# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-011880
**Filing Date:** 2026-2
**Character Count:** 144128
**Document Hash:** 8f4f50837cab95fea7a443a16cbe0f46
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-011880.hdr.sgml**: 20260213

**ACCESSION NUMBER**: 0001410368-26-011880

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260213

**DATE AS OF CHANGE**: 20260213

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Fixed Income ETF Trust
- **CENTRAL INDEX KEY:** 0001870117

**ORGANIZATION NAME:**
- **EIN:** 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:** 26630959

**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 International Bond ETF (USD-Hedged) (Series ID: S000085083)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000249947 | Share class  | CGIB            |

## 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:** 549300E5VFNPOBZRHM30

- **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 International Bond ETF (USD-Hedged)

- **b. EDGAR series identifier (if any):** S000085083

- **c. LEI of Series:** 254900AAAOR7JVLXWO29

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $151409219.32

**Total Liabilities:** $949121.76

**Net Assets:** $150460097.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -64.99000000 | **1-Year:** -1908.62000000 | **5-Year:** -6445.41000000 | **10-Year:** -6901.74000000 | **30-Year:** -1230.27000000

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

- **3-Month:** -45.03000000 | **1-Year:** -385.03000000 | **5-Year:** 3697.92000000 | **10-Year:** -200.37000000 | **30-Year:** -34.23000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249947 | 1.05%                | -0.10%               | -0.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-124883.92              | $-556690.53                                |
| Month 2  | $29628.38                | $34682.23                                  |
| Month 3  | $-29340.04               | $495505.25                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate ex-USD (USD Hedged) Index

- **Index Identifier:** LG38TRUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apollo Aviation Securitization Equity Trust      | AASET MT-1 Ltd                                                                                                                     | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     298654 | PA      | $299859.83    | 0.20%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ACHD Trust                                       | ACHD Trust 2025-DS1                                                                                                                | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100282.51    | 0.07%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63087 | PA      | $65572.43     | 0.04%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                                                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73490.54     | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                          | Ansley Park Capital 2025-A LLC                                                                                                     | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100701.37    | 0.07%             | 2035-04-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                                                                            | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $242666.76    | 0.16%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $309732.15    | 0.21%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-ACNT                                                                                             | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78016 | PA      | $77986.20     | 0.05%             | 2038-11-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VOLT                                                                                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     271000 | PA      | $271661.13    | 0.18%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VOLT                                                                                                                 | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140395.72    | 0.09%             | 2044-12-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2025-5YR18                                                                                                                   | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $144049.91    | 0.10%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2024-5C8 Mortgage Trust                                                                                                        | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $46794.31     | 0.03%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                                       | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     102000 | PA      | $104544.04    | 0.07%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                                       | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182432.88    | 0.12%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX 2025-BIO3 Mortgage Trust                                                                                                        | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102763.38    | 0.07%             | 2042-02-10      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-SDMF                                                                                                                 | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92798 | PA      | $92592.94     | 0.06%             | 2034-09-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                | CPPIB Capital Inc                                                                                                                  | CUSIP: 12593CBB6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     500000 | PA      | $369505.66    | 0.25%             | 2035-06-02      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                                                                       | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     290000 | PA      | $301323.10    | 0.20%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                              | Cali 2024-Sun                                                                                                                      | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100272.35    | 0.07%             | 2041-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                                                                            | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2100000 | PA      | $1586550.27   | 1.05%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                                                                            | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     998000 | PA      | $719363.97    | 0.48%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                                                                            | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    7725000 | PA      | $5576946.84   | 3.71%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                            | Canadian National Railway Co                                                                                                       | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     525000 | PA      | $524161.79    | 0.35%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                  | Capital Group Central Cash Fund                                                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |      12037 | NS      | $1203790.97   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $270067.59    | 0.18%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $358094.80    | 0.24%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     355000 | PA      | $340630.36    | 0.23%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                                                                            | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $180150.00    | 0.12%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      38372 | PA      | $38358.30     | 0.03%             | 2044-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                         | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                               | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $484819.58    | 0.32%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-29595.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2656.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $2284.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $11471.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-10187.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |          1 | NC      | $1242.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-45139.43    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-73674.05    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-65590.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-11400.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-57564.57    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-4979.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-4932.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-27981.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-3399.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-843.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-43711.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-10860.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD NOK                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-6658.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-1585.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-3363.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1439.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5143.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-16703.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1794.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-26503.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $51337.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                          | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-16805.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-427.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $19026.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-96680.78    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-7317.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $28556.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-20586.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-5799.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1063.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1053.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $3597.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1839.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                          | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-475.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $96132.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-16660.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $544.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $1663.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1344.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-711.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-835.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $91.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $1309.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2257.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                  | Durst Commercial Mortgage Trust 2025-151                                                                                           | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102112.30    | 0.07%             | 2042-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                                                                               | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150175.29    | 0.10%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                                                                               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26157.47     | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                                                                      | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $199703.10    | 0.13%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                                                                  | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19352.90     | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                                                                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     120000 | PA      | $116594.91    | 0.08%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96699 | PA      | $99356.95     | 0.07%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27020 | PA      | $27765.60     | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                                   | CUSIP: 3133CULL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     167631 | PA      | $174250.56    | 0.12%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 3140AQB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139383 | PA      | $144931.03    | 0.10%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51028 | PA      | $53042.93     | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151176 | PA      | $157145.07    | 0.10%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31866 | PA      | $32743.21     | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133889 | PA      | $139173.34    | 0.09%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                                   | CUSIP: 3142GTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135014 | PA      | $138705.51    | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     150000 | PA      | $132239.08    | 0.09%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252221.50    | 0.17%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     490000 | PA      | $503195.05    | 0.33%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                                            | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $104371.06    | 0.07%             | 2042-09-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                            | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      11000 | PA      | $11005.72     | 0.01%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                               | Hawaii Hotel Trust 2025-MAUI                                                                                                       | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98204.71     | 0.07%             | 2042-03-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards 2025-SPRL Mortgage Trust                                                                                              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109000 | PA      | $113102.67    | 0.08%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                            | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     340000 | PA      | $351983.48    | 0.23%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                            | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     217000 | PA      | $217122.49    | 0.14%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust        | Imprint Payments Credit Card Master Trust                                                                                          | CUSIP: 45333GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100290.00    | 0.07%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                                                                      | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351052.80    | 0.23%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                                                                      | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115116.32    | 0.08%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $236259.41    | 0.16%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                          | Korea Electric Power Corp                                                                                                          | CUSIP: 500631BD7<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $203164.19    | 0.14%             | 2028-02-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                   | Korea Gas Corp                                                                                                                     | CUSIP: 50066AAV5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $206533.76    | 0.14%             | 2029-07-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                 | LG Energy Solution Ltd                                                                                                             | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $203917.64    | 0.14%             | 2028-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                                                                                  | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37157.96     | 0.02%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                      | MMP Capital 2025-A LLC                                                                                                             | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102215.57    | 0.07%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     430000 | PA      | $442123.72    | 0.29%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2025-NQM3 Trust                                                                                                                | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      96541 | PA      | $96853.84     | 0.06%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100533.72    | 0.07%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FUTURES MORGAN STANLEY COC                       | FUTURES MORGAN STANLEY COC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     589000 | NS      | $589000.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                                                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50621.07     | 0.03%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909           | NYC Commercial Mortgage Trust 2025-28L                                                                                             | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153000 | PA      | $153438.91    | 0.10%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2025-NQM3 Trust                                                                                                                | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |      82533 | PA      | $83405.62     | 0.06%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2025-NQM19 Trust                                                                                                               | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |     301384 | PA      | $302127.67    | 0.20%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                            | Province of Ontario Canada                                                                                                         | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     950000 | PA      | $695830.45    | 0.46%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     355000 | PA      | $313344.12    | 0.21%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244640.16    | 0.16%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund III LLC                                                                                                         | CUSIP: 69122AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501634.60    | 0.33%             | 2034-03-27      | Fixed         | 8.77%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151141.07    | 0.10%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101807.35    | 0.07%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52586.33     | 0.03%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                                                                         | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     715000 | PA      | $736506.81    | 0.49%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     540000 | PA      | $538895.82    | 0.36%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                                                                              | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      70000 | PA      | $66327.77     | 0.04%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                                    | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153826.02    | 0.10%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                                                                                             | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     490000 | PA      | $492402.99    | 0.33%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2025-1 LLC                                                                                                   | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102199.21    | 0.07%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MOTHERSON GLOBAL INVSTMT                         | Motherson Global Investments BV                                                                                                    | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $204346.38    | 0.14%             | 2029-07-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                   | SWCH Commercial Mortgage Trust 2025-DATA                                                                                           | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99254.98     | 0.07%             | 2042-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                  | Sands China Ltd                                                                                                                    | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $203942.60    | 0.14%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust          | Securitized Term Auto Receivables Trust                                                                                            | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |       3112 | PA      | $3140.70      | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                                                      | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121730.76    | 0.08%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                                                      | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96667.54     | 0.06%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                                                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     290000 | PA      | $294845.64    | 0.20%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     159000 | PA      | $157520.68    | 0.10%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                   | US Bank NA                                                                                                                         | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     161478 | PA      | $162326.79    | 0.11%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     400000 | PA      | $397800.00    | 0.26%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     115000 | PA      | $113436.72    | 0.08%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORWARDS UBS COC                                 | FORWARDS UBS COC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     157000 | NS      | $157000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     102000 | PA      | $104508.48    | 0.07%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC CITIBANK COC                           | SWAP CCPC CITIBANK COC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     409000 | NS      | $409000.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2024-9                                                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |      83699 | PA      | $84329.71     | 0.06%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                  | Wingspire Equipment Finance 2024-1 LLC                                                                                             | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      68011 | PA      | $68428.03     | 0.05%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: BCGBB7HK2 IRS BRL R F 11.91000 BCGBB7HK2_FIX NDFPREDISWAP / Short: BCGBB7HK2 IRS BRL P V 00MBRCDI BCGBB7HK2_FLO NDFPREDISWAP | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    6400000 | OU      | $-48093.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BCGCQTSV0 IRS BRL R F 14.89000 BCGCQTSV0_FIX NDFPREDISWAP / Short: BCGCQTSV0 IRS BRL P V 00MBRCDI BCGCQTSV0_FLO NDFPREDISWAP | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    4880000 | OU      | $12597.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGCR4A68 IRS NOK R F  4.13500 BCGCR4A68_FIX CCPVANILLA / Short: SCGCR4A68 IRS NOK P V 06MNIBOR BCGCR4A68_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   14740000 | OU      | $-1993.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGCR3XH1 IRS NOK R F  4.13780 BCGCR3XH1_FIX CCPVANILLA / Short: SCGCR3XH1 IRS NOK P V 06MNIBOR BCGCR3XH1_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   14760000 | OU      | $-1952.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGCR3X57 IRS EUR R V 06MEURIB BCGCR3X57_FLO CCPVANILLA / Short: BCGCR3X57 IRS EUR P F  2.20320 BCGCR3X57_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1250000 | OU      | $-194.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGCR4A50 IRS EUR R V 06MEURIB BCGCR4A50_FLO CCPVANILLA / Short: BCGCR4A50 IRS EUR P F  2.20070 BCGCR4A50_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1250000 | OU      | $-155.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGDPFGH3 IRS SEK R V 03MSTIBR BCGDPFGH3_FLO CCPVANILLA / Short: BCGDPFGH3 IRS SEK P F  2.31320 BCGDPFGH3_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   22000000 | OU      | $17345.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGF0GFK7 IRS NOK R F  3.78980 BCGF0GFK7_FIX CCPVANILLA / Short: SCGF0GFK7 IRS NOK P V 06MNIBOR BCGF0GFK7_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    9350000 | OU      | $-11875.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGF0J1H3 IRS USD R V 12MSOFR BCGF0J1H3_FLO CCPOIS / Short: BCGF0J1H3 IRS USD P F  3.31300 BCGF0J1H3_FIX CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     970000 | OU      | $15366.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S978T5JQ0 CDS EUR R F  1.00000 Z978T5JQ0_FEE CCPITRAXX / Short: S978T5JQ0 CDS EUR P V 03MEVENT Z978T5JQ0_PRO CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7240000 | OU      | $196550.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S978T5JZ0 CDS EUR R F  5.00000 Z978T5JZ0_FEE CCPITRAXX / Short: S978T5JZ0 CDS EUR P V 03MEVENT Z978T5JZ0_PRO CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $123532.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B9796YTF3 CDS USD R V 03MEVENT Z9796YTF3_PRO CCPCDX / Short: B9796YTF3 CDS USD P F  5.00000 Z9796YTF3_FEE CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     375000 | OU      | $-28501.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGF9PW94 IRS SEK R V 03MSTIBR BCGF9PW94_FLO CCPVANILLA / Short: BCGF9PW94 IRS SEK P F  2.33270 BCGF9PW94_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13000000 | OU      | $12735.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGFAV771 IRS SEK R V 03MSTIBR BCGFAV771_FLO CCPVANILLA / Short: BCGFAV771 IRS SEK P F  2.35920 BCGFAV771_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $3412.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGFMKD42 IRS NOK R F  4.02580 BCGFMKD42_FIX CCPVANILLA / Short: SCGFMKD42 IRS NOK P V 06MNIBOR BCGFMKD42_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   37644000 | OU      | $-12106.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGFMUNH0 IRS NOK R F  4.09880 BCGFMUNH0_FIX CCPVANILLA / Short: SCGFMUNH0 IRS NOK P V 06MNIBOR BCGFMUNH0_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11000000 | OU      | $-129.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGFX9EX0 IRS SEK R V 03MSTIBR BCGFX9EX0_FLO CCPVANILLA / Short: BCGFX9EX0 IRS SEK P F  2.95920 BCGFX9EX0_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7388000 | OU      | $-1938.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGFX8HQ4 IRS NOK R F  4.05880 BCGFX8HQ4_FIX CCPVANILLA / Short: SCGFX8HQ4 IRS NOK P V 06MNIBOR BCGFX8HQ4_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3056000 | OU      | $-489.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGG16L11 IRS SEK R V 03MSTIBR BCGG16L11_FLO CCPVANILLA / Short: BCGG16L11 IRS SEK P F  2.97470 BCGG16L11_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9430000 | OU      | $-3895.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                             | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 2050100000 | PA      | $446257.75    | 0.30%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                         | MTN Mauritius Investments Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     400000 | PA      | $404741.00    | 0.27%             | 2026-10-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  672890000 | PA      | $463047.97    | 0.31%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     990000 | PA      | $985494.55    | 0.65%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                             | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1076100000 | PA      | $202771.04    | 0.13%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 1341390000 | PA      | $3561748.98   | 2.37%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   13090000 | PA      | $3307926.71   | 2.20%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                              | Kasikornbank PCL/Hong Kong                                                                                                         | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |     600000 | PA      | $592683.14    | 0.39%             | 2031-10-02      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     225000 | PA      | $259165.08    | 0.17%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | Brazil Notas do Tesouro Nacional Serie F                                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   12102000 | PA      | $1940802.58   | 1.29%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                         | Malaysia Government Investment Issue                                                                                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    3090000 | PA      | $766732.29    | 0.51%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4918000 | PA      | $2803737.60   | 1.86%             | 2030-12-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                      | Equinor ASA                                                                                                                        | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     250000 | PA      | $263070.64    | 0.17%             | 2032-05-22      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                                                           | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     270000 | PA      | $309959.24    | 0.21%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                         | Electricite de France SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $468399.46    | 0.31%             | 2026-12-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  443300000 | PA      | $1553486.75   | 1.03%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                | Iberdrola International BV                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $234774.70    | 0.16%             | 2026-01-28      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                    | Alpha Bank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |     100000 | PA      | $118415.44    | 0.08%             | 2031-06-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $351312.99    | 0.23%             | 2031-06-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     250000 | PA      | $280658.48    | 0.19%             | 2028-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                         | Electricite de France SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $689324.60    | 0.46%             | 2027-12-01      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| CHINA OIL & GAS GROUP                            | China Oil & Gas Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 52990063CVI7GDV4JZ06 | Long             | DBT              | CORP              | BM        |     220000 | PA      | $217050.06    | 0.14%             | 2026-06-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                                                                         | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     475000 | PA      | $524796.92    | 0.35%             | 2029-09-06      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                                                                    | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110439.22    | 0.07%             | 2028-10-04      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES SE                                 | TotalEnergies SE                                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     520000 | PA      | $603611.62    | 0.40%             | 2027-01-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     100000 | PA      | $109104.63    | 0.07%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     375000 | PA      | $432074.11    | 0.29%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6500000 | PA      | $308279.35    | 0.20%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     325000 | PA      | $355403.82    | 0.24%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                           | Brazil Letras do Tesouro Nacional                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2938000 | PA      | $535859.79    | 0.36%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                            | Philippine Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   62000000 | PA      | $1102670.65   | 0.73%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                                                                                       | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $600000.39    | 0.40%             | 2030-01-09      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     290000 | PA      | $357619.44    | 0.24%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                           | Brazil Letras do Tesouro Nacional                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2430000 | PA      | $415365.93    | 0.28%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     215000 | PA      | $259088.71    | 0.17%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                            | Bonos de la Tesoreria de la Republica en pesos                                                                                     | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 1025000000 | PA      | $1187367.90   | 0.79%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   35750000 | PA      | $1841244.27   | 1.22%             | 2029-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                         | Svenska Handelsbanken AB                                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     210000 | PA      | $260758.72    | 0.17%             | 2034-08-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EFSF                                             | European Financial Stability Facility                                                                                              | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     500000 | PA      | $584242.25    | 0.39%             | 2038-08-30      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                          | National Bank of Greece SA                                                                                                         | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |     100000 | PA      | $130921.47    | 0.09%             | 2034-01-03      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 6049940000 | PA      | $4413565.98   | 2.93%             | 2033-12-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                           | Brazil Letras do Tesouro Nacional                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6452000 | PA      | $1138953.23   | 0.76%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    2355000 | PA      | $2752533.33   | 1.83%             | 2029-04-12      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  826800000 | PA      | $577273.32    | 0.38%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     427000 | PA      | $414565.89    | 0.28%             | 2054-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EFSF                                             | European Financial Stability Facility                                                                                              | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     740000 | PA      | $857559.06    | 0.57%             | 2034-02-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     370000 | PA      | $376301.33    | 0.25%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     750000 | PA      | $904538.07    | 0.60%             | 2029-07-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1930000 | PA      | $2354213.79   | 1.56%             | 2034-07-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                             | Banco de Sabadell SA                                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $247165.64    | 0.16%             | 2034-06-27      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2100000 | PA      | $533001.26    | 0.35%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                            | Prologis Euro Finance LLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     200000 | PA      | $239539.73    | 0.16%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK THAILND                         | Export Import Bank of Thailand                                                                                                     | CUSIP: 000000000<br>LEI: 549300ITFBNFH0H6FK36 | Long             | DBT              | NUSS              | TH        |     250000 | PA      | $259224.70    | 0.17%             | 2029-05-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    3470000 | PA      | $891409.53    | 0.59%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                          | Novo Nordisk Finance Netherlands BV                                                                                                | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116864.24    | 0.08%             | 2034-05-21      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   56420000 | PA      | $8350533.81   | 5.55%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     700000 | PA      | $837353.32    | 0.56%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $359417.59    | 0.24%             | 2028-07-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     849000 | PA      | $544778.17    | 0.36%             | 2035-12-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    4475000 | PA      | $2522978.73   | 1.68%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    8900000 | PA      | $209067.03    | 0.14%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                          | San Miguel Global Power Holdings Corp                                                                                              | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $205747.92    | 0.14%             | 2029-06-12      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  160000000 | PA      | $783794.69    | 0.52%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERALLIA SA                                      | Verallia SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $344042.77    | 0.23%             | 2032-11-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2332000 | PA      | $2783967.36   | 1.85%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                                                                                                  | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     560000 | PA      | $650492.87    | 0.43%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                           | Brazil Letras do Tesouro Nacional                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   17035000 | PA      | $2143730.63   | 1.42%             | 2029-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1850000 | PA      | $244430.91    | 0.16%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   26860000 | PA      | $3824521.99   | 2.54%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                          | Severn Trent Utilities Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $234572.52    | 0.16%             | 2035-08-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bonds                          | Norway Government Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   11090000 | PA      | $1066616.87   | 0.71%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $352831.68    | 0.23%             | 2031-02-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     250000 | PA      | $337619.14    | 0.22%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                              | Albania Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     200000 | PA      | $238362.17    | 0.16%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     250000 | PA      | $258699.24    | 0.17%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    1435000 | PA      | $934960.63    | 0.62%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                         | New South Wales Treasury Corp                                                                                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    2142700 | PA      | $1391880.45   | 0.93%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    1500000 | PA      | $1788952.66   | 1.19%             | 2035-12-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $363382.24    | 0.24%             | 2037-03-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1164000 | PA      | $1358324.42   | 0.90%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                            | Philippine Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   17500000 | PA      | $305301.33    | 0.20%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                        | Orange SA                                                                                                                          | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $347984.65    | 0.23%             | 2035-05-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     450000 | PA      | $521843.71    | 0.35%             | 2045-10-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2700000 | PA      | $667514.42    | 0.44%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                     | Amprion GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $469285.78    | 0.31%             | 2036-06-05      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                                    | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     320000 | PA      | $373615.95    | 0.25%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                         | Agence Francaise de Developpement EPIC                                                                                             | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $580199.95    | 0.39%             | 2030-09-30      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5558700 | PA      | $286107.52    | 0.19%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                                                                             | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    4870000 | PA      | $690627.58    | 0.46%             | 2030-06-13      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                         | Toyota Finance Australia Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     625000 | PA      | $731010.79    | 0.49%             | 2029-01-16      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    1105000 | PA      | $1288340.93   | 0.86%             | 2032-12-13      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     245000 | PA      | $283763.64    | 0.19%             | 2035-07-18      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                             | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  459700000 | PA      | $113745.74    | 0.08%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                         | BHP Billiton Finance Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $347509.56    | 0.23%             | 2035-09-04      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    5450000 | PA      | $6457075.13   | 4.29%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     955000 | PA      | $1116033.84   | 0.74%             | 2030-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     195000 | PA      | $226098.37    | 0.15%             | 2055-10-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     610000 | PA      | $712030.25    | 0.47%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     430000 | PA      | $504606.68    | 0.34%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     400000 | PA      | $461148.24    | 0.31%             | 2040-09-29      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  134750000 | PA      | $834793.63    | 0.55%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  532850000 | PA      | $3301125.49   | 2.19%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  387050000 | PA      | $2444253.86   | 1.62%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  210000000 | PA      | $1293590.08   | 0.86%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     250000 | PA      | $291897.94    | 0.19%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                                                                                | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   31600000 | PA      | $530610.90    | 0.35%             | 2032-11-03      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                          | BMS Ireland Capital Funding DAC                                                                                                    | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $114857.70    | 0.08%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                          | BMS Ireland Capital Funding DAC                                                                                                    | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     321000 | PA      | $375746.73    | 0.25%             | 2030-11-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | ICE 3MTH SONIA FU DEC25                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         40 | NC      | $11812.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE MAR26                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         93 | NC      | $-58476.98    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT MAR26                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        150 | NC      | $-4075.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR26                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -70 | NC      | $63992.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          9 | NC      | $-15896.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE MAR26                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          1 | NC      | $-388.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE MAR26                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          3 | NC      | $-2329.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -2 | NC      | $2026.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          3 | NC      | $-1896.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -29 | NC      | $8531.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -28 | NC      | $-1122.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -74 | NC      | $16288.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE MAR26                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          3 | NC      | $5374.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         12 | NC      | $3682.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          5 | NC      | $-30139.33    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 5YR BOND FUT MAR26                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         28 | NC      | $-20443.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND FUT MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        107 | NC      | $5236.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   40000000 | PA      | $260893.80    | 0.17%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | Brazil Notas do Tesouro Nacional Serie B                                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1062145 | PA      | $168845.10    | 0.11%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1880000 | PA      | $474194.12    | 0.32%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    8809000 | PA      | $10675607.89  | 7.10%             | 2029-10-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     700000 | PA      | $880946.05    | 0.59%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2965000 | PA      | $2811132.08   | 1.87%             | 2035-07-31      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1129000 | PA      | $936698.80    | 0.62%             | 2053-08-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     390000 | PA      | $456374.38    | 0.30%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                            | Philippine Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   17900000 | PA      | $310377.16    | 0.21%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                             | Stillwater Mining Co                                                                                                               | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198715.25    | 0.13%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                              | GENM Capital Labuan Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     400000 | PA      | $362672.59    | 0.24%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-04

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst