# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001752724-23-041940
**Filing Date:** 2023-2
**Character Count:** 151299
**Document Hash:** b30772060979bc0ed9bf91e02a9cf5d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041940.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041940

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Fixed Income ETF Trust
- **CENTRAL INDEX KEY:** 0001870117
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23738
- **FILM NUMBER:** 23672205

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** (213) 486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET, 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Capital Group Core Plus Income ETF
- **DATE OF NAME CHANGE:** 20210629

## Series and Classes Contracts Data

### Capital Group Short Duration Income ETF (Series ID: S000077687)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000238175 | Share Class  | CGSD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Group Fixed Income ETF Trust

- **b. Investment Company Act file number:** 811-23738

- **c. CIK number of Registrant:** 0001870117

- **d. LEI of Registrant:** 549300D15HR3L1WV1T24

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 949-975-5000

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

- **a. Name of Series:** Capital Group Short Duration Income ETF

- **b. EDGAR series identifier (if any):** S000077687

- **c. LEI of Series:** 549300FEHF1DFHRICD05

**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:** $109471456.88

**Total Liabilities:** $27581184.76

**Net Assets:** $81890272.12

**Delayed Delivery Securities:** $18094386.73

**Cash Not Reported:** $219834.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -218.36000000 | **1-Year:** -8474.39000000 | **5-Year:** -4313.48000000 | **10-Year:** -57.26000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1.63000000 | **1-Year:** -35.33000000 | **5-Year:** -21.59000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238175 | 0.16%                | 1.07%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.02                    | $8065.62                                   |
| Month 2  | $20377.76                | $227328.24                                 |
| Month 3  | $-34899.80               | $-43206.92                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Gov/Credit Index (1-3 yr)

- **Index Identifier:** LGC3TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2017-6                                                                                      | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230796 | PA      | $221064.03    | 0.27%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII SRL                     | Global SC Finance VII Srl                                                                                             | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |    256811 | PA      | $222890.46    | 0.27%             | 2041-08-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                                                              | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    435000 | PA      | $421768.10    | 0.52%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                       | Jersey Central Power & Light Co                                                                                       | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183726.95    | 0.22%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                         | TotalEnergies Capital International SA                                                                                | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     45000 | PA      | $43023.78     | 0.05%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                         | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    965000 | PA      | $904149.87    | 1.10%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                       | Procter & Gamble Co/The                                                                                               | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269367.40    | 0.33%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                          | Verizon Master Trust                                                                                                  | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    339000 | PA      | $341272.22    | 0.42%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                           | Carrier Global Corp                                                                                                   | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216828.13    | 0.26%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2021-3 Ltd                                                                                 | CUSIP: 69702BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    303607 | PA      | $300056.86    | 0.37%             | 2029-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                  | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57346.28     | 0.07%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                | Eli Lilly & Co                                                                                                        | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167433.17    | 0.20%             | 2025-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp                                                                                                          | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213448.86    | 0.26%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                | ILPT Commercial Mortgage Trust 2022-LPF2                                                                              | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200389.86    | 0.24%             | 2039-10-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                       | Public Service Electric and Gas Co                                                                                    | CUSIP: 74456QBW5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93921.12     | 0.11%             | 2023-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust  | American Express Credit Account Master Trust                                                                          | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    171000 | PA      | $172413.38    | 0.21%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR Remic Trust 2020-DNA2                                                                               | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    245100 | PA      | $244702.82    | 0.30%             | 2050-02-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    360000 | PA      | $346497.66    | 0.42%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                        | Berkshire Hathaway Inc                                                                                                | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47973.17     | 0.06%             | 2026-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Trust 2022-PSB                                                                                                     | CUSIP: 05606DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197713 | PA      | $197127.87    | 0.24%             | 2039-08-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                            | Roche Holdings Inc                                                                                                    | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182495.21    | 0.22%             | 2027-03-10      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund               | Capital Group Central Cash Fund                                                                                       | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |    131345 | NS      | $13133211.05  | 16.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                      | BX Trust 2022-PSB                                                                                                     | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197713 | PA      | $197570.69    | 0.24%             | 2039-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | COMM 2015-PC1 Mortgage Trust                                                                                          | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $426657.01    | 0.52%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                        | Verizon Communications Inc                                                                                            | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208813.27    | 0.25%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                                                                    | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263117.04    | 0.32%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                        | GE HealthCare Technologies Inc                                                                                        | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100433.42    | 0.12%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                                                                   | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60383.89     | 0.07%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                | Public Storage                                                                                                        | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     90000 | PA      | $79777.88     | 0.10%             | 2026-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing LLC                                                                                           | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $184958.50    | 0.23%             | 2025-12-26      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2022-6                                                                            | CUSIP: 30168AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77000 | PA      | $77144.56     | 0.09%             | 2027-08-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                      | CSX Corp                                                                                                              | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248968.03    | 0.30%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                  | NiSource Inc                                                                                                          | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90244.44     | 0.11%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                        | BP Capital Markets America Inc                                                                                        | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54060.01     | 0.07%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                              | Altria Group Inc                                                                                                      | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42425.58     | 0.05%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                        | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187101.33    | 0.23%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                              | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65258.70     | 0.08%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                              | Duke Energy Corp                                                                                                      | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124869.41    | 0.15%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                  | CUSIP: 3137G0GW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96308 | PA      | $99638.50     | 0.12%             | 2028-04-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215550.79    | 0.26%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                       | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                               | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48310.61     | 0.06%             | 2023-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                            | Raytheon Technologies Corp                                                                                            | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    365000 | PA      | $356948.52    | 0.44%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                 | Citigroup Inc                                                                                                         | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48457.50     | 0.06%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2022-6                                                                            | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193000 | PA      | $193275.37    | 0.24%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2013-2 Ltd                                                                                          | CUSIP: 69688AAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245864.25    | 0.30%             | 2031-10-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $144914.72    | 0.18%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                            | Analog Devices Inc                                                                                                    | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125144.89    | 0.15%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                | Home Depot Inc/The                                                                                                    | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59353.02     | 0.07%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                 | PPM CLO 2022-6 Ltd                                                                                                    | CUSIP: 69377WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    298000 | PA      | $298000.00    | 0.36%             | 2031-01-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                  | CUSIP: 3137G0KQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212056 | PA      | $219423.11    | 0.27%             | 2028-12-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp                                                                                            | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62545.43     | 0.08%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                      | Southwestern Public Service Co                                                                                        | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127141.62    | 0.16%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197152 | PA      | $202410.52    | 0.25%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                | Morgan Stanley Capital I Trust 2015-UBS8                                                                              | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $504605.26    | 0.62%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                | Salesforce Inc                                                                                                        | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4693.00      | 0.01%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                             | State Street Corp                                                                                                     | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7241.39      | 0.01%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                        | ConocoPhillips Co                                                                                                     | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193333.89    | 0.24%             | 2024-03-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                    | Eaton Corp                                                                                                            | CUSIP: 278058AQ5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67473.66     | 0.08%             | 2025-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                           | Sherwin-Williams Co/The                                                                                               | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123183.04    | 0.15%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust       | Capital One Multi-Asset Execution Trust                                                                               | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    181000 | PA      | $182540.18    | 0.22%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                      | Toyota Motor Credit Corp                                                                                              | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    465000 | PA      | $436491.03    | 0.53%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                          | Lockheed Martin Corp                                                                                                  | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176448.69    | 0.22%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust            | Discover Card Execution Note Trust                                                                                    | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $177917.95    | 0.22%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | Carmax Auto Owner Trust 2022-4                                                                                        | CUSIP: 14318UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145430.19    | 0.18%             | 2025-12-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                          | Mercedes-Benz Finance North America LLC                                                                               | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150960.15    | 0.18%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                       | Exxon Mobil Corp                                                                                                      | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124436.00    | 0.15%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| LUXE Commercial Mortgage Trust                | LUXE Trust 2021-TRIP                                                                                                  | CUSIP: 55066WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $233473.93    | 0.29%             | 2038-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                           | Gilead Sciences Inc                                                                                                   | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122951.97    | 0.15%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                              | BAT Capital Corp                                                                                                      | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67445.50     | 0.08%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                     | Amgen Inc                                                                                                             | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63750.96     | 0.08%             | 2024-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                   | Oracle Corp                                                                                                           | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112261.14    | 0.14%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust              | WFRBS Commercial Mortgage Trust 2014-C19                                                                              | CUSIP: 92938VAQ8<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $508591.62    | 0.62%             | 2047-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200155.99    | 0.24%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $321665.37    | 0.39%             | 2026-06-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70883.97     | 0.09%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                            | BMW US Capital LLC                                                                                                    | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64853.75     | 0.08%             | 2023-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                         | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $237531.20    | 0.29%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 25 Ltd                                                                             | CUSIP: 64131JAL0<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493750.50    | 0.60%             | 2029-10-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                        | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76807.92     | 0.09%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                        | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96186.57     | 0.12%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                      | AT&T Inc                                                                                                              | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    705000 | PA      | $669814.55    | 0.82%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                         | Global SC Finance VII Srl                                                                                             | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    226409 | PA      | $201326.27    | 0.25%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                  | 7-Eleven Inc                                                                                                          | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    395000 | PA      | $376057.84    | 0.46%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2021-2                                                                         | CUSIP: 80286XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194598.08    | 0.24%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust 2021-VOLT                                                                                | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189107 | PA      | $178666.59    | 0.22%             | 2036-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                    | AbbVie Inc                                                                                                            | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    755000 | PA      | $722821.42    | 0.88%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                      | Corporate Office Properties LP                                                                                        | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     65000 | PA      | $57067.31     | 0.07%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                     | CIM Trust 2018-R3                                                                                                     | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119578 | PA      | $117407.35    | 0.14%             | 2057-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                  | Comcast Corp                                                                                                          | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152131.67    | 0.19%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                                                                            | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    528000 | PA      | $490032.02    | 0.60%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4558667.85   | 5.57%             | 2053-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                 | Allstate Corp/The                                                                                                     | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146531.16    | 0.18%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146751.54    | 0.18%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                         | Norfolk Southern Corp                                                                                                 | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49518.51     | 0.06%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Corp Trust 2018-HULA                                                                           | CUSIP: 36259AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457386 | PA      | $445820.42    | 0.54%             | 2025-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                       | Laboratory Corp of America Holdings                                                                                   | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222918.57    | 0.27%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                                                                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146744.95    | 0.18%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                   | Long: BCG7ET2Y6 IRS USD R V 00MSOFR BCG7ET2Y6_FLO CCPOIS / Short: BCG7ET2Y6 IRS USD P F  3.43300 BCG7ET2Y6_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    530000 | OU      | $5512.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                       | Public Service Electric and Gas Co                                                                                    | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134161.00    | 0.16%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | United States Treasury Note/Bond                                                                                      | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $180035.34    | 0.22%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                     | Apple Inc                                                                                                             | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66979.88     | 0.08%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International Inc                                                                                       | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148250.15    | 0.18%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                         | Reynolds American Inc                                                                                                 | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391674.92    | 0.48%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                                                         | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $389518.51    | 0.48%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $217496.08    | 0.27%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2022-6                                                                            | CUSIP: 30168AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44000 | PA      | $44058.48     | 0.05%             | 2025-11-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                      | Florida Power & Light Co                                                                                              | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122244.30    | 0.15%             | 2024-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                                                                                        | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73874.00     | 0.09%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2016-C33                                                                        | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    541000 | PA      | $507830.42    | 0.62%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $402237.85    | 0.49%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                | Amazon.com Inc                                                                                                        | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49933.07     | 0.06%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes 2020-SFR2 Trust                                                                                        | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $285143.53    | 0.35%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                               | DTE Electric Co                                                                                                       | CUSIP: 23338VAB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    415000 | PA      | $408115.64    | 0.50%             | 2024-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                       | Bristol-Myers Squibb Co                                                                                               | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24283.62     | 0.03%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                               | CVS Health Corp                                                                                                       | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269144.92    | 0.33%             | 2024-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                      | Visa Inc                                                                                                              | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82041.02     | 0.10%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                   | Equinix Inc                                                                                                           | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    125000 | PA      | $119125.93    | 0.15%             | 2024-11-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                  | Drive Auto Receivables Trust 2021-1                                                                                   | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10182 | PA      | $10167.51     | 0.01%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2019-1   | Toyota Auto Loan Extended Note Trust 2019-1                                                                           | CUSIP: 89231XAA9<br>LEI: 549300R73PIC25YY4X12 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $241052.75    | 0.29%             | 2031-11-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | COMM 2014-CCRE20 Mortgage Trust                                                                                       | CUSIP: 12592LBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $482380.55    | 0.59%             | 2047-11-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding L Ltd                                                                                            | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $292894.50    | 0.36%             | 2034-04-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                  | Triton Container Finance VIII LLC                                                                                     | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404375 | PA      | $346714.89    | 0.42%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust               | BRAVO Residential Funding Trust 2020-RPL1                                                                             | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121845 | PA      | $115534.94    | 0.14%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust           | Citigroup Commercial Mortgage Trust 2013-GC15                                                                         | CUSIP: 17321JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $821602.89    | 1.00%             | 2046-09-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                        | Boston Scientific Corp                                                                                                | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39272.40     | 0.05%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                                                      | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189273.28    | 0.23%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                | CPS Auto Receivables Trust 2021-B                                                                                     | CUSIP: 12656QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $504900.60    | 0.62%             | 2027-03-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                         | TAL Advantage VII LLC                                                                                                 | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381875 | PA      | $335522.59    | 0.41%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                       | HCA Inc                                                                                                               | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484805.21    | 0.59%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                | Merck & Co Inc                                                                                                        | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91111.21     | 0.11%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                                                                                        | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192618.16    | 0.24%             | 2025-01-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                      | Willis North America Inc                                                                                              | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    409000 | PA      | $398063.87    | 0.49%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                  | Linde Inc/CT                                                                                                          | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40073.45     | 0.05%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                  | Chevron Corp                                                                                                          | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44003.63     | 0.05%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2022-7                                                                         | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84000 | PA      | $84521.14     | 0.10%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                       | Exxon Mobil Corp                                                                                                      | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265114.26    | 0.32%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                      | Corebridge Financial Inc                                                                                              | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    280000 | PA      | $268667.20    | 0.33%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                                                                  | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    345000 | PA      | $317750.50    | 0.39%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4685.05      | 0.01%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                          | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63313.72     | 0.08%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                      | Virginia Electric and Power Co                                                                                        | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173018.91    | 0.21%             | 2025-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                | Lowe's Cos Inc                                                                                                        | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64096.16     | 0.08%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                           | Southern California Edison Co                                                                                         | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191576.76    | 0.23%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                            | THL Credit Wind River 2014-2 CLO Ltd                                                                                  | CUSIP: 88390AAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $294457.20    | 0.36%             | 2031-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                       | Sun Communities Operating LP                                                                                          | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     25000 | PA      | $20861.36     | 0.03%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                               | McDonald's Corp                                                                                                       | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95018.93     | 0.12%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                | Amazon.com Inc                                                                                                        | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155389.51    | 0.19%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                           | DT Auto Owner Trust 2020-3                                                                                            | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $387082.44    | 0.47%             | 2026-06-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                       | Shell International Finance BV                                                                                        | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $184277.45    | 0.23%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                   | Oracle Corp                                                                                                           | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122551.73    | 0.15%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                             | General Mills Inc                                                                                                     | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60170.61     | 0.07%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International Inc                                                                                       | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38834.98     | 0.05%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                      | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $335815.06    | 0.41%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                          | Westpac Banking Corp                                                                                                  | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $121866.98    | 0.15%             | 2025-08-26      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                           | Southern California Edison Co                                                                                         | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36086.97     | 0.04%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2021-1                                                                            | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    561000 | PA      | $539253.34    | 0.66%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                   | Long: BCG7ENSM7 IRS USD R V 00MSOFR BCG7ENSM7_FLO CCPOIS / Short: BCG7ENSM7 IRS USD P F  3.35200 BCG7ENSM7_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4200000 | OU      | $72024.12     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                        | Verizon Communications Inc                                                                                            | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140948.08    | 0.17%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp                                                                                            | CUSIP: 14040HBZ7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122685.21    | 0.15%             | 2025-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust           | Citigroup Commercial Mortgage Trust 2016-GC37                                                                         | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $252239.89    | 0.31%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                                                                   | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    265000 | PA      | $249533.19    | 0.30%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    890000 | PA      | $858513.92    | 1.05%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2022-7                                                                         | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33000 | PA      | $33347.79     | 0.04%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                                                                                   | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96232.23     | 0.12%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                | Home Depot Inc/The                                                                                                    | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123779.16    | 0.15%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL          | BX Commercial Mortgage Trust 2019-XL                                                                                  | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150532 | PA      | $148778.31    | 0.18%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                       | Metropolitan Life Global Funding I                                                                                    | CUSIP: 59217GCT4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236445.66    | 0.29%             | 2024-01-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                      | Intercontinental Exchange Inc                                                                                         | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73251.64     | 0.09%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                         | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $160843.82    | 0.20%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                            | Union Pacific Corp                                                                                                    | CUSIP: 907818DY1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92311.48     | 0.11%             | 2025-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                           | Nestle Holdings Inc                                                                                                   | CUSIP: 641062BA1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172390.90    | 0.21%             | 2025-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                                                                    | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125353.73    | 0.15%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2022-1                                                                         | CUSIP: 80286EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $191183.80    | 0.23%             | 2028-04-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                              | Alabama Power Co                                                                                                      | CUSIP: 010392FK9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64169.03     | 0.08%             | 2023-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                                                                                   | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147024.48    | 0.18%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274798.54    | 0.34%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113708.60    | 0.14%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                             | Johnson & Johnson                                                                                                     | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135609.39    | 0.17%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $349755.18    | 0.43%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                             | Imperial Fund Mortgage Trust 2022-NQM7                                                                                | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349231 | PA      | $358571.80    | 0.44%             | 2067-11-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                            | BMW US Capital LLC                                                                                                    | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161578.22    | 0.20%             | 2025-04-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust             | BA Credit Card Trust                                                                                                  | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    238000 | PA      | $240631.14    | 0.29%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2015-C27                                                                        | CUSIP: 94989DAW9<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $718877.63    | 0.88%             | 2048-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                                                           | CUSIP: 61765TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $288970.63    | 0.35%             | 2048-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                    | Zoetis Inc                                                                                                            | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25526.71     | 0.03%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International Inc                                                                                       | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88798.50     | 0.11%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                         | Novartis Capital Corp                                                                                                 | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49010.67     | 0.06%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2022-4                                                                                     | CUSIP: 33843XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196000 | PA      | $197176.86    | 0.24%             | 2026-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                         | Entergy Louisiana LLC                                                                                                 | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    585000 | PA      | $544925.84    | 0.67%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                   | Long: SCG7EX193 IRS USD R F  4.43650 BCG7EX193_FIX CCPOIS / Short: SCG7EX193 IRS USD P V 00MSOFR BCG7EX193_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19500000 | OU      | $-11037.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                                                           | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196140.90    | 0.24%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                                                       | CUSIP: 94989MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714559 | PA      | $681436.55    | 0.83%             | 2058-07-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                | Aon Global Ltd                                                                                                        | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $72227.89     | 0.09%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2017-1                                                                                      | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144818 | PA      | $142614.14    | 0.17%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    455000 | PA      | $421526.16    | 0.51%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                                                           | CUSIP: 61764XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $190108.04    | 0.23%             | 2048-03-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                | Home Depot Inc/The                                                                                                    | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4796.08      | 0.01%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                      | International Flavors & Fragrances Inc                                                                                | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    245000 | PA      | $216652.95    | 0.26%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                       | CF Hippolyta Issuer LLC                                                                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454151 | PA      | $405870.47    | 0.50%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                      | Constellation Brands Inc                                                                                              | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146308.47    | 0.18%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                      | Florida Power & Light Co                                                                                              | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149614.70    | 0.18%             | 2025-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                          | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    202000 | PA      | $196838.83    | 0.24%             | 2024-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                      | Mill City Mortgage Loan Trust 2019-GS2                                                                                | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440815 | PA      | $414196.30    | 0.51%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC MORGAN STANLEY COC                  | SWAP CCPC MORGAN STANLEY COC                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     35000 | NS      | $35000.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                                                               | CUSIP: 05578AAV0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $232861.21    | 0.28%             | 2025-01-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2022-3                                                                          | CUSIP: 96043PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139838.36    | 0.17%             | 2026-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                      | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508099.58    | 0.62%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                      | Intercontinental Exchange Inc                                                                                         | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120893.06    | 0.15%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                      | Australia & New Zealand Banking Group Ltd/New York NY                                                                 | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $371903.07    | 0.45%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4431738.51   | 5.41%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RRAM                                          | RR 3 Ltd                                                                                                              | CUSIP: 74988LAA2<br>LEI: 549300YH0VOGWM5JZF65 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $296883.30    | 0.36%             | 2030-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                   | Nutrien Ltd                                                                                                           | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29621.71     | 0.04%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                | Mastercard Inc                                                                                                        | CUSIP: 57636QAB0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98212.47     | 0.12%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International Inc                                                                                       | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170349.90    | 0.21%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                      | Thermo Fisher Scientific Inc                                                                                          | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145574.37    | 0.18%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                           | Elevance Health Inc                                                                                                   | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42751.50     | 0.05%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                       | MPLX LP                                                                                                               | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153848.09    | 0.19%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                  | Comcast Corp                                                                                                          | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246316.27    | 0.30%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                        | Verizon Communications Inc                                                                                            | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63028.91     | 0.08%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                            | Conagra Brands Inc                                                                                                    | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    580000 | PA      | $572316.40    | 0.70%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                        | Credit Suisse AG/New York NY                                                                                          | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    315000 | PA      | $291423.90    | 0.36%             | 2024-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust      | GM Financial Revolving Receivables Trust 2022-1                                                                       | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $137649.89    | 0.17%             | 2035-10-11      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International Inc                                                                                       | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246373.09    | 0.30%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                          | Edison International                                                                                                  | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313422.09    | 0.38%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                | Enterprise Fleet Financing 2022-4 LLC                                                                                 | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $230769.20    | 0.28%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitization Trust         | NewRez Warehouse Securitization Trust 2021-1                                                                          | CUSIP: 65246PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490721.60    | 0.60%             | 2055-05-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                      | Baxter International Inc                                                                                              | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125776.52    | 0.15%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                   | PepsiCo Inc                                                                                                           | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215341.66    | 0.26%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                         | General Dynamics Corp                                                                                                 | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77585.33     | 0.09%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                   | Stratus Static CLO 2022-3 Ltd                                                                                         | CUSIP: 86317EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250006.75    | 0.31%             | 2031-10-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                           | LYB International Finance III LLC                                                                                     | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62516.01     | 0.08%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $317685.90    | 0.39%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust              | WFRBS Commercial Mortgage Trust 2014-C19                                                                              | CUSIP: 92938VAT2<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $588514.90    | 0.72%             | 2047-03-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                       | Canadian Natural Resources Ltd                                                                                        | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $225504.76    | 0.28%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2022-4                                                                   | CUSIP: 02529XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153937 | PA      | $154167.56    | 0.19%             | 2026-05-13      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                        | AmerisourceBergen Corp                                                                                                | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173563.59    | 0.21%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                       | Becton Dickinson and Co                                                                                               | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102664.17    | 0.13%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                  | CUSIP: 3137G0EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113001 | PA      | $114182.70    | 0.14%             | 2027-10-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                           | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    335000 | PA      | $316145.68    | 0.39%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                                                           | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $852709.62    | 1.04%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    350000 | PA      | $322078.49    | 0.39%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                          | Royal Bank of Canada                                                                                                  | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $273285.53    | 0.33%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                                                           | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197148.96    | 0.24%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                      | New York Life Global Funding                                                                                          | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203940.22    | 0.25%             | 2025-06-24      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                         | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506553.83    | 0.62%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                       | Oncor Electric Delivery Co LLC                                                                                        | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    385000 | PA      | $372690.80    | 0.46%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                                                                  | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100371.05    | 0.12%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                           | Sounds Point CLO IV-R LTD                                                                                             | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $293347.80    | 0.36%             | 2031-04-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                        | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98573.65     | 0.12%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp                                                                                            | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4907.94      | 0.01%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $117734.96    | 0.14%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                   | Netflix Inc                                                                                                           | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456403.50    | 0.56%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2017-3                                                                                      | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507094 | PA      | $495262.55    | 0.60%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $601607.32    | 0.73%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                       | Jersey Central Power & Light Co                                                                                       | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261419.08    | 0.32%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                           | American Tower Corp                                                                                                   | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    305000 | PA      | $304011.72    | 0.37%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                                                        | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $285565.48    | 0.35%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                      | Burlington Northern Santa Fe LLC                                                                                      | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122018.06    | 0.15%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                                                                                   | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56681.39     | 0.07%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                         | Northrop Grumman Corp                                                                                                 | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    280000 | PA      | $268737.40    | 0.33%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust           | Citigroup Commercial Mortgage Trust 2014-GC25                                                                         | CUSIP: 17322YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $312771.88    | 0.38%             | 2047-10-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231636.57    | 0.28%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                   | Walmart Inc                                                                                                           | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29574.70     | 0.04%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                      | CenterPoint Energy Houston Electric LLC                                                                               | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59918.91     | 0.07%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                                                      | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328185.91    | 0.40%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                       | Honeywell International Inc                                                                                           | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222080.91    | 0.27%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2014-GC24                                                                                | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808000 | PA      | $780989.13    | 0.95%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                      | Mill City Mortgage Loan Trust 2019-1                                                                                  | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194492 | PA      | $183786.36    | 0.22%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2017-2                                                                                      | CUSIP: 89173HAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340510 | PA      | $328092.56    | 0.40%             | 2057-04-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                       | Astrazeneca Finance LLC                                                                                               | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47151.77     | 0.06%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY                              | INTOWN 2022-STAY Mortgage Trust                                                                                       | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199190.16    | 0.24%             | 2039-08-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                        | Chubb INA Holdings Inc                                                                                                | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48962.29     | 0.06%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 57 Clo Ltd                                                                                                     | CUSIP: 26243KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $296000.40    | 0.36%             | 2031-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                         | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121267.51    | 0.15%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                | WMRK Commercial Mortgage Trust 2022-WMRK                                                                              | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206000 | PA      | $205818.58    | 0.25%             | 2027-11-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                           | DT Auto Owner Trust 2021-2                                                                                            | CUSIP: 23345EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196095.58    | 0.24%             | 2027-01-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                               | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62071 | PA      | $62830.27     | 0.08%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                       | Scentre Group Trust 1 / Scentre Group Trust 2                                                                         | CUSIP: 806213AB0<br>LEI: N/A                  | Long             | DBT              |  | AU        |    275000 | PA      | $263406.26    | 0.32%             | 2025-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                     | ONEOK Inc                                                                                                             | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62272.28     | 0.08%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                  | CUSIP: 3137G0HW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278416 | PA      | $290865.71    | 0.36%             | 2028-07-25      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                     | Amgen Inc                                                                                                             | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $295777.86    | 0.36%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust 2019-RPL3                                                                         | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51436 | PA      | $48031.85     | 0.06%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                                                         | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156472.20    | 0.19%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2014-LC16                                                                       | CUSIP: 94988XAU0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $485666.40    | 0.59%             | 2050-08-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                   | Stratus CLO 2021-2 Ltd                                                                                                | CUSIP: 86315TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    266980 | PA      | $263296.33    | 0.32%             | 2029-12-28      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                       | Pricoa Global Funding I                                                                                               | CUSIP: 74153WCQ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407376.93    | 0.50%             | 2024-12-06      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                               | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    245635 | PA      | $244991.72    | 0.30%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                | Microsoft Corp                                                                                                        | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44221.41     | 0.05%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                     | Adobe Inc                                                                                                             | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61456.45     | 0.08%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                | Microsoft Corp                                                                                                        | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    320000 | PA      | $307672.19    | 0.38%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                       | Canadian Natural Resources Ltd                                                                                        | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46563.76     | 0.06%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties LP / VICI Note Co Inc                                                                                 | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    345000 | PA      | $331217.25    | 0.40%             | 2025-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                           | Dow Chemical Co/The                                                                                                   | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64635.78     | 0.08%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited           | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    281667 | PA      | $239986.99    | 0.29%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                                                        | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $744178.15    | 0.91%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                     | Apple Inc                                                                                                             | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    415000 | PA      | $374705.89    | 0.46%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                          | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170693.43    | 0.21%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                   | Equinix Inc                                                                                                           | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    374000 | PA      | $334820.54    | 0.41%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                         | TotalEnergies Capital International SA                                                                                | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     45000 | PA      | $44391.20     | 0.05%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                                                              | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167295.28    | 0.20%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                                                                  | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    540000 | PA      | $517949.73    | 0.63%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                       | Becton Dickinson and Co                                                                                               | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53674.47     | 0.07%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust              | WFRBS Commercial Mortgage Trust 2014-C22                                                                              | CUSIP: 92890KAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297303 | PA      | $286796.67    | 0.35%             | 2057-09-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                        | Mondelez International Inc                                                                                            | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199142.31    | 0.24%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                                                              | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193690.23    | 0.24%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                               | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58526.78     | 0.07%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                               | Chevron USA Inc                                                                                                       | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    295000 | PA      | $266887.50    | 0.33%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                                                         | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264728.84    | 0.32%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                        | Anglo American Capital PLC                                                                                            | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193644.06    | 0.24%             | 2024-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                       | Broadcom Corp / Broadcom Cayman Finance Ltd                                                                           | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    155000 | PA      | $152406.53    | 0.19%             | 2024-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                    | Humana Inc                                                                                                            | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289257.49    | 0.35%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                          | DH Europe Finance II Sarl                                                                                             | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $28605.69     | 0.03%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                           | Elevance Health Inc                                                                                                   | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140651.69    | 0.17%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                       | Broadcom Corp / Broadcom Cayman Finance Ltd                                                                           | CUSIP: 11134LAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    105000 | PA      | $100996.05    | 0.12%             | 2025-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                        | Boston Scientific Corp                                                                                                | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51386.83     | 0.06%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                           | American International Group Inc                                                                                      | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235582.70    | 0.29%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                                                           | CUSIP: 61763XAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592000 | PA      | $564638.88    | 0.69%             | 2047-10-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                           | Charles Schwab Corp/The                                                                                               | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31084.00     | 0.04%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185466 | PA      | $191851.06    | 0.23%             | 2028-09-25      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| Union Pacific Corp                            | Union Pacific Corp                                                                                                    | CUSIP: 907818DR6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93576.10     | 0.11%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** Capital Group Fixed Income ETF Trust

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst