC      | $-10369.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                               | AIR LEASE CORP DISC COML PAPER 07/25 ZCP               | CUSIP: 00913WUF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898215.12    | 0.47%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                  | CREDIT AGRICOLE SA SR UNSECURED 144A 01/27 VAR         | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $981045.54    | 0.51%             | 2027-01-26      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-1                                            | FANNIE MAE FNR 2025 1 FD                               | CUSIP: 3136BUZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179880 | PA      | $180340.92    | 0.09%             | 2055-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                             | FREDDIE MAC FHR 5495 AF                                | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    563438 | PA      | $563555.12    | 0.29%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                           | JABIL INC                                              | CUSIP: 46652LUE5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399209.92    | 0.21%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | US TREASURY N/B 05/27 3.875                            | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4911867.21   | 2.56%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                 | DOMINION RESOURCES 08/25 ZCP                           | CUSIP: 2574P0V19<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493874.30   | 0.78%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD 2017-27A                                      | VENTURE CDO LTD VENTR 2017 27A AR 144A                 | CUSIP: 92331LBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     95288 | PA      | $95119.71     | 0.05%             | 2030-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                                  | BURBERRY GROUP PLC COMPANY GUAR REGS 09/25 1.125       | CUSIP: ACI1RH6S9<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $2177955.80   | 1.14%             | 2025-09-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | TSY INFL IX N/B 10/25 0.125                            | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    618110 | PA      | $615979.57    | 0.32%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                        | ARI FLEET LEASE TRUST ARIFL 2024 B A2 144A             | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760101 | PA      | $764997.09    | 0.40%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                 | NEXTERA ENERGY CAP HLDGS INC                           | CUSIP: 65339MUU8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494631.65   | 0.78%             | 2025-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4291                                             | FREDDIE MAC FHR 4291 MF                                | CUSIP: 3137B7A66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    403565 | PA      | $400586.65    | 0.21%             | 2054-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2024-1A                                  | BOFA AUTO TRUST BAAT 2024 1A A2 144A                   | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116415 | PA      | $116601.40    | 0.06%             | 2026-12-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                          | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625     | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $198481.22    | 0.10%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                        | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 06/27 VAR     | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1202857.13   | 0.63%             | 2027-06-11      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2023-3A                               | TRILLIUM CREDIT CARD TRUST II TCCT 2023 3A A 144A      | CUSIP: 89621ABT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1500000 | PA      | $1501125.90   | 0.78%             | 2028-08-26      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                             | FREDDIE MAC FHR 5513 MF                                | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2925738 | PA      | $2919763.44   | 1.52%             | 2054-11-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                        | SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A             | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114297 | PA      | $114441.75    | 0.06%             | 2026-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                             | BANK OF NOVA SCOTIA COVERED 144A 03/28 4.299           | CUSIP: 06418BAK4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1009110.35   | 0.53%             | 2028-03-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A                   | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A   | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146946 | PA      | $147300.63    | 0.08%             | 2027-10-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2024-2          | GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A     | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719837 | PA      | $722941.67    | 0.38%             | 2027-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2024-1A                               | TRILLIUM CREDIT CARD TRUST II TCCT 2024 1A A 144A      | CUSIP: 89621ABZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1000000 | PA      | $1001870.90   | 0.52%             | 2028-12-26      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA                   | NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A       | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533288 | PA      | $513705.79    | 0.27%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                            | GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A     | CUSIP: 381929AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    379937 | PA      | $379937.35    | 0.20%             | 2033-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 5YR NOTE (CBT) SEP25 XCBT 20250930                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -12 | NC      | $-14593.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                               | CROWN CASTLE                                           | CUSIP: 22823PUN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2392662.72   | 1.25%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST 2023-1                                 | TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2B 144A      | CUSIP: 881943AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270573 | PA      | $270669.10    | 0.14%             | 2026-12-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XVI LLC 2024-1A                                    | OSCAR US FUNDING TRUST OSCAR 2024 1A A2 144A           | CUSIP: 68784GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    624954 | PA      | $625817.53    | 0.33%             | 2027-02-10      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                           | FANNIE MAE FNR 2025 16 FN                              | CUSIP: 3136BU6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    949554 | PA      | $950541.65    | 0.50%             | 2055-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                       | JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP               | CUSIP: 48002AUE2<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $798566.96    | 0.42%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW CANADA AUTO TRUST 2024-1A                                       | BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A             | CUSIP: 05570XCL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    517488 | PA      | $383570.38    | 0.20%             | 2027-07-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XIV-B LTD                                        | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A         | CUSIP: 66860CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    641260 | PA      | $640437.90    | 0.33%             | 2031-11-13      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GCCT-2021-1A                                                        | GOLDEN CREDIT CARD TRUST GCCT 2021 1A A 144A           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $772402.16    | 0.40%             | 2028-08-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A                             | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2         | CUSIP: 412922AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207050 | PA      | $207367.06    | 0.11%             | 2027-02-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                  | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR         | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500497.04    | 0.26%             | 2027-03-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                           | FANNIE MAE FNR 2025 12 FG                              | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190229 | PA      | $190417.65    | 0.10%             | 2055-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                       | JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP               | CUSIP: 48002AU93<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $299655.66    | 0.16%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD EUR BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-59389.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                       | JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP               | CUSIP: 48002AU77<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $799286.80    | 0.42%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                   | INTEL CORP SR UNSECURED 07/25 3.7                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797391.69    | 0.42%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-D                            | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 D A2B        | CUSIP: 98164DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77776 | PA      | $77803.66     | 0.04%             | 2027-02-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-2A                                  | LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A       | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527000 | PA      | $531148.65    | 0.28%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                   | INTEL CORPORATION                                      | CUSIP: 45826CU32<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999618.90    | 0.52%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5                              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A   | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $806541.92    | 0.42%             | 2029-01-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-GA                   | NAVIENT STUDENT LOAN TRUST NAVSL 2019 GA A 144A        | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76827 | PA      | $74141.03     | 0.04%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-3A                                  | LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A2 144A       | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703769 | PA      | $703666.95    | 0.37%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2018-BGS                              | COMMONBOND STUDENT LOAN TRUST CBSLT 2018 BGS A1 144A   | CUSIP: 20268MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396027 | PA      | $381154.52    | 0.20%             | 2045-09-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97                    | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 FA          | CUSIP: 38382VER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    995690 | PA      | $862511.50    | 0.45%             | 2051-06-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                    | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A          | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206278 | PA      | $202522.32    | 0.11%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1                       | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A   | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85422 | PA      | $80772.27     | 0.04%             | 2055-11-25      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                  | FANNIE MAE FNR 2025 35 FM                              | CUSIP: 3136BVJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    198279 | PA      | $199462.99    | 0.10%             | 2055-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FL         | CUSIP: 38383KDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250843 | PA      | $252813.38    | 0.13%             | 2073-05-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5498                                             | FREDDIE MAC FHR 5498 FC                                | CUSIP: 3137HHWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280645 | PA      | $281069.31    | 0.15%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A          | GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A         | CUSIP: 36252MDE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    655191 | PA      | $487325.81    | 0.25%             | 2026-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                             | FREDDIE MAC FHR 5544 F                                 | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    684825 | PA      | $687269.55    | 0.36%             | 2055-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                           | ROGERS COMMUNICATIONS IN COMPANY GUAR 12/25 3.625      | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $597389.02    | 0.31%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                      | ELECTRICITE DE FRANCE SA SR UNSECURED REGS 10/25 3.625 | CUSIP: F2893TAS5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1494062.10   | 0.78%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-47                                           | FANNIE MAE FNR 2014 47 AF                              | CUSIP: 3136AKTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    582908 | PA      | $576937.48    | 0.30%             | 2044-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                               | AIR LEASE CORP DISC COML PAPER                         | CUSIP: 00913WU86<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699269.76    | 0.36%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5499                                             | FREDDIE MAC FHR 5499 FH                                | CUSIP: 3137HJWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266525 | PA      | $267207.99    | 0.14%             | 2055-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                        | SYNOPSYS INC SR UNSECURED 04/27 4.55                   | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502720.12    | 0.26%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                    | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    893000 | PA      | $892615.38    | 0.47%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 TRUST                                                 | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A        | CUSIP: 67448DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409816 | PA      | $393871.51    | 0.21%             | 2062-01-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2023-AA                                      | CHASE AUTO OWNER TRUST CHAOT 2023 AA A3 144A           | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517292.30   | 0.79%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                        | BROADCOM INC DISC COML PAPER                           | CUSIP: 11135MUA2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599234.34    | 0.31%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AON PLC/LONDON BRANCH                                               | AON GLOBAL LTD COMPANY GUAR 12/25 3.875                | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $997009.42    | 0.52%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                        | SBNA AUTO LEASE TRUST SBALT 2024 C A2 144A             | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295835 | PA      | $296106.58    | 0.15%             | 2026-11-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                | WEYERHAEUSER CO SR UNSECURED 07/26 7.35                | CUSIP: 969133AJ6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022685.55   | 0.53%             | 2026-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95       | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009785.63   | 0.53%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                | VASA TRUST VASA 2021 VASA A 144A                       | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $486254.65    | 0.25%             | 2039-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                              | DBS GROUP HOLDINGS LTD SR UNSECURED 144A 09/25 VAR     | CUSIP: 24023KAK4<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $1000383.71   | 0.52%             | 2025-09-12      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-3                                      | CARMAX AUTO OWNER TRUST CARMX 2022 3 A3                | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296486 | PA      | $295868.74    | 0.15%             | 2027-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2024-BA ASSET-BACKED NOTES | FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A1 144A   | CUSIP: 345214BR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    334204 | PA      | $245872.06    | 0.13%             | 2026-10-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5516                                             | FREDDIE MAC FHR 5516 FB                                | CUSIP: 3137HKBL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    728332 | PA      | $726121.69    | 0.38%             | 2055-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD 2015-IA                                              | BABSON CLO LTD BABSN 2015 IA AR 144A                   | CUSIP: 056162AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     79253 | PA      | $79362.43     | 0.04%             | 2031-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5491                                             | FREDDIE MAC FHR 5491 FL                                | CUSIP: 3137HJ5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    186219 | PA      | $186663.82    | 0.10%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                   | TELUS CORP                                             | CUSIP: 87974PW41<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $495782.40    | 0.26%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CAD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $1668.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | DEUTSCHE BANK REPO REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  47500000 | PA      | $47500000.00  | 24.79%            |  |  |  | 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        |    112778 | PA      | $112895.70    | 0.06%             | 2029-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II 2023-2A                                 | MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A           | CUSIP: 576339DJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1000000 | PA      | $999598.30    | 0.52%             | 2027-01-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 09/25 VAR          | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800018.22    | 0.42%             | 2025-09-04      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-EA                                  | NAVIENT STUDENT LOAN TRUST NAVSL 2019 EA A2A 144A      | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118328 | PA      | $115480.68    | 0.06%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-25                                           | FANNIE MAE FNR 2016 25 FL                              | CUSIP: 3136ART24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190481 | PA      | $187994.43    | 0.10%             | 2046-05-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                              | NXP BV NXP FDG NXP USA DISC CO 09/25 ZCP               | CUSIP: 67122RWA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $495363.00    | 0.26%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2018-A                                | COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A          | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    391692 | PA      | $390986.05    | 0.20%             | 2047-12-26      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL BM3267 FN 01/28 FIXED VAR                    | CUSIP: 3140J7TZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    801630 | PA      | $794659.15    | 0.41%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                        | UNITED OVERSEAS BANK LTD SR UNSECURED 144A 04/28 VAR   | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $500955.66    | 0.26%             | 2028-04-02      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                 | NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851           | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1498180.95   | 0.78%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                 | INTESA SANPAOLO SPA 144A 11/25 7                       | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1612744.24   | 0.84%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                                          | FANNIE MAE FNR 2024 100 FA                             | CUSIP: 3136BUFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    515325 | PA      | $514703.07    | 0.27%             | 2054-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                               | ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR           | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1203433.36   | 0.63%             | 2027-01-07      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-101                                          | FANNIE MAE FNR 2024 101 FB                             | CUSIP: 3136BUFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    769534 | PA      | $769185.64    | 0.40%             | 2055-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CAD BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-14255.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO US FINANCE 2020 LP                                | GREAT WEST LIFECO US FI COMPANY GUAR 144A 08/25 0.904  | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1592417.62   | 0.83%             | 2025-08-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                | NORINCHUKIN BANK SR UNSECURED 144A 09/26 1.284         | CUSIP: 656029AG0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192172.28    | 0.10%             | 2026-09-22      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                  | FANNIE MAE FNR 2025 35 FB                              | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    289656 | PA      | $289489.03    | 0.15%             | 2055-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XI LTD 2019-2A                                          | ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A                | CUSIP: 01750HAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600532.46    | 0.31%             | 2033-01-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-A                                       | TESLA AUTO LEASE TRUST TESLA 2024 A A2B 144A           | CUSIP: 88166VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217291 | PA      | $217299.81    | 0.11%             | 2026-06-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                   | MICROCHIP TECHNOLOGY INC COMPANY GUAR 09/25 4.25       | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198660.44   | 0.63%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                              | HARLEY DAVIDSON FND CP                                 | CUSIP: 41282JV40<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398152.76    | 0.21%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2020-AGS                              | COMMONBOND STUDENT LOAN TRUST CBSLT 2020 AGS A 144A    | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    916860 | PA      | $819500.51    | 0.43%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                       | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 7.05      | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1508924.42   | 0.79%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                     | DANSKE BANK A/S SR UNSECURED 144A 09/26 VAR            | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $496944.59    | 0.26%             | 2026-09-11      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                    | ABN AMRO BANK NV 144A 12/28 VAR                        | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $399942.96    | 0.21%             | 2028-12-03      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                | NORINCHUKIN BANK SR UNSECURED 144A 09/27 4.867         | CUSIP: 656029AJ4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1005793.29   | 0.52%             | 2027-09-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES | FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A   | CUSIP: 345214BJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    470569 | PA      | $350730.74    | 0.18%             | 2028-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2023-A                                      | BMW VEHICLE OWNER TRUST BMWOT 2023 A A3                | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752417 | PA      | $757020.79    | 0.40%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                  | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A      | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174940 | PA      | $174142.85    | 0.09%             | 2069-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                      | PROTECTIVE LIFE GLOBAL SECURED 144A 04/26 VAR          | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401096.89    | 0.21%             | 2026-04-10      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                           | FANNIE MAE FNR 2025 18 FA                              | CUSIP: 3136BU7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650996 | PA      | $652132.36    | 0.34%             | 2053-11-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                     | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2B 144A          | CUSIP: 89239NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1499903.55   | 0.78%             | 2027-07-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CHANEL CERES PLC                                                    | CHANEL CERES PLC COMPANY GUAR REGS 07/26 0.5           | CUSIP: ACI1RSPS4<br>LEI: 549300FLG0WWSVNA4480 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1731577.38   | 0.90%             | 2026-07-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2023-A                                        | ARI FLEET LEASE TRUST ARIFL 2023 A A2 144A             | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481485 | PA      | $482377.85    | 0.25%             | 2032-02-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                    | DEUTSCHE BANK NY 03/26 1.686                           | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    278000 | PA      | $272910.64    | 0.14%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   8200000 | PA      | $8200000.00   | 4.28%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 TRUST                                                 | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A         | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    531091 | PA      | $476141.12    | 0.25%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II 2024-1A                                 | MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A           | CUSIP: 576339DZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1500000 | PA      | $1502068.50   | 0.78%             | 2028-01-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                           | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3              | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987172.81    | 0.52%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                                             | FREDDIE MAC FHR 5532 FA                                | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1335868 | PA      | $1333285.37   | 0.70%             | 2055-04-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT GBP SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $31965.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                      | PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR          | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400485.70    | 0.21%             | 2026-07-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A                    | CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A  | CUSIP: 14311NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    515074 | PA      | $515613.63    | 0.27%             | 2032-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                               | AIR LEASE CORP DISC COML PAPER 07/25 ZCP               | CUSIP: 00913WUH6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299323.53    | 0.16%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                               | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305468 | PA      | $305671.89    | 0.16%             | 2031-10-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                    | ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A           | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438269 | PA      | $419174.52    | 0.22%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                  | BANK OF AMERICA NA SR UNSECURED 08/26 VAR              | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1409041.68   | 0.74%             | 2026-08-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                        | ING GROEP NV SR UNSECURED 144A 01/26 4.625             | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $400184.10    | 0.21%             | 2026-01-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-B                                       | TESLA AUTO LEASE TRUST TESLA 2024 B A2B 144A           | CUSIP: 881934AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1009513 | PA      | $1010078.13   | 0.53%             | 2027-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA                   | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A        | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84247 | PA      | $79214.22     | 0.04%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                         | BNP PARIBAS 144A 01/27 VAR                             | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $982705.71    | 0.51%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| INFOR LLC                                                           | INFOR INC SR UNSECURED 144A 07/25 1.75                 | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    651000 | PA      | $650106.99    | 0.34%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                          | FANNIE MAE FNR 2024 103 FJ                             | CUSIP: 3136BUPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    421148 | PA      | $422161.43    | 0.22%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-2                                      | CARMAX AUTO OWNER TRUST CARMX 2022 2 A3                | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184962 | PA      | $184549.49    | 0.10%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H08                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H08 FM         | CUSIP: 38376R2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    819616 | PA      | $826948.93    | 0.43%             | 2067-03-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-2A                                  | LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A2 144A       | CUSIP: 505920AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65688 | PA      | $65750.50     | 0.03%             | 2027-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GEMGARTO PLC 2021-1A                                                | GEMGARTO GMG 2021 1A A 144A                            | CUSIP: ACI1VNV95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     60070 | PA      | $82496.70     | 0.04%             | 2067-12-16      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                | WEYERHAEUSER CO SR UNSECURED 05/26 4.75                | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    730000 | PA      | $731581.22    | 0.38%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CAD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $13665.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                        | ING GROEP NV SR UNSECURED REGS 07/26 VAR               | CUSIP: N4580HAC1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3400000 | PA      | $3400000.00   | 1.77%             | 2026-07-01      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 LLC                               | ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A      | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565986 | PA      | $568592.95    | 0.30%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                           | FANNIE MAE FNR 2025 18 FM                              | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2839839 | PA      | $2830456.81   | 1.48%             | 2054-09-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                    | ABN AMRO BANK NV 144A 10/26 VAR                        | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1206279.35   | 0.63%             | 2026-10-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                  | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR   | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1760744.93   | 0.92%             | 2027-02-24      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                             | FREDDIE MAC FHR 5517 FE                                | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    651966 | PA      | $646880.14    | 0.34%             | 2055-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                          | ABBVIE INC                                             | CUSIP: 00287BU72<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1698487.68   | 0.89%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                           | JABIL INC                                              | CUSIP: 46652LU21<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299914.95    | 0.16%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                     | AES CORP/THE SR UNSECURED 01/26 1.375                  | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1831711.35   | 0.96%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CAD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-13707.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029   | FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A             | CUSIP: 3137HHH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $799954.88    | 0.42%             | 2027-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST           | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/25 6.5        | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    800000 | PA      | $800518.55    | 0.42%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                             | HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP               | CUSIP: 40412BVN0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2382665.04   | 1.24%             | 2025-08-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5410                                             | FREDDIE MAC FHR 5410 FB                                | CUSIP: 3137HCUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    503469 | PA      | $505763.40    | 0.26%             | 2054-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                          | AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125   | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1124017.30   | 0.59%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2A LTD                                                | VOYA CLO LTD VOYA 2019 2A AR 144A                      | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    722709 | PA      | $723246.84    | 0.38%             | 2032-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | DEUTSCHE BANK REPO REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    100000 | PA      | $100000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                    | DEUTSCHE BANK NY 07/26 VAR                             | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $500214.60    | 0.26%             | 2026-07-14      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                                 | WHITBREAD GROUP PLC COMPANY GUAR REGS 10/25 3.375      | CUSIP: BWVFXNII7<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1366052.38   | 0.71%             | 2025-10-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                           | BANCO BILBAO VIZCAYA ARG SR UNSECURED 09/26 VAR        | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $601263.38    | 0.31%             | 2026-09-14      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                           | ONEOK INC                                              | CUSIP: 68269EUB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399426.36    | 0.21%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-CA                                  | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A       | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384003 | PA      | $376631.26    | 0.20%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD GBP BOUGHT USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-32005.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                    | BERRY GLOBAL INC SR SECURED 01/26 1.57                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687574.86    | 0.36%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5526                                             | FREDDIE MAC FHR 5526 FA                                | CUSIP: 3137HKT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1144608 | PA      | $1143147.37   | 0.60%             | 2054-09-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H29                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H29 SA         | CUSIP: 38375BZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251174 | PA      | $251902.82    | 0.13%             | 2062-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA SR UNSECURED 144A 01/27 VAR                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $503453.52    | 0.26%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                              | APIDOS CLO LTD APID 2012 11A AR4 144A                  | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599790.80    | 0.31%             | 2034-04-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-19

**Name of Applicant:** PIMCO ETF Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer