# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-011883
**Filing Date:** 2026-2
**Character Count:** 159868
**Document Hash:** e9b4e4805a8fcc6c595f09aebc9fc5e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-011883.hdr.sgml**: 20260213

**ACCESSION NUMBER**: 0001410368-26-011883

**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:** 26630960

**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 Ultra Short Income ETF (Series ID: S000085085)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000249949 | Share class  | CGUI            |

## 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 Ultra Short Income ETF

- **b. EDGAR series identifier (if any):** S000085085

- **c. LEI of Series:** 2549004RX8IEKSOGFS38

**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:** $186846696.50

**Total Liabilities:** $227662.50

**Net Assets:** $186619034.00

**Cash Not Reported:** $205403.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1888.06000000 | **1-Year:** -5999.90000000 | **5-Year:** -1143.96000000 | **10-Year:** -16.17000000 | **30-Year:** -0.80000000

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

- **3-Month:** -164.13000000 | **1-Year:** -616.17000000 | **5-Year:** -168.66000000 | **10-Year:** -174.88000000 | **30-Year:** -84.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249949 | 0.25%                | 0.45%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-74216.45               | $24086.61                                  |
| Month 2  | $14541.55                | $45489.55                                  |
| Month 3  | $17092.39                | $63927.19                                  |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST                                         | ACHV ABS TRUST 2024-2PL                                                                                               | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39142 | PA      | $39376.28     | 0.02%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                         | ACHV ABS Trust 2024-3AL                                                                                               | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282074 | PA      | $284998.65    | 0.15%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                         | ACHV ABS Trust 2025-1PL                                                                                               | CUSIP: 00112MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32845 | PA      | $32973.52     | 0.02%             | 2032-04-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2021-SFR3 Trust                                                                                                  | CUSIP: 00180UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97627.10     | 0.05%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $249573.43    | 0.13%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-X2                                                                             | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19212 | PA      | $19217.95     | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                                                                              | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1051682.94   | 0.56%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X1                                                                             | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71198 | PA      | $71306.52     | 0.04%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X2                                                                             | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456800 | PA      | $458454.53    | 0.25%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                                                                                        | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549709.58    | 0.29%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE                                       | Province of Alberta Canada                                                                                            | CUSIP: 01306NA57<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |   3000000 | PA      | $2998480.50   | 1.61%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                               | Alexandria Real Estate Equities Inc                                                                                   | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    400000 | PA      | $400005.04    | 0.21%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                       | Altria Group Inc                                                                                                      | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1700009.06   | 0.91%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2025-2                                                                   | CUSIP: 024938AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144366 | PA      | $144639.11    | 0.08%             | 2028-09-12      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                          | Amphenol Corp                                                                                                         | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499621.80    | 0.27%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XI LLC                                                                             | CUSIP: 03236XAC1<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402418.48    | 0.22%             | 2028-10-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                                | Ansley Park Capital 2025-A LLC                                                                                        | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163000 | PA      | $163556.16    | 0.09%             | 2035-04-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                    | Elevance Health Inc                                                                                                   | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200913.75    | 0.11%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                    | Apex Credit CLO 2021-II LLC                                                                                           | CUSIP: 03755QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    312000 | PA      | $311857.73    | 0.17%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                           | Ares LIII CLO Ltd                                                                                                     | CUSIP: 04009GBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    339000 | PA      | $339236.62    | 0.18%             | 2036-10-24      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                | Arthur J Gallagher & Co                                                                                               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    874000 | PA      | $883732.87    | 0.47%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                        | AstraZeneca PLC                                                                                                       | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $495863.26    | 0.27%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd                                                                             | CUSIP: 05253CDL7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |   1000000 | PA      | $988684.30    | 0.53%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2024-1 LLC                                                                                      | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $259773.27    | 0.14%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2023-1 LLC                                                                                      | CUSIP: 05335JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151985.43    | 0.08%             | 2030-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                         | Avant Credit Card Master Trust                                                                                        | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200492.36    | 0.11%             | 2029-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199603.31    | 0.11%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     53000 | PA      | $52931.62     | 0.03%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $296528.13    | 0.16%             | 2027-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     66667 | PA      | $66857.34     | 0.04%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503385.20    | 0.27%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGL2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252527.25    | 0.14%             | 2027-10-20      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506212.90    | 0.27%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $763429.05    | 0.41%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                                                                         | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    876000 | PA      | $871238.92    | 0.47%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                               | Brex Commercial Charge Card Master Trust                                                                              | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1321000 | PA      | $1325088.50   | 0.71%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2022-AHP                                                                                 | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $129955.42    | 0.07%             | 2039-01-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                                                                  | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2189813.91   | 1.17%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                                                                  | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900448.29    | 0.48%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                                                                      | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $400549.79    | 0.21%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                                                                               | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $600145.22    | 0.32%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2017-BNK4                                                                                                        | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $396269.28    | 0.21%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                          | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $500036.75    | 0.27%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                          | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1925000 | PA      | $1933498.24   | 1.04%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                                                                              | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42954.59     | 0.02%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                                                                              | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85319.35     | 0.05%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                           | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                               | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93695 | PA      | $94074.93     | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                         | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796958.82    | 0.43%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202134.32    | 0.11%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $2016703.55   | 1.08%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299441.12    | 0.16%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                   | Boston Properties LP                                                                                                  | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    450000 | PA      | $449687.29    | 0.24%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                   | Boston Properties LP                                                                                                  | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    825000 | PA      | $816641.54    | 0.44%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2023-NQM8                                                                             | CUSIP: 10567MAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     61861 | PA      | $62355.81     | 0.03%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2023-1                                                                  | CUSIP: 108056AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159258 | PA      | $159892.18    | 0.09%             | 2029-08-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2025-4                                                                  | CUSIP: 10807UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    631000 | PA      | $631730.38    | 0.34%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                                                          | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150579.74    | 0.08%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                                                                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1256644.55   | 0.67%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $751616.09    | 0.40%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                           | CD 2017-CD6 Mortgage Trust                                                                                            | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19000 | PA      | $18769.42     | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust                                                                                                 | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374270 | PA      | $378714.25    | 0.20%             | 2032-04-14      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB13 LLC                                                                                                    | CUSIP: 12530VAA3<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |     79378 | PA      | $78501.49     | 0.04%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                        | CLI Funding VIII LLC                                                                                                  | CUSIP: 12565KAC1<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |     47545 | PA      | $44255.80     | 0.02%             | 2046-02-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                        | CMS Energy Corp                                                                                                       | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996616.70    | 0.53%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                             | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9869.53      | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2023-4 Mortgage Loan Trust                                                                                       | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-MBS          | CORP              | US        |    425100 | PA      | $430664.55    | 0.23%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2022-C                                                                                     | CUSIP: 12664DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $605920.56    | 0.32%             | 2030-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                                                       | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398038.92    | 0.21%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                                                       | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497537.69    | 0.27%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                                                       | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1335525.08   | 0.72%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CABOT TRAIL FUNDING LLC                                | Cabot Trail Funding LLC                                                                                               | CUSIP: 12710HB31<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |    500000 | PA      | $498229.80    | 0.27%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                                     | CAL Funding IV Ltd                                                                                                    | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    451513 | PA      | $433690.05    | 0.23%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1422000 | PA      | $1426784.12   | 0.76%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CA IMPERIAL BK OF COMM                                 | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13608BAW4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $996918.10    | 0.53%             | 2026-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                                                            | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1896268.78   | 1.02%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance                             | Capteris Equipment Finance 2024-1 LLC                                                                                 | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284980 | PA      | $290396.03    | 0.16%             | 2032-07-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-N4                                                                                | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90256 | PA      | $88128.06     | 0.05%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-N1                                                                                | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252316.38    | 0.14%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB15 LLC                                                                                                    | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |     52514 | PA      | $52379.16     | 0.03%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246523.70    | 0.13%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $497644.15    | 0.27%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                      | Cisco Systems Inc                                                                                                     | CUSIP: 17275RBP6<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400640.48    | 0.21%             | 2026-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                         | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599932.44    | 0.32%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                         | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2902105.57   | 1.56%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                         | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395458.17    | 0.21%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                         | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    950000 | PA      | $957813.50    | 0.51%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                                                                     | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51414 | PA      | $51615.80     | 0.03%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2023-3 Mortgage Loan Trust                                                                                       | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |     57379 | PA      | $58056.98     | 0.03%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                           | Commercial Equipment Finance 2025-1 LLC                                                                               | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148928 | PA      | $149664.79    | 0.08%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                     | Conagra Brands Inc                                                                                                    | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761113.50    | 0.41%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    172672 | PA      | $172612.38    | 0.09%             | 2044-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      9594 | PA      | $9613.21      | 0.01%             | 2045-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754TAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    116425 | PA      | $116640.69    | 0.06%             | 2045-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                                                                              | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1650000 | PA      | $1646446.35   | 0.88%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                   | COPT Defense Properties LP                                                                                            | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    600000 | PA      | $597404.84    | 0.32%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | Consumer Portfolio Services Auto Trust 2025-D                                                                         | CUSIP: 223936AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140202 | PA      | $140373.55    | 0.08%             | 2029-07-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-A                                                                                     | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110305 | PA      | $110442.13    | 0.06%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-D                                                                                     | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388999 | PA      | $389460.91    | 0.21%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                           | DBS Bank Ltd                                                                                                          | CUSIP: 23305EAL7<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   1000000 | PA      | $997947.60    | 0.53%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                           | DBS Bank Ltd                                                                                                          | CUSIP: 23305EAN3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |    600000 | PA      | $598645.74    | 0.32%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                           | DNB Bank ASA                                                                                                          | CUSIP: 2332K1DF4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   1950000 | PA      | $1929041.01   | 1.03%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    927000 | PA      | $926959.16    | 0.50%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                       | Deutsche Bank AG                                                                                                      | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $700002.13    | 0.38%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $248812.66    | 0.13%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    725000 | PA      | $736194.68    | 0.39%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                               | Dext ABS 2025-2 LLC                                                                                                   | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144000 | PA      | $144092.48    | 0.08%             | 2028-04-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2024-2                                                                                   | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $351515.15    | 0.19%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 37 Senior Loan Fund                                                                                            | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    192310 | PA      | $192421.12    | 0.10%             | 2031-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XAJ0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301884.96    | 0.16%             | 2039-06-10      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                   | Edison International                                                                                                  | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395736.67    | 0.21%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                                                                    | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300056.12    | 0.16%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-4 LLC                                                                                 | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300601.68    | 0.16%             | 2028-08-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-4 LLC                                                                                 | CUSIP: 29374MAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    230265 | PA      | $231104.52    | 0.12%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2022-1 LLC                                                                                 | CUSIP: 29375JAC8<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     53067 | PA      | $53024.46     | 0.03%             | 2028-01-20      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                            | Equinix Inc                                                                                                           | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $99100.40     | 0.05%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-5                                                                            | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67000 | PA      | $67227.87     | 0.04%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust 2025-1                                                                     | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27611 | PA      | $27702.01     | 0.01%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2023-3                                                                            | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649314 | PA      | $652272.56    | 0.35%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| FAIRWAY FINANCE CO LLC                                 | Fairway Finance Co LLC                                                                                                | CUSIP: 30601WA82<br>LEI: 549300GKD6SUOVFV4H89 | Long             | STIV             | CORP              | US        |   1100000 | PA      | $1099090.30   | 0.59%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                | Federal Home Loan Bank Discount Notes                                                                                 | CUSIP: 313385RG3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2886000 | PA      | $2886000.00   | 1.55%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                 | Federation des Caisses Desjardins du Quebec                                                                           | CUSIP: 31428GCP6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | STIV             | CORP              | US        |   1700000 | PA      | $1685631.43   | 0.90%             | 2026-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                   | Fifth Third Bank NA                                                                                                   | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3097833.66   | 1.66%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                         | Finance of America HECM Buyout 2024-HB1                                                                               | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8406 | PA      | $8410.38      | 0.00%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                       | First National Master Note Trust                                                                                      | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $759712.05    | 0.41%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                       | First National Master Note Trust                                                                                      | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $561112.53    | 0.30%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                       | FirstEnergy Corp                                                                                                      | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245761.76   | 0.67%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297695.12    | 0.16%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1337240.85   | 0.72%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1754026.87   | 0.94%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605331.59    | 0.32%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754292.92    | 0.40%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250017.32    | 0.13%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                               | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     61097 | PA      | $61126.97     | 0.03%             | 2042-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                               | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    708920 | PA      | $711773.87    | 0.38%             | 2044-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                    | Frontier Issuer LLC                                                                                                   | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201894.42    | 0.11%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| General Motors                                         | GMF Floorplan Owner Revolving Trust                                                                                   | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $761642.25    | 0.41%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2017-GS6                                                                                 | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23000 | PA      | $22748.41     | 0.01%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-4                                                                              | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30669 | PA      | $30787.65     | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-4                                                                              | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40124.62     | 0.02%             | 2029-07-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000805.25   | 0.54%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299855.18    | 0.16%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401426.22    | 0.22%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    527000 | PA      | $527868.58    | 0.28%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-2                                                                              | CUSIP: 37989BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145756 | PA      | $146037.29    | 0.08%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-2                                                                              | CUSIP: 37989BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $908968.05    | 0.49%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-3                                                                              | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $701294.16    | 0.38%             | 2028-07-17      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393099.01    | 0.21%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2034000 | PA      | $2037442.24   | 1.09%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                      | GreatAmerica Leasing Receivables Funding LLC Series 2024-1                                                            | CUSIP: 39154TCJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $836840.69    | 0.45%             | 2028-01-18      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250199.62    | 0.13%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                                                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101894.52    | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                     | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $700316.09    | 0.38%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2024-2                                                                                          | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $374226.14    | 0.20%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LP                                                                                        | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $441638.69    | 0.24%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LP                                                                                        | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $735706.05    | 0.39%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LP                                                                                        | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245469.25    | 0.13%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing LLC                                                                                           | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $547307.60    | 0.29%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $752537.25    | 0.40%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBT5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150619.31    | 0.08%             | 2027-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    512000 | PA      | $519910.91    | 0.28%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101287.44    | 0.05%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America 2021-2 Trust                                                                                 | CUSIP: 43732VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143924 | PA      | $140611.65    | 0.08%             | 2026-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237428 | PA      | $238176.98    | 0.13%             | 2032-05-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243714 | PA      | $244571.83    | 0.13%             | 2032-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                               | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200705.99    | 0.11%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101394.56    | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                               | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167094.26    | 0.09%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust              | Imprint Payments Credit Card Master Trust                                                                             | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100290.24    | 0.05%             | 2029-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                                                            | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50033.44     | 0.03%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                    | Intesa Sanpaolo SpA                                                                                                   | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $300149.74    | 0.16%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                   | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199784.48    | 0.11%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299177.92    | 0.16%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1885927.75   | 1.01%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203198.67    | 0.11%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504974.11    | 0.27%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust             | JPMDB Commercial Mortgage Securities Trust 2017-C7                                                                    | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $737628.15    | 0.40%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANCE AMERICA                                | Komatsu Finance America Inc                                                                                           | CUSIP: 50045WA76<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | STIV             | CORP              | US        |    800000 | PA      | $799430.64    | 0.43%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2023-1                                                                                     | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300877.20    | 0.16%             | 2027-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                               | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                    | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    800000 | PA      | $795185.20    | 0.43%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-2                                                                                     | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77653 | PA      | $78114.47     | 0.04%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                              | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $700893.54    | 0.38%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                            | MMP Capital 2025-A LLC                                                                                                | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79237 | PA      | $79982.59     | 0.04%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSET FDG CO                                 | Manhattan Asset Funding Co LLC                                                                                        | CUSIP: 56274MAS1<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994600.20   | 1.07%             | 2026-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSET FDG CO                                 | Manhattan Asset Funding Co LLC                                                                                        | CUSIP: 56274MB92<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |    700000 | PA      | $697088.49    | 0.37%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                                                                              | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503732.77    | 0.27%             | 2027-03-01      | Fixed         | 4.45%                 | 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     | 0.05%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC                                                                                           | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    398408 | PA      | $401041.17    | 0.21%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                               | Met Tower Global Funding                                                                                              | CUSIP: 58989V2K9<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457760.86    | 0.25%             | 2028-01-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                                                                  | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406023.06    | 0.22%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                               | Microchip Technology Inc                                                                                              | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    499000 | PA      | $506024.38    | 0.27%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                               | Mill City Mortgage Trust 2015-1                                                                                       | CUSIP: 599809CG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441571 | PA      | $438771.18    | 0.24%             | 2056-06-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                  | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $694449.88    | 0.37%             | 2029-08-15      | Fixed         | 6.20%                 | 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    | 0.05%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                             | MMAF Equipment Finance LLC 2020-A                                                                                     | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151168 | PA      | $150302.93    | 0.08%             | 2027-04-09      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                        | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200373.44    | 0.11%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                        | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1099873.38   | 0.59%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                        | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295779.90    | 0.16%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                        | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793107.22    | 0.42%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                                                        | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501633.80    | 0.27%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                   | Utah Acquisition Sub Inc                                                                                              | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698518.46    | 0.37%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2024-A LLC                                                                                               | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    342968 | PA      | $345235.07    | 0.18%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-A LLC                                                                                               | CUSIP: 62919VAB7<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   1037331 | PA      | $1041524.99   | 0.56%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-B LLC                                                                                               | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    127000 | PA      | $127546.71    | 0.07%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                               | NRW Bank                                                                                                              | CUSIP: 62939MBT3<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   3400000 | PA      | $3379553.42   | 1.81%             | 2026-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI BANK L                               | National Australia Bank Ltd                                                                                           | CUSIP: 63254FCL9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |   1500000 | PA      | $1487862.60   | 0.80%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                                                                               | CUSIP: 63307MED7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   1150000 | PA      | $1134147.02   | 0.61%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                     | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $296771.00    | 0.16%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                           | Navient Corp                                                                                                          | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608438.40    | 0.33%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                           | Navient Corp                                                                                                          | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501414.50    | 0.27%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278415.89    | 0.15%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                        | Nordea Bank Abp                                                                                                       | CUSIP: 65558KD76<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |    600000 | PA      | $594162.24    | 0.32%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                  | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100570.83    | 0.05%             | 2032-11-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                  | OnDeck Asset Securitization Trust IV LLC                                                                              | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253324.75    | 0.14%             | 2031-06-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2023-NQM10 Trust                                                                                                  | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    111956 | PA      | $113092.57    | 0.06%             | 2063-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                             | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104733.00    | 0.06%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                             | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    469000 | PA      | $478240.24    | 0.26%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                  | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403303.12    | 0.22%             | 2032-04-19      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                                                             | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1127269.86   | 0.60%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                           | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198755.76    | 0.11%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1113724.38   | 0.60%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                | Oversea-Chinese Banking Corp Ltd                                                                                      | CUSIP: 69034BAG5<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |    400000 | PA      | $399332.56    | 0.21%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                | Oversea-Chinese Banking Corp Ltd                                                                                      | CUSIP: 69034BB58<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |   1800000 | PA      | $1793125.44   | 0.96%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                | Oversea-Chinese Banking Corp Ltd                                                                                      | CUSIP: 69034BBH2<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |   1200000 | PA      | $1193915.40   | 0.64%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                    | PFS Financing Corp                                                                                                    | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $582730.06    | 0.31%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196690.30    | 0.11%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402286.07    | 0.22%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                                                           | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    930000 | PA      | $931496.30    | 0.50%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2024-2 LLC                                                                                 | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39962 | PA      | $40058.28     | 0.02%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543685.29    | 0.29%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    945000 | PA      | $916718.56    | 0.49%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750000.00    | 0.40%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436509.09    | 0.23%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                         | Pagaya AI Debt Grantor Trust 2025-R3                                                                                  | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268485 | PA      | $268839.38    | 0.14%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust            | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                                                                    | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508000 | PA      | $510938.42    | 0.27%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust 2025-A                                                                            | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $198305.24    | 0.11%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2350000 | PA      | $2386166.50   | 1.28%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203077.60    | 0.11%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                                                       | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198013.53    | 0.11%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                                                       | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201883.08    | 0.11%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                                                       | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602812.45    | 0.32%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                                                       | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299722.36    | 0.16%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2024-1 LLC                                                                                | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507023.30    | 0.27%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                | Procter & Gamble Co/The                                                                                               | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    900000 | PA      | $899208.05    | 0.48%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                | Procter & Gamble Co/The                                                                                               | CUSIP: 742718FY0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200043.05    | 0.11%             | 2026-01-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                    | Reach ABS Trust 2024-2                                                                                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51920 | PA      | $52137.33     | 0.03%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                 | Repsol E&P Capital Markets US LLC                                                                                     | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201916.46    | 0.11%             | 2028-09-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                  | Rio Tinto Finance USA PLC                                                                                             | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201438.14    | 0.11%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                                                                  | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $925345.50    | 0.50%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                     | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501278.79    | 0.27%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                           | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2050000 | PA      | $2066126.18   | 1.11%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                                                      | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460298 | PA      | $463227.44    | 0.25%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-3                                                                         | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $263234.32    | 0.14%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-5                                                                         | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981865 | PA      | $983565.98    | 0.53%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                               | SCCU Auto Receivables Trust 2025-1                                                                                    | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485165 | PA      | $486565.44    | 0.26%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                                                               | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    514000 | PA      | $513633.45    | 0.28%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                                                               | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198879.04    | 0.11%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                                                               | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151681.45    | 0.08%             | 2026-08-24      | Fixed         | 5.88%                 | 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        |    626152 | PA      | $631900.41    | 0.34%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS CAPITAL CO LLC                                 | Siemens Capital Co LLC                                                                                                | CUSIP: 82619UA61<br>LEI: EOSCVWUER252U910GR08 | Long             | STIV             | CORP              | US        |   1100000 | PA      | $1099336.59   | 0.59%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                                                                   | CUSIP: 83369CCX0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1485993.75   | 0.80%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1145876.03   | 0.61%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500742.76    | 0.27%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310812.83    | 0.17%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150279.23    | 0.08%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400776.10    | 0.21%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                            | Southern Co/The                                                                                                       | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249187.93    | 0.13%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                                                                     | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    554000 | PA      | $558798.06    | 0.30%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                   | Steele Creek CLO 2019-1 LTD                                                                                           | CUSIP: 85817BAQ2<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |    149244 | PA      | $149112.26    | 0.08%             | 2032-04-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                                                         | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61112 | PA      | $61334.59     | 0.03%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                                                           | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598367.57    | 0.32%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                                                              | CUSIP: 86960KBH4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |    710000 | PA      | $706474.85    | 0.38%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                                                          | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503781.15    | 0.27%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                                                                            | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $760982.70    | 0.41%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                                                                            | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016649.20   | 0.54%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Issuance Trust                                                                                         | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233000 | PA      | $234276.71    | 0.13%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                                 | TCI Communications Inc                                                                                                | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110457.37    | 0.06%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1841846.85   | 0.99%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                  | TAL Advantage VII LLC                                                                                                 | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381438 | PA      | $365545.21    | 0.20%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1783252.98   | 0.96%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                    | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAJ7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    386465 | PA      | $370210.98    | 0.20%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                    | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAR9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     62667 | PA      | $58851.00     | 0.03%             | 2046-04-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| THUNDER BAY FUNDING LLC                                | Thunder Bay Funding LLC                                                                                               | CUSIP: 88602UD15<br>LEI: 549300D7DHGDB5EMW139 | Long             | STIV             | CORP              | US        |   3700000 | PA      | $3664833.72   | 1.96%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299900.37    | 0.16%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $855478.22    | 0.46%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2017-3                                                                                      | CUSIP: 89169DAB7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    305294 | PA      | $302161.58    | 0.16%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2015-5                                                                                      | CUSIP: 89171VAD9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     23656 | PA      | $23588.54     | 0.01%             | 2055-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2015-2                                                                                      | CUSIP: 89171YAE1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    206000 | PA      | $201830.99    | 0.11%             | 2060-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2017-4                                                                                      | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    155296 | PA      | $152784.90    | 0.08%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2018-2                                                                                      | CUSIP: 89175VAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    466573 | PA      | $463629.61    | 0.25%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                  | Tricon American Homes 2020-SFR1                                                                                       | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197122.52    | 0.11%             | 2038-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2021-SFR1 Trust                                                                                    | CUSIP: 89614YAA4<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    397969 | PA      | $393033.85    | 0.21%             | 2038-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XII Ltd                                                                                                  | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |    214154 | PA      | $214384.07    | 0.11%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                   | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                                    | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226979 | PA      | $227463.12    | 0.12%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                          | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $393693.18    | 0.21%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2017-C2                                                                                 | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $14841.79     | 0.01%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| USQ Rail I LLC                                         | USQ Rail II LLC                                                                                                       | CUSIP: 90354PAA5<br>LEI: 25490077I8NB6ADB4I38 | Long             | ABS-O            | CORP              | US        |    412394 | PA      | $397257.36    | 0.21%             | 2051-06-28      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank C&I Credit-Linked Notes Series 2025-2                                                                         | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229690 | PA      | $231089.44    | 0.12%             | 2032-09-25      | Fixed         | 4.82%                 | 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    | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                | United Auto Credit Securitization Trust 2025-1                                                                        | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51500 | PA      | $51540.47     | 0.03%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                | United Auto Credit Securitization Trust 2025-1                                                                        | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $684222.53    | 0.37%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                               | United Overseas Bank Ltd                                                                                              | CUSIP: 91127QBK4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |   1700000 | PA      | $1691232.42   | 0.91%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                                                            | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1346698.75   | 0.72%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99842.80     | 0.05%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199807.14    | 0.11%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                            | VFI ABS 2025-1 LLC                                                                                                    | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84990 | PA      | $85426.27     | 0.05%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC CITIBANK COC                                 | SWAP CCPC CITIBANK COC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    142000 | NS      | $142000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2025-1 LLC                                                                                        | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95986 | PA      | $96466.62     | 0.05%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                                                                  | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     76000 | PA      | $76645.27     | 0.04%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust Series 2025-9                                                                                    | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256000 | PA      | $257346.30    | 0.14%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-7                                                                                     | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |     96564 | PA      | $97013.06     | 0.05%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2023-4                                                                                     | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |     90987 | PA      | $91081.27     | 0.05%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| VICTORY RECEIVABLES CORP                               | Victory Receivables Corp                                                                                              | CUSIP: 92646LAS9<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   1700000 | PA      | $1695396.57   | 0.91%             | 2026-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICTORY RECEIVABLES CORP                               | Victory Receivables Corp                                                                                              | CUSIP: 92646LBL3<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $994683.30    | 0.53%             | 2026-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust 2024-A                                                                                 | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449000 | PA      | $456208.34    | 0.24%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                      | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299196.47    | 0.16%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                      | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2144500 | PA      | $2144959.27   | 1.15%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-LC25                                                                       | CUSIP: 95000JAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450463 | PA      | $447476.79    | 0.24%             | 2059-12-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                      | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    556000 | PA      | $553837.50    | 0.30%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2017-C39                                                                        | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $466920.68    | 0.25%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                        | Western Funding Auto Loan Trust 2025-1                                                                                | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56000 | PA      | $56507.24     | 0.03%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-2                                                                          | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401316.88    | 0.22%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-2                                                                          | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502220.40    | 0.27%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-3                                                                          | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401346.72    | 0.22%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                         | Westlake Flooring Master Trust                                                                                        | CUSIP: 96043GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $187403.56    | 0.10%             | 2029-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-P1                                                                         | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $777484.73    | 0.42%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                                                      | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    384151 | PA      | $388344.43    | 0.21%             | 2039-09-19      | Fixed         | 4.80%                 | 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     | 0.04%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                        | Wingspire Equipment Finance 2025-1 LLC                                                                                | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100227.99    | 0.05%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust       | World Financial Network Credit Card Master Trust                                                                      | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $471872.48    | 0.25%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SCGF73SC3 IRS USD R F  3.42300 BCGF73SC3_FIX CCPOIS / Short: SCGF73SC3 IRS USD P V 12MSOFR BCGF73SC3_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8530000 | OU      | $13898.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BCGFFQVT2 IRS USD R V 12MSOFR BCGFFQVT2_FLO CCPOIS / Short: BCGFFQVT2 IRS USD P F  3.21400 BCGFFQVT2_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8050000 | OU      | $15862.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BCGFG1GK2 IRS USD R V 12MSOFR BCGFG1GK2_FLO CCPOIS / Short: BCGFG1GK2 IRS USD P F  3.25150 BCGFG1GK2_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5952000 | OU      | $7749.50      | 0.00%             |  |  |  | No            |                  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