# EDGAR Filing Document

**Accession Number:** 0001450011
**File Stem:** 0001099263-26-003086
**Filing Date:** 2026-3
**Character Count:** 89424
**Document Hash:** 443c842fe75b4ea4cf568b315169fd28
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003086.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003086

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22250
- **FILM NUMBER:** 26705908

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO ETF Trust

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

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

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

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 400-4383

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-06-30

- **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:** $211752690.69

**Total Liabilities:** $752762.10

**Net Assets:** $210999928.59

**Cash Not Reported:** $279721.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8651.973000 | **1-Year:** 6022.853500 | **5-Year:** 1319.633300 | **10-Year:** 72.833400 | **30-Year:** 0.000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215593 | 0.38%                | 0.33%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $113503.29               | $-156056.58                                |
| Month 2  | $-6328.56                | $50119.35                                  |
| Month 3  | $-35053.32               | $15201.10                                  |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                                                                | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| STANDARD CHARTERED PLC                                              | STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR    | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $505153.29    | 0.24%             | 2027-07-06      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                        | KEYSPAN GAS EAST CORP UNSECURED 144A 08/26 2.742      | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     940000 | PA      | $930544.22    | 0.44%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                  | CONAGRA FOODS INC. 01/26 ZCP                          | CUSIP: 20600HAD6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299566.80    | 0.14%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                | KEURIG DR PEPPER 01/26 ZCP                            | CUSIP: 49271KA79<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1798684.02   | 0.85%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                         | EQUIFAX INC                                           | CUSIP: 29442LA99<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $799236.96    | 0.38%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | J P MORGAN TERM REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    7000000 | PA      | $7000000.00   | 3.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                          | JAPAN TREASURY DISC BILL BILLS 01/26 0.00000          | CUSIP: ACI30PFP2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1121800000 | PA      | $7161386.72   | 3.39%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 09/27 VAR    | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401738.44    | 0.19%             | 2027-09-02      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                           | FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875  | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     700000 | PA      | $684409.34    | 0.32%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2023-A                                      | BMW VEHICLE OWNER TRUST BMWOT 2023 A A3               | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     424430 | PA      | $427037.92    | 0.20%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H20                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H20 FA        | CUSIP: 38384LB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1003044 | PA      | $1006400.93   | 0.48%             | 2075-09-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FL        | CUSIP: 38383KDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236689 | PA      | $239308.68    | 0.11%             | 2073-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BMW CANADA AUTO TRUST 2024-1A                                       | BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A            | CUSIP: 05570XCL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     236886 | PA      | $173452.75    | 0.08%             | 2027-07-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                         | BNP PARIBAS 144A 01/27 VAR                            | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $999068.13    | 0.47%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| CHANEL CERES PLC                                                    | CHANEL CERES PLC COMPANY GUAR REGS 07/26 0.5          | CUSIP: ACI1RSPS4<br>LEI: 549300FLG0WWSVNA4480 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1739013.21   | 0.82%             | 2026-07-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                          | FANNIE MAE FNR 2024 103 FJ                            | CUSIP: 3136BUPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     370974 | PA      | $372375.94    | 0.18%             | 2055-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA 144A 01/27 VAR                                | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $500309.64    | 0.24%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                             | HCA INC DISC COML PAPER 01/26 ZCP                     | CUSIP: 40412DAS8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299121.54    | 0.14%             | 2026-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260107                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $37866.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                     | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17 | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |     814000 | PA      | $799432.65    | 0.38%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                               | AIR LEASE CORP DISC COML 01/26 ZCP                    | CUSIP: 00913XAC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1897438.04   | 0.90%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-2A                                       | HPEFS EQUIPMENT TRUST HPEFS 2025 2A A2 144A           | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1201828.92   | 0.57%             | 2032-11-22      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                               | AON NORTH AMERICA INC AON NORTH AMERICA INC           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2405316.80   | 1.14%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                   | EVERSOURCE ENERGY SR UNSECURED 01/27 5                | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1210818.70   | 0.57%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                    | SOCIETE GENERALE REGS 01/27 VAR                       | CUSIP: 83368TBQ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $600337.46    | 0.28%             | 2027-01-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                        | ILLUMINA INC SR UNSECURED 09/26 4.65                  | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003538.90   | 0.48%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                  | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6            | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     187000 | PA      | $185754.77    | 0.09%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL FA3649 FN 06/29 FIXED VAR                   | CUSIP: 3140W4BT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3501679 | PA      | $3454162.20   | 1.64%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                             | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR        | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994946.51    | 0.47%             | 2027-03-09      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95      | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1002301.07   | 0.48%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                  | BANK OF AMERICA NA SR UNSECURED 08/26 VAR             | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1406165.68   | 0.67%             | 2026-08-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                           | FANNIE MAE FNR 2025 18 FM                             | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2425264 | PA      | $2433814.86   | 1.15%             | 2054-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-2A                                  | LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A      | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     341025 | PA      | $343052.72    | 0.16%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-B                                       | TESLA AUTO LEASE TRUST TESLA 2024 B A2B 144A          | CUSIP: 881934AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     237186 | PA      | $237243.66    | 0.11%             | 2027-01-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                            | FANNIE MAE FNR 2025 4 FB                              | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136054 | PA      | $136567.79    | 0.06%             | 2053-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1                       | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A  | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63321 | PA      | $60763.87     | 0.03%             | 2055-11-25      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                       | FLEX LTD SR UNSECURED 02/26 3.75                      | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     704000 | PA      | $703415.69    | 0.33%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2023-A                                        | ARI FLEET LEASE TRUST ARIFL 2023 A A2 144A            | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      67285 | PA      | $67318.85     | 0.03%             | 2032-02-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                               | CITIGROUP GLOBAL MARKETS COMPANY GUAR 01/26 VAR       | CUSIP: 17291LZM0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800109.82    | 0.38%             | 2026-01-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-1                                            | FANNIE MAE FNR 2025 1 FD                              | CUSIP: 3136BUZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141452 | PA      | $142056.16    | 0.07%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                               | CROWN CASTLE 01/26 ZCP                                | CUSIP: 22823QAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2793491.12   | 1.32%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                | WEYERHAEUSER CO SR UNSECURED 07/26 7.35               | CUSIP: 969133AJ6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1014648.58   | 0.48%             | 2026-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                             | FREDDIE MAC FHR 5495 AF                               | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     491630 | PA      | $493343.42    | 0.23%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST                          | TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 B A3          | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     994010 | PA      | $1004599.39   | 0.48%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                          | JAPAN TREASURY DISC BILL BILLS 01/26 0.00000          | CUSIP: ACI30X0D8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   97100000 | PA      | $619804.10    | 0.29%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                             | FREDDIE MAC FHR 5544 F                                | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     583163 | PA      | $586318.74    | 0.28%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                        | ING GROEP NV SR UNSECURED REGS 01/26 4.625            | CUSIP: N4580HAA5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1550000 | PA      | $1550096.41   | 0.73%             | 2026-01-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2018-BGS                              | COMMONBOND STUDENT LOAN TRUST CBSLT 2018 BGS A1 144A  | CUSIP: 20268MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     361330 | PA      | $349045.41    | 0.17%             | 2045-09-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A          | GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A        | CUSIP: 36252MDE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      27524 | PA      | $20088.97     | 0.01%             | 2026-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                           | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $995767.72    | 0.47%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | US TREASURY N/B 09/27 3.5                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2300000 | PA      | $2300628.91   | 1.09%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2018-A                                | COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A         | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     347561 | PA      | $348080.84    | 0.16%             | 2047-12-26      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5491                                             | FREDDIE MAC FHR 5491 FL                               | CUSIP: 3137HJ5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163286 | PA      | $163907.95    | 0.08%             | 2055-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                        | JDE PEET S NV COMPANY GUAR 144A 01/27 1.375           | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    1655000 | PA      | $1603904.92   | 0.76%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2023-AA                                      | CHASE AUTO OWNER TRUST CHAOT 2023 AA A3 144A          | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1029023 | PA      | $1040056.02   | 0.49%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                  | COOPERATIEVE RABOBANK UA 144A 02/27 VAR               | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $1792172.16   | 0.85%             | 2027-02-24      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                             | FREDDIE MAC FHR 5513 MF                               | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2514311 | PA      | $2525067.24   | 1.20%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                             | HCA INC DISC COML PAPER 02/26 ZCP                     | CUSIP: 40412DB24<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597755.46    | 0.28%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260107                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $10092.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                    | ABN AMRO BANK NV 144A 12/28 VAR                       | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $401505.95    | 0.19%             | 2028-12-03      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260107                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $29072.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2020-AGS                              | COMMONBOND STUDENT LOAN TRUST CBSLT 2020 AGS A 144A   | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     842715 | PA      | $759719.61    | 0.36%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                             | BANK OF NOVA SCOTIA COVERED 144A 03/28 4.299          | CUSIP: 06418BAK4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1013246.90   | 0.48%             | 2028-03-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                           | FANNIE MAE FNR 2025 12 FG                             | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158645 | PA      | $159422.90    | 0.08%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H08                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H08 FM        | CUSIP: 38376R2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     635014 | PA      | $638730.12    | 0.30%             | 2067-03-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                | WEYERHAEUSER CO SR UNSECURED 05/26 4.75               | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    1244000 | PA      | $1246766.12   | 0.59%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                               | CAMPBELLS COMPANY/THE SR UNSECURED 03/26 5.3          | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1188841.30   | 0.56%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5567                                             | FREDDIE MAC FHR 5567 FB                               | CUSIP: 3137HMEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     806896 | PA      | $812080.65    | 0.38%             | 2055-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORPORATION                                        | TRUIST FINANCIAL CORP SR UNSECURED 03/27 VAR          | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1990187.58   | 0.94%             | 2027-03-02      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                             | NTT FINANCE CORP SR UNSECURED 144A 07/27 4.567        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     500000 | PA      | $504546.83    | 0.24%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA                   | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A       | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71294 | PA      | $67519.02     | 0.03%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                           | FANNIE MAE FNR 2025 18 FA                             | CUSIP: 3136BU7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     559583 | PA      | $562072.37    | 0.27%             | 2053-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-6                                            | FANNIE MAE FNR 2025 6 FA                              | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     144697 | PA      | $145398.84    | 0.07%             | 2055-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                               | AIR LEASE CORP DISC COML 01/26 ZCP                    | CUSIP: 00913XA86<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1198924.56   | 0.57%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP          | NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 03/27 4.5  | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1753503.17   | 0.83%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                              | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR    | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1498789.13   | 0.71%             | 2027-01-14      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                       | ALLSTATE CORP SR UNSECURED 12/26 3.28                 | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     180000 | PA      | $179100.00    | 0.08%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                 | ALEXANDRIA REAL ESTATE E COMPANY GUAR 04/26 3.8       | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3076565.21   | 1.46%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2024-2          | GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A    | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     412800 | PA      | $414564.33    | 0.20%             | 2027-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                          | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625    | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $199619.65    | 0.09%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CAD SOLD USD 20260114                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-1611.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                          | JAPAN TREASURY DISC BILL BILLS 01/26 0.00000          | CUSIP: ACI2YMTG9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  845900000 | PA      | $5399508.66   | 2.56%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FH        | CUSIP: 38385K4D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1000189.60   | 0.47%             | 2054-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029   | FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A            | CUSIP: 3137HHH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     422259 | PA      | $422236.42    | 0.20%             | 2027-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                    | DEUTSCHE BANK NY 01/26 4.1                            | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $999955.94    | 0.47%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                             | EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.3       | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    2142000 | PA      | $2112230.31   | 1.00%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-CA                   | NAVIENT STUDENT LOAN TRUST NAVSL 2021 CA A 144A       | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     635220 | PA      | $583043.25    | 0.28%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-A                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A    | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     469616 | PA      | $478403.70    | 0.23%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2084446.46   | 0.99%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XVI LLC 2024-1A                                    | OSCAR US FUNDING TRUST OSCAR 2024 1A A2 144A          | CUSIP: 68784GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |      68578 | PA      | $68621.12     | 0.03%             | 2027-02-10      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)         | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375  | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $114290.93    | 0.05%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2A 144A  | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     387809 | PA      | $368914.40    | 0.17%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD 2017-27A                                      | VENTURE CDO LTD VENTR 2017 27A AR 144A                | CUSIP: 92331LBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8774 | PA      | $8784.70      | 0.00%             | 2030-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                              | APIDOS CLO APID 2012 11A AR4 144A                     | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600723.70    | 0.28%             | 2034-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORPORATION                                      | MANULIFE FINANCIAL CORP SR UNSECURED 03/26 4.15       | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2000375.48   | 0.95%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                    | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A         | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     177501 | PA      | $175201.11    | 0.08%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                    | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875          | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     893000 | PA      | $893193.04    | 0.42%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL X LTD 2021-1A                                   | FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A     | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001119.66   | 0.47%             | 2033-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                          | JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1                  | CUSIP: ACI2M7VN7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   46300000 | PA      | $295576.32    | 0.14%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 LLC                               | ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A     | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     264123 | PA      | $265089.40    | 0.13%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-204                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 204 FH        | CUSIP: 38385KEJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1001718.75   | 0.47%             | 2055-12-20      | Floating      | 4.89%                 | No            |                  3 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                  | AMERICAN HONDA FINANCE SR UNSECURED 08/27 VAR         | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     900000 | PA      | $902080.11    | 0.43%             | 2027-08-13      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H24                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H24 FA        | CUSIP: 38384LJ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     696868 | PA      | $696547.44    | 0.33%             | 2073-02-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 TRUST                                                 | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A       | CUSIP: 67448DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378457 | PA      | $368120.35    | 0.17%             | 2062-01-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                                          | FANNIE MAE FNR 2024 100 FA                            | CUSIP: 3136BUFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     407601 | PA      | $408954.84    | 0.19%             | 2054-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260113                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $4204.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                             | HCA INC DISC COML PAPER 02/26 ZCP                     | CUSIP: 40412DBC2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $796097.20    | 0.38%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                              | NXP BV/NXP FUNDING LLC COMPANY GUAR 03/26 5.35        | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     108000 | PA      | $108008.08    | 0.05%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                  | FANNIE MAE FNR 2025 35 FB                             | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     248636 | PA      | $249986.20    | 0.12%             | 2055-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2025-1A                               | TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A     | CUSIP: 89621ACC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1003840.30   | 0.48%             | 2030-09-26      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                        | SYNOPSYS INC SR UNSECURED 04/27 4.55                  | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503781.15    | 0.24%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-47                                           | FANNIE MAE FNR 2014 47 AF                             | CUSIP: 3136AKTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     529677 | PA      | $524788.63    | 0.25%             | 2044-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                               | CROWN CASTLE 01/26 ZCP                                | CUSIP: 22823QAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299267.82    | 0.14%             | 2026-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                             | HCA INC DISC COML PAPER 01/26 ZCP                     | CUSIP: 40412DAL3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798213.52    | 0.38%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                        | ARI FLEET LEASE TRUST ARIFL 2024 B A2 144A            | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485935 | PA      | $489508.85    | 0.23%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                     | AES CORP/THE SR UNSECURED 01/26 1.375                 | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1867000 | PA      | $1864870.50   | 0.88%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99888.43     | 0.05%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-3A                                  | LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A2 144A      | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199538 | PA      | $199666.97    | 0.09%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                      | PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR         | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400635.95    | 0.19%             | 2026-07-22      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2A LTD                                                | VOYA CLO LTD VOYA 2019 2A AR 144A                     | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     553367 | PA      | $553730.10    | 0.26%             | 2032-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | US TREASURY N/B 10/28 3.5                             | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1498652.34   | 0.71%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                           | JABIL INC                                             | CUSIP: 46652MA70<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     900000 | PA      | $899233.47    | 0.43%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H03                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H03 FS        | CUSIP: 38375UEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     635127 | PA      | $637413.31    | 0.30%             | 2064-02-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260113                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1000.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5410                                             | FREDDIE MAC FHR 5410 FB                               | CUSIP: 3137HCUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     459452 | PA      | $462493.85    | 0.22%             | 2054-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                    | PNC FINANCIAL SERVICES SR UNSECURED 01/27 VAR         | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1341558.00   | 0.64%             | 2027-01-26      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                        | UBS GROUP AG SR UNSECURED 144A 01/27 VAR              | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2100000 | PA      | $2100821.69   | 1.00%             | 2027-01-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC              | TESLA LEASE ELECTRIC VEHICLE S TLEVS 2025 A A2 144A   | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1503430.05   | 0.71%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260105                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $585.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260113                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $42655.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                    | DEUTSCHE BANK NY 03/26 1.686                          | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1178000 | PA      | $1172405.27   | 0.56%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XIV-B LTD                                        | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A        | CUSIP: 66860CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     537607 | PA      | $537892.92    | 0.25%             | 2031-11-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5498                                             | FREDDIE MAC FHR 5498 FC                               | CUSIP: 3137HHWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256849 | PA      | $257820.39    | 0.12%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SB1721 FR 10/29 FIXED 2.5           | CUSIP: 3132CX4E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2841856 | PA      | $2804497.66   | 1.33%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                  | CONAGRA FOODS INC.                                    | CUSIP: 20600HA79<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     800000 | PA      | $799382.48    | 0.38%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA                   | NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A      | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450827 | PA      | $436559.60    | 0.21%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F         | CUSIP: 38384LA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     997537 | PA      | $1001976.17   | 0.47%             | 2075-10-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2025-C                                 | NAVIENT REFINANCE LOAN TRUST NAVRL 2025 C A 144A      | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     484789 | PA      | $486261.38    | 0.23%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-25                                           | FANNIE MAE FNR 2016 25 FL                             | CUSIP: 3136ART24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179056 | PA      | $177177.38    | 0.08%             | 2046-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                          | MARRIOTT INTERNATION                                  | CUSIP: 57163UA22<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     800000 | PA      | $799828.40    | 0.38%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5538                                             | FREDDIE MAC FHR 5538 AF                               | CUSIP: 3137HKXR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     496689 | PA      | $499989.84    | 0.24%             | 2055-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                               | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A          | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     102863 | PA      | $102929.07    | 0.05%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                  | SO. CALIF EDISON                                      | CUSIP: 8424C1AF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299496.69    | 0.14%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                           | JABIL INC                                             | CUSIP: 46652MAC9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299562.36    | 0.14%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A     | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     512524 | PA      | $509180.33    | 0.24%             | 2053-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5516                                             | FREDDIE MAC FHR 5516 FB                               | CUSIP: 3137HKBL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     562869 | PA      | $564955.36    | 0.27%             | 2055-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP SR UNSECURED 03/26 1.65                   | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993778.79    | 0.47%             | 2026-03-25      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST           | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $986682.68    | 0.47%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                    | SAN DIEGO GAS + ELEC                                  | CUSIP: 79744KAL4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     700000 | PA      | $698407.08    | 0.33%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                 | ELECTRONIC ARTS INC SR UNSECURED 03/26 4.8            | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     202000 | PA      | $202010.70    | 0.10%             | 2026-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2A                                   | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A2 144A        | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     217076 | PA      | $217816.41    | 0.10%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                             | HCA INC DISC COML PAPER 01/26 ZCP                     | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399779.84    | 0.19%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4291                                             | FREDDIE MAC FHR 4291 MF                               | CUSIP: 3137B7A66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     386977 | PA      | $384547.55    | 0.18%             | 2054-01-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                      | PROTECTIVE LIFE GLOBAL SECURED 144A 04/26 VAR         | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400425.74    | 0.19%             | 2026-04-10      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                | NORINCHUKIN BANK SR UNSECURED 144A 09/27 4.867        | CUSIP: 656029AJ4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1010804.68   | 0.48%             | 2027-09-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                                 | SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A         | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75084 | PA      | $75143.74     | 0.04%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 FD        | CUSIP: 38376RE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271371 | PA      | $272929.63    | 0.13%             | 2066-11-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H18                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H18 FL        | CUSIP: 38384LTU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1483269 | PA      | $1498167.99   | 0.71%             | 2075-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL BM3267 FN 01/28 FIXED VAR                   | CUSIP: 3140J7TZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     543995 | PA      | $541639.22    | 0.26%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-GA                   | NAVIENT STUDENT LOAN TRUST NAVSL 2019 GA A 144A       | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63358 | PA      | $61882.49     | 0.03%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD EUR BOUGHT USD 20260114                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-26048.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                | NORINCHUKIN BANK SR UNSECURED 144A 09/26 1.284        | CUSIP: 656029AG0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $195987.30    | 0.09%             | 2026-09-22      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260105                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2165.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-101                                          | FANNIE MAE FNR 2024 101 FB                            | CUSIP: 3136BUFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     700342 | PA      | $702784.25    | 0.33%             | 2055-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                  | CREDIT AGRICOLE SA 144A 01/27 VAR                     | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $997932.55    | 0.47%             | 2027-01-26      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 TRUST                                                 | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A        | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     499766 | PA      | $453380.97    | 0.21%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | DEUTSCHE BANK REPO REPO                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   40700000 | PA      | $40700000.00  | 19.29%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                  | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A     | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     154439 | PA      | $153695.42    | 0.07%             | 2069-04-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5499                                             | FREDDIE MAC FHR 5499 FH                               | CUSIP: 3137HJWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207410 | PA      | $208192.77    | 0.10%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CAD BOUGHT USD 20260114                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-16916.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JABIL INC                                                           | JABIL INC                                             | CUSIP: 46652MAE5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1297788.18   | 0.62%             | 2026-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                  | CONAGRA BRANDS INC SR UNSECURED 10/26 5.3             | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2017283.20   | 0.96%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                    | BERRY GLOBAL INC SR SECURED 01/26 1.57                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699308.99    | 0.33%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                  | SO. CALIF EDISON                                      | CUSIP: 8424C1A81<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399641.80    | 0.19%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | BARCLAYS PLC SR UNSECURED 01/26 4.375                 | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200014.70    | 0.09%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8       | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506436.17    | 0.24%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DENSO CORPORATION                                                   | DENSO CORP SR UNSECURED 144A 09/26 1.239              | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |     222000 | PA      | $217794.90    | 0.10%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                           | JABIL INC                                             | CUSIP: 46652MAD7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599051.94    | 0.28%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                               | ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR          | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1202688.72   | 0.57%             | 2027-01-07      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                                             | FREDDIE MAC FHR 5532 FA                               | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1138813 | PA      | $1143897.30   | 0.54%             | 2055-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GCCT-2021-1A                                                        | GOLDEN CREDIT CARD TRUST GCCT 2021 1A A 144A          | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $786517.60    | 0.37%             | 2028-08-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL BS9105 FN 07/28 FIXED 4.96                  | CUSIP: 3140LLDK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1493735 | PA      | $1529357.46   | 0.72%             | 2028-07-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5526                                             | FREDDIE MAC FHR 5526 FA                               | CUSIP: 3137HKT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     955330 | PA      | $958697.83    | 0.45%             | 2054-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H29                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H29 SA        | CUSIP: 38375BZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201836 | PA      | $202022.40    | 0.10%             | 2062-10-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                               | CROWN CASTLE INC SR UNSECURED 06/26 3.7               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2092000 | PA      | $2087648.66   | 0.99%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-EA                                  | NAVIENT STUDENT LOAN TRUST NAVSL 2019 EA A2A 144A     | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89396 | PA      | $88221.45     | 0.04%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II 2024-1A                                 | MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A          | CUSIP: 576339DZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    1500000 | PA      | $1500474.00   | 0.71%             | 2028-01-21      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                     | SBA TOWER TRUST ASSET BACKED 144A 07/50 1.884         | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1997791.60   | 0.95%             | 2050-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON/THE                                         | BANK OF NEW YORK MELLON SR UNSECURED 04/27 VAR        | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500917.13    | 0.24%             | 2027-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC 2025-1A                                                   | DLLAA LLC DLLAA 2025 1A A2 144A                       | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     608544 | PA      | $611006.54    | 0.29%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                        | ING GROEP NV SR UNSECURED 144A 01/26 4.625            | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $400024.88    | 0.19%             | 2026-01-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                           | HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP               | CUSIP: 40460KA87<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1098948.18   | 0.52%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                           | HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP               | CUSIP: 40460KAD6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399376.24    | 0.19%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES | FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A  | CUSIP: 345214BJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     310664 | PA      | $229282.23    | 0.11%             | 2028-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                             | FREDDIE MAC FHR 5517 FE                               | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     556003 | PA      | $560788.63    | 0.27%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5                              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A  | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     541147 | PA      | $545347.19    | 0.26%             | 2029-01-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                     | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2B 144A         | CUSIP: 89239NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     860962 | PA      | $861432.52    | 0.41%             | 2027-07-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORPORATION 01/26 ZCP                          | CUSIP: 6840C3AG8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399319.20    | 0.19%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-3                                      | CARMAX AUTO OWNER TRUST CARMX 2022 3 A3               | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75729 | PA      | $75728.74     | 0.04%             | 2027-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-CA                                  | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A      | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     280293 | PA      | $277566.84    | 0.13%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                     | TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A         | CUSIP: 891943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      96478 | PA      | $96498.32     | 0.05%             | 2027-02-22      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                  | FANNIE MAE FNR 2025 35 FM                             | CUSIP: 3136BVJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186973 | PA      | $188380.44    | 0.09%             | 2055-05-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                 | NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR       | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $503133.10    | 0.24%             | 2027-05-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                | ERAC USA FINANCE LLC                                  | CUSIP: 26882SAC0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     900000 | PA      | $898833.24    | 0.43%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97                    | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 FA         | CUSIP: 38382VER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     947504 | PA      | $835643.55    | 0.40%             | 2051-06-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** PIMCO ETF Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer