# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-054717
**Filing Date:** 2026-5
**Character Count:** 231477
**Document Hash:** cded0995fe8aa535ba65d41297efb8f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054717.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054717

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**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:** 261031700

**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            |

## Nport-Ex

![](imgd66d940c1.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Capital Group Ultra Short Income ETF**

Investment portfolio

March 31, 2026

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 76.66%<br> **Corporate bonds and notes 50.97%**<br> **Financials 22.68%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AerCap Ireland Capital DAC 4.125% 2/28/2029  | USD500 | $493 |
| Air Lease Corp. 4.40% 3/24/2028 <sup>(a)</sup>  | 625 | 622 |
| American Express Co. 4.009% 2/9/2029 (USD-SOFR + 0.581% on 2/9/2028) <sup>(b)</sup>  | 750 | 745 |
| Arthur J. Gallagher & Co. 4.60% 12/15/2027  | 874 | 877 |
| Bank of America Corp. 6.22% 9/15/2026  | 400 | 403 |
| Bank of Nova Scotia (The) 4.043% 9/15/2028 (USD-SOFR + 0.76% on 9/15/2027) <sup>(b)</sup>  | 600 | 596 |
| Barclays PLC 5.20% 5/12/2026  | 2525 | 2527 |
| BPCE SA 2.045% 10/19/2027 (USD-SOFR + 1.087% on 10/19/2026) <sup>(a)(b)</sup>  | 250 | 247 |
| Brown & Brown, Inc. 4.60% 12/23/2026  | 1250 | 1254 |
| Canadian Imperial Bank of Commerce 4.508% 9/11/2027 (USD-SOFR + 0.93% on 9/11/2026) <sup>(b)</sup>  | 1422 | 1423 |
| Capital One Financial Corp. 3.75% 7/28/2026  | 2350 | 2345 |
| Charles Schwab Corp. (The) 5.875% 8/24/2026  | 350 | 352 |
| Citigroup, Inc. 1.462% 6/9/2027 (USD-SOFR + 0.67% on 6/9/2026) <sup>(b)</sup>  | 900 | 895 |
| Citigroup, Inc. 4.45% 9/29/2027  | 2500 | 2501 |
| Citigroup, Inc. 4.643% 5/7/2028 (USD-SOFR + 1.143% on 5/7/2027) <sup>(b)</sup>  | 950 | 952 |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 2450 | 2445 |
| Corebridge Financial, Inc. 3.65% 4/5/2027  | 500 | 496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danske Bank A/S 4.662% 3/27/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.75% on <br>3/27/2028) <sup>(a)(b)</sup>  | 704 | 706 |
| Deutsche Bank AG 7.146% 7/13/2027 (USD-SOFR + 2.52% on 7/13/2026) <sup>(b)</sup>  | 725 | 730 |
| Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028) <sup>(b)</sup>  | 250 | 263 |
| Goldman Sachs Group, Inc. 4.387% 6/15/2027 (USD-SOFR + 1.51% on 6/15/2026) <sup>(b)</sup>  | 2234 | 2234 |
| Goldman Sachs Group, Inc. 1.542% 9/10/2027 (USD-SOFR + 0.818% on 9/10/2026) <sup>(b)</sup>  | 1850 | 1826 |
| Goldman Sachs Group, Inc. 2.64% 2/24/2028 (USD-SOFR + 1.114% on 2/24/2027) <sup>(b)</sup>  | 400 | 394 |
| Goldman Sachs Group, Inc. 4.148% 1/21/2029 (USD-SOFR + 0.71% on 1/21/2028) <sup>(b)</sup>  | 700 | 696 |
| HSBC Holdings PLC 1.589% 5/24/2027 (3-month USD-LIBOR + 1.29% on 5/24/2026) <sup>(b)</sup>  | 500 | 497 |
| JPMorgan Chase & Co. 3.30% 4/1/2026  | 200 | 200 |
| JPMorgan Chase & Co. 1.578% 4/22/2027 (USD-SOFR + 0.885% on 4/22/2026) <sup>(b)</sup>  | 3800 | 3794 |
| JPMorgan Chase & Co. 6.07% 10/22/2027 (USD-SOFR + 1.33% on 10/22/2026) <sup>(b)</sup>  | 350 | 353 |
| JPMorgan Chase & Co. 5.571% 4/22/2028 (USD-SOFR + 0.93% on 4/22/2027) <sup>(b)</sup>  | 100 | 101 |
| JPMorgan Chase & Co. 4.505% 10/22/2028 (USD-SOFR + 0.86% on 10/22/2027) <sup>(b)</sup>  | 200 | 200 |
| Met Tower Global Funding 4.80% 1/14/2028 <sup>(a)</sup>  | 450 | 454 |
| Morgan Stanley 4.35% 9/8/2026  | 350 | 350 |
| Morgan Stanley 1.593% 5/4/2027 (USD-SOFR + 0.879% on 5/4/2026) <sup>(b)</sup>  | 1700 | 1695 |
| Morgan Stanley 1.512% 7/20/2027 (USD-SOFR + 0.858% on 7/20/2026) <sup>(b)</sup>  | 750 | 743 |
| Morgan Stanley 4.133% 10/18/2029 (USD-SOFR + 0.913% on 10/18/2028) <sup>(b)</sup>  | 50 | 49 |
| Morgan Stanley 4.123% 2/8/2030 (USD-SOFR + 0.762% on 2/8/2029) <sup>(b)</sup>  | 600 | 594 |
| Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) <sup>(b)</sup>  | 600 | 600 |
| Morgan Stanley Private Bank, National Association 4.204% 11/17/2028 (USD-SOFR + 0.78% on 11/17/2027) <sup>(b)</sup>  | 500 | 498 |
| NatWest Group PLC 4.80% 4/5/2026  | 500 | 500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC 1.642% 6/14/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.90% on <br> 6/14/2026) <sup>(b)</sup>  | 400 | 398 |
| Navient Corp. 6.75% 6/15/2026  | 1100 | 1103 |
| Navient Corp. 5.00% 3/15/2027  | 1300 | 1272 |
| PNC Bank, NA 4.543% 5/13/2027 (USD-SOFR + 0.63% on 5/13/2026) <sup>(b)</sup>  | 1280 | 1280 |

---

Capital Group Ultra Short Income ETF — Page 1 of 12

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| PNC Financial Services Group, Inc. 1.15% 8/13/2026  | USD300 | $297 |
| PNC Financial Services Group, Inc. 5.102% 7/23/2027 (USD-SOFR + 0.796% on 7/23/2026) <sup>(b)</sup>  | 700 | 701 |
| PNC Financial Services Group, Inc. 4.075% 1/26/2029 (USD-SOFR + 0.61% on 1/26/2028) <sup>(b)</sup>  | 962 | 957 |
| Toronto-Dominion Bank (The) 4.568% 12/17/2026  | 850 | 852 |
| Truist Bank 3.30% 5/15/2026  | 1000 | 998 |
| Truist Bank 4.144% 1/27/2029 (USD-SOFR + 0.662% on 1/27/2028) <sup>(b)</sup>  | 1250 | 1244 |
| U.S. Bancorp 3.10% 4/27/2026  | 1350 | 1349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 1.494% 8/10/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on <br>8/10/2026) <sup>(a)(b)</sup>  | 800 | 791 |
| Wells Fargo & Co. 3.00% 4/22/2026  | 300 | 300 |
| Wells Fargo & Co. 4.10% 6/3/2026  | 2445 | 2444 |
| Wells Fargo & Co. 3.196% 6/17/2027 (3-month USD CME Term SOFR + 1.432% on 6/17/2026) <sup>(b)</sup>  | 1556 | 1552 |
| Wells Fargo & Co. 6.303% 10/23/2029 (USD-SOFR + 1.79% on 10/23/2028) <sup>(b)</sup>  | 100 | 104 |
| Wells Fargo & Co. 4.182% 1/23/2030 (USD-SOFR + 0.74% on 1/23/2029) <sup>(b)</sup>  | 300 | 297 |
| Wells Fargo & Co. 2.879% 10/30/2030 (3-month USD CME Term SOFR + 1.432% on 10/30/2029) <sup>(b)</sup>  | 25 | 24 |
|  |  | 52613 |
| **Utilities 5.03%** |  |  |
| CMS Energy Corp. 3.00% 5/15/2026  | 1000 | 999 |
| Edison International 4.125% 3/15/2028  | 1100 | 1082 |
| FirstEnergy Corp., Series B, 4.15% 7/15/2027  | 1250 | 1240 |
| NextEra Energy Capital Holdings, Inc. 4.685% 9/1/2027  | 275 | 276 |
| Pacific Gas and Electric Co. 2.10% 8/1/2027  | 1145 | 1110 |
| Pacific Gas and Electric Co. 3.00% 6/15/2028  | 450 | 436 |
| Pacific Gas and Electric Co. 3.75% 7/1/2028  | 100 | 98 |
| Pacific Gas and Electric Co. 6.10% 1/15/2029  | 750 | 776 |
| PacifiCorp 4.25% 3/15/2029  | 800 | 791 |
| PacifiCorp 4.65% 4/15/2029  | 700 | 700 |
| Southern California Edison Co. 4.90% 6/1/2026  | 1450 | 1448 |
| Southern California Edison Co. 4.40% 9/6/2026  | 450 | 450 |
| Southern California Edison Co. 5.30% 3/1/2028  | 450 | 457 |
| Southern California Edison Co. 5.65% 10/1/2028  | 300 | 308 |
| Southern California Edison Co. 5.15% 6/1/2029  | 650 | 659 |
| Southern California Edison Co. 2.85% 8/1/2029  | 100 | 94 |
| WEC Energy Group, Inc. 4.75% 1/15/2028  | 750 | 756 |
|  |  | 11680 |
| **Consumer discretionary 4.73%** |  |  |
| Ford Motor Credit Co., LLC 6.95% 6/10/2026  | 800 | 802 |
| Ford Motor Credit Co., LLC 2.70% 8/10/2026  | 1850 | 1837 |
| Ford Motor Credit Co., LLC 5.125% 11/5/2026  | 1300 | 1303 |
| Ford Motor Credit Co., LLC 4.271% 1/9/2027  | 200 | 199 |
| Ford Motor Credit Co., LLC 4.95% 5/28/2027  | 250 | 250 |
| Ford Motor Credit Co., LLC 4.125% 8/17/2027  | 350 | 346 |
| Ford Motor Credit Co., LLC 7.35% 11/4/2027  | 200 | 206 |
| Ford Motor Credit Co., LLC 4.97% 4/6/2029  | 600 | 593 |
| General Motors Financial Co., Inc. 5.40% 4/6/2026  | 400 | 400 |
| General Motors Financial Co., Inc. 4.20% 10/27/2028  | 527 | 522 |
| Hyundai Capital America 4.30% 9/24/2027 <sup>(a)</sup>  | 200 | 199 |
| Hyundai Capital America 4.875% 11/1/2027 <sup>(a)</sup>  | 100 | 100 |
| Hyundai Capital America 4.60% 4/6/2028 <sup>(a)</sup>  | 317 | 317 |
| Hyundai Capital America 4.25% 9/18/2028 <sup>(a)</sup>  | 167 | 165 |
| Hyundai Capital America 4.25% 1/8/2029 <sup>(a)</sup>  | 201 | 199 |
| Nissan Motor Acceptance Corp. 6.95% 9/15/2026 <sup>(a)</sup>  | 100 | 101 |

---

Capital Group Ultra Short Income ETF — Page 2 of 12

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Nissan Motor Acceptance Corp. 1.85% 9/16/2026 <sup>(a)</sup>  | USD500 | $492 |
| Royal Caribbean Cruises, Ltd. 5.375% 7/15/2027 <sup>(a)</sup>  | 2400 | 2409 |
| Toyota Motor Credit Corp. 4.05% 3/13/2029  | 528 | 525 |
|  |  | 10965 |
| **Real estate 3.45%** |  |  |
| Boston Properties, LP 2.75% 10/1/2026  | 3575 | 3542 |
| Equinix, Inc. 1.45% 5/15/2026  | 100 | 100 |
| Ladder Capital Finance Holdings LLLP 4.25% 2/1/2027 <sup>(a)</sup>  | 3800 | 3756 |
| VICI Properties, LP 3.75% 2/15/2027 <sup>(a)</sup>  | 600 | 596 |
|  |  | 7994 |
| **Information technology 3.43%** |  |  |
| Amphenol Corp. 3.80% 11/15/2027  | 700 | 696 |
| Intel Corp. 3.15% 5/11/2027  | 2100 | 2071 |
| Microchip Technology, Inc. 4.90% 3/15/2028  | 499 | 502 |
| Oracle Corp. 2.65% 7/15/2026  | 450 | 447 |
| Oracle Corp. 3.25% 11/15/2027  | 700 | 683 |
| Oracle Corp. 4.80% 8/3/2028  | 1108 | 1109 |
| Oracle Corp. 4.55% 2/4/2029  | 711 | 702 |
| Synopsys, Inc. 4.55% 4/1/2027  | 1750 | 1752 |
|  |  | 7962 |
| **Health care 3.40%** |  |  |
| AstraZeneca PLC 0.70% 4/8/2026  | 500 | 500 |
| Baxter International, Inc. 1.915% 2/1/2027  | 544 | 531 |
| Baxter International, Inc. 2.272% 12/1/2028  | 100 | 93 |
| CVS Health Corp. 2.875% 6/1/2026  | 550 | 549 |
| CVS Health Corp. 3.625% 4/1/2027  | 1400 | 1388 |
| Elevance Health, Inc. 4.50% 10/30/2026  | 1250 | 1252 |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  | 2400 | 2377 |
| Utah Acquisition Sub, Inc. 3.95% 6/15/2026  | 1200 | 1198 |
|  |  | 7888 |
| **Energy 2.63%** |  |  |
| ONEOK, Inc. 4.85% 7/15/2026  | 1575 | 1575 |
| Petroleos Mexicanos 6.49% 1/23/2027  | 700 | 707 |
| Petroleos Mexicanos 6.50% 3/13/2027  | 3125 | 3157 |
| Petroleos Mexicanos 5.35% 2/12/2028  | 100 | 99 |
| Repsol E&P Capital Markets US, LLC 4.805% 9/16/2028 <sup>(a)</sup>  | 200 | 201 |
| Saudi Arabian Oil Co. 4.00% 2/2/2029 <sup>(a)</sup>  | 365 | 358 |
|  |  | 6097 |
| **Industrials 2.42%** |  |  |
| Boeing Co. (The) 3.10% 5/1/2026  | 2325 | 2322 |
| Boeing Co. (The) 5.04% 5/1/2027  | 1650 | 1660 |
| Canadian Pacific Railway Co. 4.00% 3/15/2029  | 500 | 495 |
| Eaton Corp. 3.85% 3/6/2028  | 650 | 645 |
| Honeywell Aerospace, Inc. 4.00% 3/16/2029 <sup>(a)</sup>  | 500 | 495 |
|  |  | 5617 |

---

Capital Group Ultra Short Income ETF — Page 3 of 12

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Consumer staples 2.04%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| BAT Capital Corp. 3.557% 8/15/2027  | USD1,800 | $1781 |
| Conagra Brands, Inc. 1.375% 11/1/2027  | 850 | 808 |
| Mars, Inc. 4.45% 3/1/2027 <sup>(a)</sup>  | 500 | 502 |
| McCormick & Co., Inc. 4.15% 2/15/2029  | 351 | 348 |
| Philip Morris International, Inc. 0.875% 5/1/2026  | 200 | 199 |
| Philip Morris International, Inc. 4.375% 11/1/2027  | 200 | 200 |
| Philip Morris International, Inc. 4.125% 4/28/2028  | 600 | 599 |
| Philip Morris International, Inc. 3.875% 10/27/2028  | 300 | 298 |
|  |  | 4735 |
| **Communication services 1.07%** |  |  |
| Charter Communications Operating, LLC 3.75% 2/15/2028  | 700 | 688 |
| Charter Communications Operating, LLC 4.20% 3/15/2028  | 1100 | 1091 |
| Orange 4.00% 1/13/2029 <sup>(a)</sup>  | 700 | 693 |
|  |  | 2472 |
| **Materials 0.09%** |  |  |
| Rio Tinto Finance (USA) PLC 4.375% 3/12/2027  | 200 | 201 |
| **Total corporate bonds and notes** |  | 118224 |
| **Asset-backed obligations 20.61%**<br> **Auto loan 9.90%**<br>|  |  |
| American Credit Acceptance Receivables Trust, Series 2025-2, Class A, 4.81% 9/12/2028 <sup>(a)(c)</sup>  | 82 | 82 |
| AmeriCredit Automobile Receivables Trust, Series 2025-1, Class A2A, 4.22% 3/19/2029 <sup>(a)(c)</sup>  | 400 | 400 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-5, Class C, 6.24% 4/20/2027 <sup>(a)(c)</sup>  | 17 | 17 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class A, 1.38% 8/20/2027 <sup>(a)(c)</sup>  | 250 | 248 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-2, Class A, 5.20% 10/20/2027 <sup>(a)(c)</sup>  | 500 | 502 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-2, Class B, 6.03% 10/20/2027 <sup>(a)(c)</sup>  | 250 | 251 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-2A, Class A, 1.66% 2/20/2028 <sup>(a)(c)</sup>  | 1100 | 1080 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-3A, Class A, 5.44% 2/22/2028 <sup>(a)(c)</sup>  | 500 | 504 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class A, 5.78% 4/20/2028 <sup>(a)(c)</sup>  | 750 | 760 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class A2, 4.35% 6/15/2028 <sup>(c)</sup>  | 522 | 522 |
| Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class B, 6.80% 8/15/2029 <sup>(c)</sup>  | 23 | 23 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class C, 1.72% 9/11/2028 <sup>(c)</sup>  | 77 | 75 |
| Carvana Auto Receivables Trust, Series 2024-N1, Class B, 5.63% 5/10/2030 <sup>(a)(c)</sup>  | 250 | 252 |
| CPS Auto Receivables Trust, Series 2024-D, Class A, 4.91% 6/15/2028 <sup>(a)(c)</sup>  | 113 | 113 |
| CPS Auto Receivables Trust, Series 2022-C, Class D, 6.45% 4/15/2030 <sup>(a)(c)</sup>  | 442 | 446 |
| CPS Auto Trust, Series 2025-D, Class A, 4.46% 7/16/2029 <sup>(a)(c)</sup>  | 826 | 827 |
| Drive Auto Receivables Trust, Series 2024-2, Class B, 4.52% 7/16/2029 <sup>(c)</sup>  | 350 | 351 |
| Enterprise Fleet Financing, LLC, Series 2024-4, Class A2, 4.69% 7/20/2027 <sup>(a)(c)</sup>  | 178 | 178 |
| Enterprise Fleet Financing, LLC, Series 2025-4, Class A2, 4.05% 8/20/2028 <sup>(a)(c)</sup>  | 300 | 300 |
| Enterprise Fleet Financing, LLC, Series 2024-1, Class A2, 5.23% 3/20/2030 <sup>(a)(c)</sup>  | 546 | 548 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class C, 6.21% 6/15/2028 <sup>(c)</sup>  | 336 | 337 |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class A3, 4.24% 11/15/2029 <sup>(c)</sup>  | 67 | 67 |
| Exeter Select Automobile Receivables Trust, Series 2025-1, Class A2, 4.83% 10/16/2028 <sup>(c)</sup>  | 17 | 17 |
| Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3, 4.69% 4/15/2030 <sup>(c)</sup>  | 1000 | 1005 |
| GLS Auto Receivables Trust, Series 2025-2A, Class A2, 4.75% 3/15/2028 <sup>(a)(c)</sup>  | 87 | 88 |
| GLS Auto Receivables Trust, Series 2025-3A, Class A2, 4.52% 7/17/2028 <sup>(a)(c)</sup>  | 505 | 506 |
| GLS Auto Receivables Trust, Series 2025-3A, Class A3, 4.44% 3/15/2029 <sup>(a)(c)</sup>  | 620 | 622 |
| GLS Auto Receivables Trust, Series 2025-4A, Class A3, 4.29% 7/16/2029 <sup>(a)(c)</sup>  | 40 | 40 |
| GLS Auto Select Receivables Trust, Series 2024-4A, Class A2, 4.43% 12/17/2029 <sup>(a)(c)</sup>  | 26 | 26 |
| GLS Auto Select Receivables Trust, Series 2024-1, Class A2, 5.24% 3/15/2030 <sup>(a)(c)</sup>  | 366 | 368 |
| GMF Floorplan Owner Revolving Trust, Series 2024-1, Class A1, 5.13% 3/15/2029 <sup>(a)(c)</sup>  | 750 | 757 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class A, 5.49% 6/25/2027 <sup>(a)(c)</sup>  | 500 | 501 |

---

Capital Group Ultra Short Income ETF — Page 4 of 12

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hertz Vehicle Financing III, LLC, Series 2022-2A, Class A, 2.33% 6/26/2028 <sup>(a)(c)</sup>  | USD970 | $949 |
| Hertz Vehicle Financing, LLC, Series 2023-1A, Class B, 6.22% 6/25/2027 <sup>(a)(c)</sup>  | 100 | 100 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027 <sup>(a)(c)</sup>  | 450 | 444 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027 <sup>(a)(c)</sup>  | 750 | 739 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class C, 2.52% 12/27/2027 <sup>(a)(c)</sup>  | 250 | 247 |
| Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028 <sup>(a)(c)</sup>  | 512 | 517 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029 <sup>(a)(c)</sup>  | 100 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington National Bank (The), Series 2024-1, Class B2, (30-day Average USD-SOFR + 1.40%) 5.073% <br> 5/20/2032 <sup>(a)(c)(d)</sup>  | 204 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington National Bank (The), Series 2024-2, Class B2, (30-day Average USD-SOFR + 1.35%) 5.023% <br> 10/20/2032 <sup>(a)(c)(d)</sup>  | 223 | 223 |
| Huntington National Bank (The), Series 2026-1, Class B1, 4.503% 2/20/2034 <sup>(a)(c)</sup>  | 250 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington National Bank (The), Series 2026-1, Class C, (30-day Average USD-SOFR + 2.00%) 5.672% <br>2/20/2034 <sup>(a)(c)(d)</sup>  | 300 | 300 |
| LAD Auto Receivables Trust, Series 2023-1, Class C, 6.18% 12/15/2027 <sup>(a)(c)</sup>  | 126 | 127 |
| LAD Auto Receivables Trust, Series 2024-2, Class A3, 5.61% 8/15/2028 <sup>(a)(c)</sup>  | 48 | 48 |
| PenFed Auto Receivables Owner Trust, Series 2025-A, Class A2, 4.12% 9/15/2028 <sup>(a)(c)</sup>  | 184 | 184 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2026-R1A, Class A, 5.659% 7/25/2034 <sup>(a)(c)</sup>  | 165 | 165 |
| Santander Drive Auto Receivables Trust, Series 2024-3, Class B, 5.55% 9/17/2029 <sup>(c)</sup>  | 260 | 262 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031 <sup>(a)(c)</sup>  | 549 | 554 |
| Securitized Term Auto Receivables Trust, Series 2026-A, Class B, 4.284% 3/25/2033 <sup>(a)(c)</sup>  | 53 | 53 |
| Securitized Term Auto Receivables Trust, Series 2026-A, Class C, 4.431% 3/25/2033 <sup>(a)(c)</sup>  | 25 | 25 |
| SFS Auto Receivables Securitization Trust, Series 2024-1, Class A3, 4.95% 5/21/2029 <sup>(a)(c)</sup>  | 372 | 374 |
| Space Coast Credit Union, Series 2025-1A, Class A2, 4.67% 11/15/2028 <sup>(a)(c)</sup>  | 369 | 370 |
| Space Coast Credit Union, Series 2024-1, Class A3, 5.11% 6/15/2029 <sup>(a)(c)</sup>  | 559 | 562 |
| Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-AA, Class A2, 4.63% 7/20/2027 <sup>(a)(c)</sup>  | 51 | 51 |
| Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728% 9/26/2033 <sup>(a)(c)</sup>  | 199 | 199 |
| United Auto Credit Securitization Trust, Series 2025-1, Class A, 4.80% 6/10/2027 <sup>(a)(c)</sup>  | 12 | 13 |
| United Auto Credit Securitization Trust, Series 2025-1, Class C, 5.15% 6/10/2030 <sup>(a)(c)</sup>  | 680 | 681 |
| VStrong Auto Receivables Trust, Series 2024-A, Class B, 5.77% 7/15/2030 <sup>(a)(c)</sup>  | 449 | 454 |
| Western Funding Auto Loan Trust, Series 2025-1, Class A, 4.75% 7/16/2035 <sup>(a)(c)</sup>  | 56 | 56 |
| Westlake Automobile Receivables Trust, Series 2025-P1, Class A2, 4.65% 2/15/2028 <sup>(a)(c)</sup>  | 541 | 541 |
| Westlake Automobile Receivables Trust, Series 2024-2, Class A3, 5.56% 2/15/2028 <sup>(a)(c)</sup>  | 371 | 372 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class A3, 4.71% 4/17/2028 <sup>(a)(c)</sup>  | 400 | 401 |
| Westlake Automobile Receivables Trust, Series 2026-1A, Class A2A, 4.02% 9/15/2028 <sup>(a)(c)</sup>  | 600 | 599 |
| Westlake Automobile Receivables Trust, Series 2025-2A, Class A2A, 4.66% 9/15/2028 <sup>(a)(c)</sup>  | 331 | 331 |
| Westlake Automobile Receivables Trust, Series 2026-P1, Class A2, 3.84% 1/16/2029 <sup>(a)(c)</sup>  | 48 | 48 |
| Westlake Automobile Receivables Trust, Series 2026-P1, Class A3, 3.92% 3/15/2030 <sup>(a)(c)</sup>  | 76 | 76 |
| Westlake Flooring Master Trust, Series 2025-1A, Class A, 4.23% 10/15/2029 <sup>(a)(c)</sup>  | 187 | 187 |
| Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039 <sup>(a)(c)</sup>  | 346 | 349 |
|  |  | 22969 |
| **Other asset-backed securities 9.02%** |  |  |
| ACHD Trust, Series 2025-DS1, Class A, 5.978% 1/9/2034 <sup>(a)(c)</sup>  | 821 | 822 |
| ACHV ABS Trust, Series 2024-2PL, Class A, 5.07% 10/27/2031 <sup>(a)(c)</sup>  | 28 | 28 |
| ACHV ABS Trust, Series 2024-3AL, Class A, 5.01% 12/26/2031 <sup>(a)(c)</sup>  | 241 | 243 |
| ACHV ABS Trust, Series 2025-1PL, Class A, 4.76% 4/26/2032 <sup>(a)(c)</sup>  | 23 | 24 |
| Affirm Asset Securitization Trust, Series 2025-X2, Class A, 4.45% 10/15/2030 <sup>(a)(c)</sup>  | 319 | 320 |
| Affirm Asset Securitization Trust, Series 2025-X2, Class C, 4.93% 10/15/2030 <sup>(a)(c)</sup>  | 476 | 477 |
| Affirm Master Trust, Series 2026-2A, Class A, 4.67% 4/16/2035 <sup>(a)(c)</sup>  | 198 | 198 |
| Affirm, Inc., Series 2025-X1, Class A, 5.08% 4/15/2030 <sup>(a)(c)</sup>  | 21 | 21 |
| Ansley Park Capital, LLC, Series 2025-A, Class A2, 4.43% 4/20/2035 <sup>(a)(c)</sup>  | 150 | 150 |
| Auxilior Term Funding, LLC, Series 2023-1A, Class A3, 5.70% 2/15/2030 <sup>(a)(c)</sup>  | 935 | 943 |
| Auxilior Term Funding, LLC, Series 24-1, Class A3, 5.49% 7/15/2031 <sup>(a)(c)</sup>  | 1034 | 1047 |

---

Capital Group Ultra Short Income ETF — Page 5 of 12

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Other asset-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AXIS Equipment Finance Receivables, LLC, Series 2022-2A, Class B, 5.65% 10/20/2028 <sup>(a)(c)</sup>  | USD400 | $401 |
| AXIS Equipment Finance Receivables, LLC, Series 2024-2, Class A2, 5.19% 7/21/2031 <sup>(a)(c)</sup>  | 622 | 629 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class A2, 5.05% 3/15/2029 <sup>(a)(c)</sup>  | 68 | 68 |
| CAL Funding IV, Ltd., Series 2020-1A, Class A, 2.22% 9/25/2045 <sup>(a)(c)</sup>  | 434 | 416 |
| Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032 <sup>(a)(c)</sup>  | 262 | 266 |
| Capteris Equipment Finance, Series 2026-1A, Class A2, 4.44% 9/20/2033 <sup>(a)(c)</sup>  | 206 | 206 |
| CCG Receivables Trust, Series 2023-2, Class A2, 6.28% 4/14/2032 <sup>(a)(c)</sup>  | 276 | 279 |
| Clarus Capital Funding, LLC, Series 2024-1A, Class A2, 4.71% 8/20/2032 <sup>(a)(c)</sup>  | 37 | 37 |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 2.38% 2/18/2046 <sup>(a)(c)</sup>  | 45 | 41 |
| Commercial Equipment Finance, Series 2025-1A, Class A, 4.83% 5/15/2031 <sup>(a)(c)</sup>  | 135 | 136 |
| Dext ABS, LLC, Series 2025-2, Class A2, 4.10% 4/17/2028 <sup>(a)(c)</sup>  | 144 | 144 |
| DLLMT, LLC, Series 2026-1A, Class A2, 4.03% 7/20/2028 <sup>(a)(c)</sup>  | 166 | 166 |
| HPEFS Equipment Trust, Series 2024-2, Class B, 5.35% 10/20/2031 <sup>(a)(c)</sup>  | 370 | 373 |
| Merchants Fleet Funding, LLC, Series 2024-1, Class A, 5.82% 4/20/2037 <sup>(a)(c)</sup>  | 984 | 988 |
| MMAF Equipment Finance, LLC, Series 20-A, Class A3, 0.97% 4/9/2027 <sup>(a)(c)</sup>  | 89 | 89 |
| MMP Capital, Series 2025-A, Class A, 5.36% 12/15/2031 <sup>(a)(c)</sup>  | 66 | 67 |
| NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031 <sup>(a)(c)</sup>  | 484 | 486 |
| NMEF Funding, LLC, Series 2025-A, Class A2, 4.72% 7/15/2032 <sup>(a)(c)</sup>  | 876 | 879 |
| NMEF Funding, LLC, Series 2025-B, Class A2, 4.64% 1/18/2033 <sup>(a)(c)</sup>  | 117 | 117 |
| Oaktree ABF Equipment ST, LLC, Series 2026-1A, Class A2, 4.50% 10/17/2033 <sup>(a)(c)</sup>  | 100 | 100 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031 <sup>(a)(c)</sup>  | 250 | 252 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class A, 5.08% 4/19/2032 <sup>(a)(c)</sup>  | 400 | 401 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-2A, Class A, 4.84% 11/17/2032 <sup>(a)(c)</sup>  | 100 | 100 |
| Own Equipment Fund II, LLC, Series 2025-1M, Class C, 9.02% 9/26/2033 <sup>(a)(c)</sup>  | 470 | 483 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class A1, 4.228% 2/15/2027 <sup>(a)(c)</sup>  | 250 | 250 |
| Pagaya AI Debt Selection Trust, Series 2025-R3, Class A, 4.841% 1/18/2033 <sup>(a)(c)</sup>  | 196 | 196 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class A2, 4.739% 9/15/2033 <sup>(a)(c)</sup>  | 600 | 599 |
| Pagaya AI Debt Selection Trust, Series 2026-R1, Class A, 4.714% 12/15/2033 <sup>(a)(c)</sup>  | 305 | 304 |
| Pagaya Point Of Sale Holdings Grantor Trust, Series 2025-2, Class A, 5.065% 7/20/2033 <sup>(a)(c)</sup>  | 958 | 959 |
| PEAC Solutions Receivables, LLC, Series 2024-2A, Class A2, 4.74% 4/20/2027 <sup>(a)(c)</sup>  | 26 | 26 |
| PEAC Solutions Receivables, LLC, Series 2026-1A, Class A2, 4.27% 10/20/2028 <sup>(a)(c)</sup>  | 161 | 161 |
| PFS Financing Corp., Series 2023-B, Class A, 5.27% 5/15/2028 <sup>(a)(c)</sup>  | 580 | 581 |
| Post Road Equipment Finance, Series 2024-1, Class C, 5.81% 10/15/2030 <sup>(a)(c)</sup>  | 500 | 505 |
| Post Road Equipment Finance, Series 2025-1A, Class A2, 4.90% 5/15/2031 <sup>(a)(c)</sup>  | 818 | 823 |
| Reach Financial, LLC, Series 2024-2, Class A, 5.88% 7/15/2031 <sup>(a)(c)</sup>  | 28 | 28 |
| Reach Financial, LLC, Series 2026-1A, Class A, 4.32% 2/15/2033 <sup>(a)(c)</sup>  | 108 | 109 |
| Reach Financial, LLC, Series 2026-1A, Class B, 4.37% 2/15/2033 <sup>(a)(c)</sup>  | 151 | 151 |
| Synchrony Card Issuance Trust, Series 2023-A2, Class A, 5.74% 10/15/2029 <sup>(c)</sup>  | 750 | 757 |
| Synchrony Card Issuance Trust, Series 2024-A2, Class A, 4.93% 7/15/2030 <sup>(c)</sup>  | 1000 | 1011 |
| Synchrony Card Issuance Trust, Series 2025-A3, Class A, 4.06% 11/17/2031 <sup>(c)</sup>  | 233 | 232 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 <sup>(a)(c)</sup>  | 359 | 345 |
| Textainer Marine Containers, Ltd., Series 2020-3, Class A, 2.11% 9/20/2045 <sup>(a)(c)</sup>  | 370 | 355 |
| Textainer Marine Containers, Ltd., Series 2021-2A, Class B, 2.82% 4/20/2046 <sup>(a)(c)</sup>  | 61 | 57 |
| T-Mobile US Trust, Series 2026-1A, Class A, 4.25% 10/21/2030 <sup>(a)(c)</sup>  | 239 | 239 |
| U.S. Bank National Association, Series 2025-SUP1, Class B, 5.582% 2/25/2032 <sup>(a)(c)</sup>  | 134 | 135 |
| U.S. Bank National Association, Series 2025-SUP2, Class B1, 4.818% 9/25/2032 <sup>(a)(c)</sup>  | 206 | 206 |
| Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class A, 4.244% 3/15/2034 <sup>(a)(c)</sup>  | 94 | 94 |
| Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class B, 4.635% 3/15/2034 <sup>(a)(c)</sup>  | 100 | 99 |
| USQ Rail, Series 2021-3A, Class A, 2.21% 6/28/2051 <sup>(a)(c)</sup>  | 408 | 393 |
| Verdant Receivables, LLC, Series 2025-1A, Class A2, 4.85% 3/13/2028 <sup>(a)(c)</sup>  | 81 | 81 |
| Verizon Master Trust, Series 2025-3, Class A1A, 4.51% 3/20/2030 (5.26% on 11/20/2027) <sup>(b)(c)</sup>  | 76 | 76 |
| Verizon Master Trust, Series 2025-9, Class A1A, 3.96% 10/21/2030 (4.67% on 10/20/2027) <sup>(b)(c)</sup>  | 256 | 255 |
| Verizon Master Trust, Series 2026-1, Class A1A, 3.94% 2/20/2031 (4.69% on 2/20/2028) <sup>(b)(c)</sup>  | 267 | 267 |
| VFI ABS, LLC, Series 2025-1A, Class A, 4.78% 6/24/2030 <sup>(a)(c)</sup>  | 72 | 73 |

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Capital Group Ultra Short Income ETF — Page 6 of 12

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Other asset-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 <sup>(a)(c)</sup>  | USD58 | $58 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class A2, 4.33% 9/20/2033 <sup>(a)(c)</sup>  | 100 | 100 |
|  |  | 20922 |
| **Credit card 1.24%** |  |  |
| Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029 <sup>(a)(c)</sup>  | 200 | 200 |
| First National Master Note Trust, Series 2023-2, Class A, 5.77% 9/17/2029 <sup>(c)</sup>  | 750 | 756 |
| First National Master Note Trust, Series 2024-1, Class A, 5.34% 5/15/2030 <sup>(c)</sup>  | 550 | 557 |
| Imprint Payments Credit Card Master Trust, Series 2025-A, Class A, 4.84% 9/15/2029 <sup>(a)(c)</sup>  | 100 | 100 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029 <sup>(a)(c)</sup>  | 690 | 692 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 <sup>(a)(c)</sup>  | 100 | 100 |
| World Financial Network Credit Card Master Trust, Series 2023-A, Class A, 5.02% 3/15/2030 <sup>(c)</sup>  | 470 | 470 |
|  |  | 2875 |
| **Collateralized loan obligations 0.45%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apex Credit CLO, LLC, Series 2021-2A, Class A1AR, (3-month USD CME Term SOFR + 1.18%) 4.848% <br> 10/20/2034 <sup>(a)(c)(d)</sup>  | 312 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES CLO, Ltd., Series 2019-53A, Class A1R2, (3-month USD CME Term SOFR + 1.09%) 4.758% <br>10/24/2036 <sup>(a)(c)(d)</sup>  | 339 | 338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund, CLO, Series 2015-37, Class AR, (3-month USD CME Term SOFR + 1.362%) 5.034% <br> 1/15/2031 <sup>(a)(c)(d)</sup>  | 115 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-1A, Class ARR, (3-month USD CME Term SOFR + 1.04%) 4.712% <br>4/15/2032 <sup>(a)(c)(d)</sup>  | 103 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2020-12A, Class A1R2, (3-month USD CME Term SOFR + 1.05%) 4.908% <br>4/25/2033 <sup>(a)(c)(d)</sup>  | 178 | 178 |
|  |  | 1046 |
| **Total asset-backed obligations** |  | 47812 |
| **Mortgage-backed obligations 5.08%**<br> **Collateralized mortgage-backed obligations (privately originated) 2.94%**<br>|  |  |
| Angel Oak Mortgage Trust, Series 2022-6, Class A1, 4.30% 7/25/2067 (5.30% on 9/1/2026) <sup>(a)(b)(c)</sup>  | 218 | 217 |
| Arroyo Mortgage Trust, Series 2022-1, Class A1A, 3.495% 12/25/2056 <sup>(a)(c)</sup>  | 704 | 686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1, 6.394% 10/25/2063 (7.394% on <br>11/1/2027) <sup>(a)(b)(c)</sup>  | 54 | 54 |
| Cascade Funding Mortgage Trust, Series 2024-HB13, Class A, 3.00% 5/25/2034 <sup>(a)(c)(d)</sup>  | 71 | 71 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 <sup>(a)(c)(d)</sup>  | 48 | 48 |
| COLT Funding, LLC, Series 2023-3, Class A1, 7.18% 9/25/2068 (8.18% on 9/1/2027) <sup>(a)(b)(c)</sup>  | 52 | 53 |
| COLT Funding, LLC, Series 2023-4, Class A1, 7.163% 10/25/2068 (8.163% on 10/1/2027) <sup>(a)(b)(c)</sup>  | 380 | 383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1, (30-day Average USD-SOFR + 1.10%) 4.762% <br> 2/25/2044 <sup>(a)(c)(d)</sup>  | 117 | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1, (30-day Average USD-SOFR + 1.00%) 4.662% <br> 2/25/2045 <sup>(a)(c)(d)</sup>  | 9 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1, (30-day Average USD-SOFR + 1.15%) 4.812% <br> 2/25/2045 <sup>(a)(c)(d)</sup>  | 90 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA2, Class M1A, (30-day Average <br> USD-SOFR + 1.30%) 4.962% 2/25/2042 <sup>(a)(c)(d)</sup>  | 44 | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA1, Class A1, (30-day Average <br> USD-SOFR + 1.35%) 5.012% 2/25/2044 <sup>(a)(c)(d)</sup>  | 572 | 572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.25%) 4.912% 5/25/2044 <sup>(a)(c)(d)</sup>  | 679 | 680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.10%) 4.762% 5/25/2045 <sup>(a)(c)(d)</sup>  | 625 | 626 |

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Capital Group Ultra Short Income ETF — Page 7 of 12

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| | | | |
|:---|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>|  | Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class A1, (30-day Average <br> USD-SOFR + 0.85%) 4.512% 2/25/2046 <sup>(a)(c)(d)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class A1, (30-day Average <br> USD-SOFR + 0.85%) 4.512% 2/25/2046 <sup>(a)(c)(d)</sup>  | USD259 | $259 |
| Home Partners of America Trust, Series 2021-2, Class C, 2.402% 12/17/2026 <sup>(a)(c)</sup>  | Home Partners of America Trust, Series 2021-2, Class C, 2.402% 12/17/2026 <sup>(a)(c)</sup>  | 144 | 141 |
| Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 5.75% 4/25/2061 <sup>(a)(c)</sup>  | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 5.75% 4/25/2061 <sup>(a)(c)</sup>  | 195 | 196 |
| MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) <sup>(a)(b)(c)</sup>  | MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) <sup>(a)(b)(c)</sup>  | 92 | 92 |
| Mill City Mortgage Trust, Series 15-1, Class M3, 3.749% 6/25/2056 <sup>(a)(c)(d)</sup>  | Mill City Mortgage Trust, Series 15-1, Class M3, 3.749% 6/25/2056 <sup>(a)(c)(d)</sup>  | 359 | 357 |
| Onslow Bay Financial, LLC, Series 2023-NQM10, Class A1, 6.465% 10/25/2063 (7.465% on 11/1/2027) <sup>(a)(b)(c)</sup>  | Onslow Bay Financial, LLC, Series 2023-NQM10, Class A1, 6.465% 10/25/2063 (7.465% on 11/1/2027) <sup>(a)(b)(c)</sup>  | 106 | 106 |
| Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039 <sup>(a)(c)</sup>  | Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039 <sup>(a)(c)</sup>  | 318 | 313 |
| Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75% 6/25/2057 <sup>(a)(c)(d)</sup>  | Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75% 6/25/2057 <sup>(a)(c)(d)</sup>  | 136 | 134 |
| Towd Point Mortgage Trust, Series 2017-3, Class A2, 3.00% 7/25/2057 <sup>(a)(c)(d)</sup>  | Towd Point Mortgage Trust, Series 2017-3, Class A2, 3.00% 7/25/2057 <sup>(a)(c)(d)</sup>  | 233 | 230 |
| Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058 <sup>(a)(c)(d)</sup>  | Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058 <sup>(a)(c)(d)</sup>  | 373 | 371 |
| Towd Point Mortgage Trust, Series 2015-2, Class 1B2, 3.648% 11/25/2060 <sup>(a)(c)(d)</sup>  | Towd Point Mortgage Trust, Series 2015-2, Class 1B2, 3.648% 11/25/2060 <sup>(a)(c)(d)</sup>  | 206 | 201 |
| Tricon American Homes, Series 2020-SFR1, Class B, 2.049% 7/17/2038 <sup>(a)(c)</sup>  | Tricon American Homes, Series 2020-SFR1, Class B, 2.049% 7/17/2038 <sup>(a)(c)</sup>  | 200 | 198 |
| Tricon Residential Trust, Series 2021-SFR1, Class A, 1.943% 7/17/2038 <sup>(a)(c)</sup>  | Tricon Residential Trust, Series 2021-SFR1, Class A, 1.943% 7/17/2038 <sup>(a)(c)</sup>  | 398 | 394 |
| Verus Securitization Trust, Series 2023-4, Class A1, 5.811% 5/25/2068 (6.811% on 5/1/2027) <sup>(a)(b)(c)</sup>  | Verus Securitization Trust, Series 2023-4, Class A1, 5.811% 5/25/2068 (6.811% on 5/1/2027) <sup>(a)(b)(c)</sup>  | 81 | 81 |
| Verus Securitization Trust, Series 2025-7, Class A1, 5.129% 8/25/2070 (6.129% on 8/1/2029) <sup>(a)(b)(c)</sup>  | Verus Securitization Trust, Series 2025-7, Class A1, 5.129% 8/25/2070 (6.129% on 8/1/2029) <sup>(a)(b)(c)</sup>  | 91 | 91 |
|  |  |  | 6814 |
| **Commercial mortgage-backed securities 2.14%** |  |  |  |
| AMSR Trust, Series 2021-SFR3, Class B, 1.726% 10/17/2038 <sup>(a)(c)</sup>  | AMSR Trust, Series 2021-SFR3, Class B, 1.726% 10/17/2038 <sup>(a)(c)</sup>  | 100 | 98 |
| Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A3, 3.362% 5/15/2050 <sup>(c)</sup>  | Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A3, 3.362% 5/15/2050 <sup>(c)</sup>  | 547 | 542 |
| Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A4, 3.625% 5/15/2050 <sup>(c)</sup>  | Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A4, 3.625% 5/15/2050 <sup>(c)</sup>  | 400 | 395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, (1-month USD CME Term SOFR + 1.60%) <br> 5.323% 12/15/2042 <sup>(a)(c)(d)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, (1-month USD CME Term SOFR + 1.60%) <br> 5.323% 12/15/2042 <sup>(a)(c)(d)</sup>  | 500 | 501 |
| BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 4.663% 1/17/2039 <sup>(a)(c)(d)</sup>  | BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 4.663% 1/17/2039 <sup>(a)(c)(d)</sup>  | 128 | 128 |
| CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 11/13/2050 <sup>(c)</sup>  | CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 11/13/2050 <sup>(c)</sup>  | 19 | 19 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A4, 3.191% 11/15/2050 <sup>(c)</sup>  | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A4, 3.191% 11/15/2050 <sup>(c)</sup>  | 10 | 10 |
| ELM Trust 2024, Series 2024-ELM, Class C15, 6.189% 6/10/2039 <sup>(a)(c)(d)</sup>  | ELM Trust 2024, Series 2024-ELM, Class C15, 6.189% 6/10/2039 <sup>(a)(c)(d)</sup>  | 300 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FS Commercial Mortgage Trust, Series 2026-HULA, Class A, (1-month USD CME Term SOFR + 1.45%) 5.12% <br> 3/15/2041 <sup>(a)(c)(d)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FS Commercial Mortgage Trust, Series 2026-HULA, Class A, (1-month USD CME Term SOFR + 1.45%) 5.12% <br> 3/15/2041 <sup>(a)(c)(d)</sup>  | 792 | 793 |
| GS Mortgage Securities Trust, Series 2017-GS6, Class A3, 3.433% 5/10/2050 <sup>(c)</sup>  | GS Mortgage Securities Trust, Series 2017-GS6, Class A3, 3.433% 5/10/2050 <sup>(c)</sup>  | 23 | 23 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5, 3.409% 10/15/2050 <sup>(c)</sup>  | JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5, 3.409% 10/15/2050 <sup>(c)</sup>  | 750 | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A, (1-month USD CME Term SOFR + 1.00%) <br> 4.673% 1/15/2039 <sup>(a)(c)(d)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A, (1-month USD CME Term SOFR + 1.00%) <br> 4.673% 1/15/2039 <sup>(a)(c)(d)</sup>  | 532 | 532 |
| UBS Commercial Mortgage Trust, Series 2017-C2, Class A4, 3.487% 8/15/2050 <sup>(c)</sup>  | UBS Commercial Mortgage Trust, Series 2017-C2, Class A4, 3.487% 8/15/2050 <sup>(c)</sup>  | 15 | 15 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5, 3.418% 9/15/2050 <sup>(c)</sup>  | Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5, 3.418% 9/15/2050 <sup>(c)</sup>  | 475 | 467 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class A3, 3.374% 12/15/2059 <sup>(c)</sup>  | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class A3, 3.374% 12/15/2059 <sup>(c)</sup>  | 403 | 401 |
|  |  |  | 4963 |
| **Total mortgage-backed obligations** |  |  | 11777 |
| **Total bonds, notes & other debt instruments** (cost: $177,980,000) |  |  | 177813 |
| Short-term securities 24.49%<br> **Commercial paper 20.37%**<br>| Weighted<br> average yield<br> at acquisition<br>|  |  |
| Atlantic Asset Securitization, LLC 5/21/2026 <sup>(a)</sup> <br>| 3.699<br> %<br>| 1800 | 1790 |
| Australia & New Zealand Banking Group, Ltd. 4/20/2026 <sup>(a)</sup> <br>| 3.868 | 1000 | 998 |
| BofA Securities, Inc. 7/27/2026 <sup>(a)</sup> <br>| 3.900 | 1500 | 1481 |
| Cabot Trail Funding, LLC 4/20/2026 <sup>(a)</sup> <br>| 3.707 | 1100 | 1098 |
| Cabot Trail Funding, LLC 5/27/2026 <sup>(a)</sup> <br>| 3.729 | 1700 | 1690 |
| DBS Bank, Ltd. 6/12/2026 <sup>(a)</sup> <br>| 3.807 | 4000 | 3969 |
| Desjardins Group 5/12/2026 <sup>(a)</sup> <br>| 3.622 | 3000 | 2987 |
| DNB Bank ASA 4/15/2026 <sup>(a)</sup> <br>| 3.914 | 1950 | 1947 |

---

Capital Group Ultra Short Income ETF — Page 8 of 12

------

**unaudited**

---

| | | | |
|:---|:---|:---|:---|
| Short-term securities (continued)<br> **Commercial paper (continued)**<br>| Weighted<br> average yield<br> at acquisition<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| ING (U.S.) Funding, LLC 4/21/2026 <sup>(a)</sup> <br>| 3.626<br> %<br>| USD1,000 | $998 |
| ING (U.S.) Funding, LLC 9/8/2026 <sup>(a)</sup> <br>| 3.885 | 2000 | 1965 |
| Manhattan Asset Funding Co., LLC 6/3/2026 <sup>(a)</sup> <br>| 3.752 | 1000 | 993 |
| National Bank of Canada 5/13/2026 <sup>(a)</sup> <br>| 4.005 | 1150 | 1145 |
| Nestle Finance International, Ltd. 4/23/2026 <sup>(a)</sup> <br>| 3.478 | 2000 | 1995 |
| Nordea Bank AB 4/7/2026 <sup>(a)</sup> <br>| 3.910 | 600 | 599 |
| Nordea Bank AB 6/9/2026 <sup>(a)</sup> <br>| 3.740 | 2900 | 2878 |
| OMERS Finance Trust 4/1/2026  | 3.711 | 2500 | 2500 |
| OMERS Finance Trust 5/20/2026  | 3.724 | 2500 | 2487 |
| Sanofi 5/19/2026 <sup>(a)</sup> <br>| 3.824 | 3000 | 2985 |
| Societe Generale 5/1/2026 <sup>(a)</sup> <br>| 3.825 | 1400 | 1395 |
| Sumitomo Mitsui Trust Bank, Ltd. 4/10/2026 <sup>(a)</sup> <br>| 3.804 | 1300 | 1299 |
| Sumitomo Mitsui Trust Bank, Ltd. 4/14/2026 <sup>(a)</sup> <br>| 3.805 | 1300 | 1298 |
| Sumitomo Mitsui Trust Bank, Ltd. 5/22/2026 <sup>(a)</sup> <br>| 3.793 | 1100 | 1094 |
| Thunder Bay Funding, LLC 4/1/2026 <sup>(a)</sup> <br>| 3.952 | 3700 | 3700 |
| Toyota Motor Credit Corp. 7/10/2026  | 3.876 | 3000 | 2968 |
| Victory Receivables Corp. 6/10/2026 <sup>(a)</sup> <br>| 3.696 | 1000 | 992 |
|  |  |  | 47251 |
| **Bonds & notes of governments & government agencies outside the U.S. 2.87%** |  |  |  |
| BNG Bank NV 5/29/2026 <sup>(e)</sup> <br>| 3.725 | 3000 | 2981 |
| Oesterreich Kontrollbank 5/29/2026  | 3.771 | 3700 | 3678 |
|  |  |  | 6659 |
| **Federal agency bills and notes 1.25%** |  |  |  |
| Federal Home Loan Bank 4/1/2026  | 3.609 | 2900 | 2900 |
| **Total short-term securities** (cost: $56,819,000) |  |  | 56810 |
| **Total investment securities 101.15%** (cost $234,799,000) |  |  | 234623 |
| **Other assets less liabilities (1.15)%** |  |  | (2675)<br>|
| **Net assets 100.00%** |  |  | $231948 |

---

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.2515% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD5,952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $52 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.214% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| 3.431% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33)<br>|
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.2995% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
| 3.533% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $98 |

---

Capital Group Ultra Short Income ETF — Page 9 of 12

------

**unaudited**

Restricted security <sup>(e)</sup>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition <br>date(s)<br>| Cost <br>(000)<br>| Value <br>(000)<br>| Percent <br>of net <br>assets<br>|
| BNG Bank NV 5/29/2026  | 2/26/2026 | $2982 | $2981 | 1.30% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $102,638,000, which represented 44.25% of the net assets of the fund. 

<sup>(b)</sup> Step bond; coupon rate may change at a later date.

<sup>(c)</sup> Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.

<sup>(d)</sup> Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available. 

<sup>(e)</sup> Restricted security, other than Rule 144A securities or commercial paper issued pursuant to Section 4(a)(2) of the Securities Act of 1933.

Valuation disclosures

------

Capital Research and Management Company ("CRMC"), the fund's investment adviser, values the fund's investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value per share is calculated once daily as of the close of regular trading on the New York Stock Exchange, normally 4 p.m. New York time, each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers. Assets and liabilities, including investment securities, denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates supplied by one or more pricing vendors on the valuation date.

**Methods and inputs** — The fund's investment adviser uses the following methods and inputs to establish the fair value of the fund's assets and liabilities. Use of particular methods and inputs may vary over time based on availability and relevance as market and economic conditions evolve.

Equity securities, including depositary receipts, are generally valued at the official closing price of, or the last reported sale price on, the exchange or market on which such securities are traded, as of the close of business on the day the securities are being valued or, lacking any sales, at the last available bid price. Prices for each security are taken from the principal exchange or market on which the security trades.

Fixed-income securities, including short-term securities, are generally valued at evaluated prices obtained from third-party pricing vendors. Vendors value such securities based on one or more of the inputs described in the following table. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.

---

| | |
|:---|:---|
| **Fixed-income class** | **Examples of standard inputs** |
| &nbsp;&nbsp;&nbsp;&nbsp; All | &nbsp;&nbsp;&nbsp; Benchmark yields, transactions, bids, offers, quotations from dealers and <br> trading systems, new issues, spreads and other relationships observed in <br> the markets among comparable securities; and proprietary pricing <br> models such as yield measures calculated using factors such as cash flows, <br> financial or collateral performance and other reference data (collectively <br> referred to as "standard inputs")<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans; convertible securities | Standard inputs and underlying equity of the issuer |
| &nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed; asset-backed obligations | &nbsp;&nbsp;&nbsp; Standard inputs and cash flows, prepayment information, default rates, <br> delinquency and loss assumptions, collateral characteristics, credit <br> enhancements and specific deal information<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal securities | &nbsp;&nbsp;&nbsp; Standard inputs and, for certain distressed securities, cash flows or <br> liquidation values using a net present value calculation based on <br> inputs that include, but are not limited to, financial statements and debt <br> contracts<br>|

---

Capital Group Ultra Short Income ETF — Page 10 of 12

------

**unaudited**

Securities with both fixed-income and equity characteristics, or equity securities traded principally among fixed-income dealers, are generally valued in the manner described for either equity or fixed-income securities, depending on which method is deemed most appropriate by the fund's investment adviser. Swaps are generally valued using evaluated prices obtained from third-party pricing vendors who calculate these values based on market inputs that may include the yields of the indices referenced in the instrument and the relevant curve, dealer quotes, default probabilities and recovery rates, other reference data, and terms of the contract. The average month-end notional amounts of interest rate swaps while held was $31,405,000.

Securities and other assets for which representative market quotations are not readily available or are considered unreliable by the fund's investment adviser are fair valued as determined in good faith under fair valuation guidelines adopted by the fund's investment adviser and approved by the board of trustees as further described. The investment adviser follows fair valuation guidelines, consistent with U.S. Securities and Exchange Commission rules and guidance, to consider relevant principles and factors when making fair value determinations. The investment adviser considers relevant indications of value that are reasonably and timely available to it in determining the fair value to be assigned to a particular security, such as the type and cost of the security, restrictions on resale of the security, relevant financial or business developments of the issuer, actively traded similar or related securities, dealer or broker quotes, conversion or exchange rights on the security, related corporate actions, significant events occurring after the close of trading in the security, and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of the fund is determined. Fair valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.

**Processes and structure** — The fund's board of trustees has designated the fund's investment adviser to make fair value determinations, subject to board oversight. The investment adviser has established a Joint Fair Valuation Committee (the "Committee") to administer, implement and oversee the fair valuation process and to make fair value decisions. The Committee regularly reviews its own fair value decisions, as well as decisions made under its standing instructions to the investment adviser's valuation team. The Committee reviews changes in fair value measurements from period to period, pricing vendor information and market data, and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews facilitated by the investment adviser's global risk management group. The Committee reports changes to the fair valuation guidelines to the board of trustees. The fund's board and audit committee also regularly review reports that describe fair value determinations and methods.

**Classifications** — The fund's investment adviser classifies the fund's assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser's determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The fund's valuation levels as of March 31, 2026, were as follows (dollars in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds and notes  | $— | $118224 | $— | $118224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-backed obligations  |  | 47812 |  | 47812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations  |  | 11777 |  | 11777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities  |  | 56810 |  | 56810 |
| Total | $— | $234623 | $— | $234623 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Capital Group Ultra Short Income ETF — Page 11 of 12

------

**unaudited**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Other investments\* | Other investments\* | Other investments\* | Other investments\* |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps  | $— | $150 | $— | $150 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps  |  | (52)<br>|  | (52)<br>|
| Total | $— | $98 | $— | $98 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Interest rate swaps are not included in the investment portfolio.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Key to abbreviation(s)** |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| DAC = Designated Activity Company |
| LIBOR = London Interbank Offered Rate |
| SOFR = Secured Overnight Financing Rate |
| USD = U.S. dollars |
| UST = U.S. Treasury |

---

**Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.**

**Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing.** 

**You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.**

All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.

Capital Client Group, Inc., member FINRA.© 2026 Capital Group. All rights reserved.

ETGEFP1-320-0526

Capital Group Ultra Short Income ETF — Page 12 of 12

------

## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $231979892.43

**Total Liabilities:** $32241.93

**Net Assets:** $231947650.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1920.81000000 | **1-Year:** -9667.39000000 | **5-Year:** -3176.62000000 | **10-Year:** -263.03000000 | **30-Year:** -14.29000000

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

- **3-Month:** -275.59000000 | **1-Year:** -1090.57000000 | **5-Year:** -366.15000000 | **10-Year:** -339.27000000 | **30-Year:** -152.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249949 | 0.34%                | 0.39%                | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11746.55                | $37276.05                                  |
| Month 2  | $21499.45                | $24068.81                                  |
| Month 3  | $23041.42                | $-576789.53                                |

**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        |     27858 | PA      | $27962.44     | 0.01%             | 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        |    241184 | PA      | $242719.49    | 0.10%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACHD Trust                                             | ACHD Trust 2025-DS1                                                                                                   | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820716 | PA      | $822075.21    | 0.35%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                         | ACHV ABS Trust 2025-1PL                                                                                               | CUSIP: 00112MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23431 | PA      | $23475.66     | 0.01%             | 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      | $98222.53     | 0.04%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $493470.92    | 0.21%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                                                                                   | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $198472.96    | 0.09%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X1                                                                             | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21337 | PA      | $21350.22     | 0.01%             | 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        |    319242 | PA      | $319512.72    | 0.14%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X2                                                                             | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476000 | PA      | $476798.92    | 0.21%             | 2030-10-15      | Fixed         | 4.93%                 | 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        |     81874 | PA      | $81963.89     | 0.04%             | 2028-09-12      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                                                                   | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745377.25    | 0.32%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2025-1                                                                       | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400315.36    | 0.17%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                          | Amphenol Corp                                                                                                         | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696069.59    | 0.30%             | 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      | $401358.08    | 0.17%             | 2028-10-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XIV LLC                                                                            | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    622417 | PA      | $628562.50    | 0.27%             | 2031-07-21      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2022-6                                                                                       | CUSIP: 03465VAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    218377 | PA      | $217484.22    | 0.09%             | 2067-07-25      | Variable      | 4.30%                 | 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        |    150085 | PA      | $149680.29    | 0.06%             | 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        |   1250000 | PA      | $1251898.45   | 0.54%             | 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      | $311842.44    | 0.13%             | 2034-10-20      | Floating      | 4.85%                 | 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      | $337983.00    | 0.15%             | 2036-10-24      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                  | Arroyo Mortgage Trust 2022-1                                                                                          | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703763 | PA      | $685710.19    | 0.30%             | 2056-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                | Arthur J Gallagher & Co                                                                                               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    874000 | PA      | $876743.30    | 0.38%             | 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      | $499676.03    | 0.22%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Atlantic Asset Securitization LLC                      | Atlantic Asset Securitization LLC                                                                                     | CUSIP: 04821UEM0<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   1800000 | PA      | $1790215.74   | 0.77%             | 2026-05-21      | None          | 0.00%                 | 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      | $997936.70    | 0.43%             | 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        |   1033600 | PA      | $1047109.82   | 0.45%             | 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        |    935000 | PA      | $943323.74    | 0.41%             | 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      | $200203.10    | 0.09%             | 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: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248462.08    | 0.11%             | 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: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1080288.88   | 0.47%             | 2028-02-20      | Fixed         | 1.66%                 | 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        |     16667 | PA      | $16679.96     | 0.01%             | 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      | $501673.20    | 0.22%             | 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      | $251358.40    | 0.11%             | 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      | $503736.50    | 0.22%             | 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      | $759516.23    | 0.33%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                                                      | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1780829.71   | 0.77%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                               | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $246538.12    | 0.11%             | 2027-10-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2022-AHP                                                                                 | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127909 | PA      | $127924.13    | 0.06%             | 2039-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                         | BOCA Commercial Mortgage Trust 2025-BOCA                                                                              | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501134.15    | 0.22%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BofA Securities Inc                                    | BofA Securities Inc                                                                                                   | CUSIP: 06054PGT7<br>LEI: 549300HN4UKV1E2R3U73 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1480880.70   | 0.64%             | 2026-07-27      | None          | 0.00%                 | 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      | $596412.00    | 0.26%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2017-BNK4                                                                                                        | CUSIP: 06541FAZ2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    547060 | PA      | $542155.79    | 0.23%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2017-BNK4                                                                                                        | CUSIP: 06541FBA6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $395386.36    | 0.17%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                          | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2525000 | PA      | $2526681.45   | 1.09%             | 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        |    544000 | PA      | $531264.04    | 0.23%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                                                                              | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93203.07     | 0.04%             | 2028-12-01      | Fixed         | 2.27%                 | 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        |     68105 | PA      | $68338.38     | 0.03%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                            | BNG Bank NV                                                                                                           | CUSIP: 09657SEV3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | STIV             | CORP              | NL        |   3000000 | PA      | $2981608.50   | 1.29%             | 2026-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                         | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2321999.84   | 1.00%             | 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        |   1650000 | PA      | $1659571.06   | 0.72%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                   | Boston Properties LP                                                                                                  | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3575000 | PA      | $3542380.99   | 1.53%             | 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        |     53782 | PA      | $54052.82     | 0.02%             | 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        |     23420 | PA      | $23442.77     | 0.01%             | 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        |    521630 | PA      | $522000.43    | 0.23%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                                                                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253960.58   | 0.54%             | 2026-12-23      | Fixed         | 4.60%                 | 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      | $18716.01     | 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        |    275927 | PA      | $278602.25    | 0.12%             | 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        |     71280 | PA      | $70588.04     | 0.03%             | 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        |     44802 | PA      | $41458.65     | 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      | $998550.52    | 0.43%             | 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: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9892.46      | 0.00%             | 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        |    380374 | PA      | $383344.28    | 0.17%             | 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        |    442314 | PA      | $445876.15    | 0.19%             | 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        |    550000 | PA      | $548626.95    | 0.24%             | 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        |   1400000 | PA      | $1388309.75   | 0.60%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CABOT TRAIL FUNDING LLC                                | Cabot Trail Funding LLC                                                                                               | CUSIP: 12710HDL9<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |   1100000 | PA      | $1097717.72   | 0.47%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cabot Trail Funding LLC                                | Cabot Trail Funding LLC                                                                                               | CUSIP: 12710HET1<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |   1700000 | PA      | $1689693.58   | 0.73%             | 2026-05-27      | 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        |    433575 | PA      | $416425.30    | 0.18%             | 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      | $1422725.29   | 0.61%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                 | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $494662.26    | 0.21%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                                                            | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2344770.12   | 1.01%             | 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        |    261963 | PA      | $265969.61    | 0.11%             | 2032-07-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance                             | Capteris Equipment Finance 2026-1 LLC                                                                                 | CUSIP: 14077FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206000 | PA      | $205875.80    | 0.09%             | 2033-09-20      | Fixed         | 4.44%                 | 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        |     76754 | PA      | $75085.87     | 0.03%             | 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      | $251572.65    | 0.11%             | 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        |     48244 | PA      | $48126.15     | 0.02%             | 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        |    700000 | PA      | $687996.69    | 0.30%             | 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        |   1100000 | PA      | $1090794.73   | 0.47%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                         | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500655.53   | 1.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                         | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $894839.26    | 0.39%             | 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      | $951675.66    | 0.41%             | 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        |     36659 | PA      | $36749.45     | 0.02%             | 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        |     52338 | PA      | $52678.88     | 0.02%             | 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        |    135434 | PA      | $135577.92    | 0.06%             | 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        |    850000 | PA      | $808340.74    | 0.35%             | 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        |    116592 | PA      | $116543.05    | 0.05%             | 2044-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      9055 | PA      | $9044.55      | 0.00%             | 2045-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754TAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     89927 | PA      | $89907.97     | 0.04%             | 2045-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                                                                              | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2450000 | PA      | $2444798.33   | 1.05%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                               | Corebridge Financial Inc                                                                                              | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495594.42    | 0.21%             | 2027-04-05      | Fixed         | 3.65%                 | 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        |    825721 | PA      | $826996.04    | 0.36%             | 2029-07-16      | Fixed         | 4.46%                 | 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        |    112749 | PA      | $112777.92    | 0.05%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                                           | DBS Bank Ltd                                                                                                          | CUSIP: 23305EFC2<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   4000000 | PA      | $3968931.60   | 1.71%             | 2026-06-12      | 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      | $1947074.03   | 0.84%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2026-1 LLC                                                                                                      | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166000 | PA      | $165918.29    | 0.07%             | 2028-07-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                                                       | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    704000 | PA      | $705669.78    | 0.30%             | 2029-03-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $262537.77    | 0.11%             | 2029-11-20      | Fixed         | 6.82%                 | 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      | $729934.55    | 0.31%             | 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      | $144022.20    | 0.06%             | 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      | $350749.18    | 0.15%             | 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        |    114775 | PA      | $114812.18    | 0.05%             | 2031-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XAJ0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300838.41    | 0.13%             | 2039-06-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                             | Eaton Corp                                                                                                            | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645498.74    | 0.28%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                   | Edison International                                                                                                  | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1081709.97   | 0.47%             | 2028-03-15      | Fixed         | 4.13%                 | 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      | $299746.26    | 0.13%             | 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        |    177917 | PA      | $178327.40    | 0.08%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-1 LLC                                                                                 | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    545597 | PA      | $548364.86    | 0.24%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                            | Equinix Inc                                                                                                           | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $99700.68     | 0.04%             | 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      | $67045.34     | 0.03%             | 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        |     16877 | PA      | $16908.05     | 0.01%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust 2025-1                                                                     | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005015.40   | 0.43%             | 2030-04-15      | Fixed         | 4.69%                 | 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        |    336187 | PA      | $337128.40    | 0.15%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| FS Trust                                               | FS Trust 2026-HULA                                                                                                    | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    792000 | PA      | $793006.47    | 0.34%             | 2041-03-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                | Federal Home Loan Bank Discount Notes                                                                                 | CUSIP: 313385UZ7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2900000 | PA      | $2900000.00   | 1.25%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec            | Federation des Caisses Desjardins du Quebec                                                                           | CUSIP: 31428GEC3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | STIV             | CORP              | CA        |   3000000 | PA      | $2986749.00   | 1.29%             | 2026-05-12      | None          | 0.00%                 | 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      | $755733.00    | 0.33%             | 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      | $557092.36    | 0.24%             | 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      | $1240128.94   | 0.53%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199130.33    | 0.09%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345573.43    | 0.15%             | 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        |   1850000 | PA      | $1836530.32   | 0.79%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249994.31    | 0.11%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206481.01    | 0.09%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801911.06    | 0.35%             | 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        |   1300000 | PA      | $1302929.24   | 0.56%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592793.76    | 0.26%             | 2029-04-06      | Fixed         | 4.97%                 | 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        |     44351 | PA      | $44355.46     | 0.02%             | 2042-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                               | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |    571667 | PA      | $571938.88    | 0.25%             | 2044-02-25      | Floating      | 5.01%                 | 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        |    679219 | PA      | $679796.53    | 0.29%             | 2044-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    625000 | PA      | $626082.54    | 0.27%             | 2045-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Structured Agency Credit Risk 2026-DNA1                                                                               | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258912 | PA      | $258568.74    | 0.11%             | 2046-02-25      | Floating      | 4.51%                 | 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      | $756905.48    | 0.33%             | 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      | $22731.39     | 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        |     25916 | PA      | $25974.57     | 0.01%             | 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      | $40047.02     | 0.02%             | 2029-07-16      | Fixed         | 4.29%                 | 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      | $400039.02    | 0.17%             | 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      | $521697.77    | 0.22%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-1                                                                              | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365544 | PA      | $367642.21    | 0.16%             | 2030-03-15      | Fixed         | 5.24%                 | 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        |     87477 | PA      | $87592.92     | 0.04%             | 2028-03-15      | Fixed         | 4.75%                 | 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        |    505193 | PA      | $505756.27    | 0.22%             | 2028-07-17      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-3                                                                              | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $621754.10    | 0.27%             | 2029-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1826159.12   | 0.79%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393607.93    | 0.17%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2234000 | PA      | $2234361.86   | 0.96%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695871.01    | 0.30%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                     | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $497495.40    | 0.21%             | 2027-05-24      | Fixed         | 1.59%                 | 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      | $372746.70    | 0.16%             | 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      | $443820.87    | 0.19%             | 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      | $739392.23    | 0.32%             | 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      | $246747.93    | 0.11%             | 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        |    970000 | PA      | $948764.86    | 0.41%             | 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        |    500000 | PA      | $500976.10    | 0.22%             | 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        |    100000 | PA      | $100215.50    | 0.04%             | 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      | $517461.76    | 0.22%             | 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      | $100852.60    | 0.04%             | 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        |    143902 | PA      | $141240.91    | 0.06%             | 2026-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                                                               | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495460.33    | 0.21%             | 2029-03-16      | Fixed         | 4.00%                 | 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        |    203783 | PA      | $204444.81    | 0.09%             | 2032-05-20      | Floating      | 5.07%                 | 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        |    222651 | PA      | $223067.29    | 0.10%             | 2032-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2026-1                                                                | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249780.26    | 0.11%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2026-1                                                                | CUSIP: 44644NAX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300418.49    | 0.13%             | 2034-02-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                               | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199292.70    | 0.09%             | 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      | $100455.33    | 0.04%             | 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      | $165521.57    | 0.07%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                               | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    201000 | PA      | $198846.72    | 0.09%             | 2029-01-08      | 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      | $100044.76    | 0.04%             | 2029-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ING US Funding LLC                                     | ING US Funding LLC                                                                                                    | CUSIP: 45685RDM6<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997826.20    | 0.43%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING US Funding LLC                                     | ING US Funding LLC                                                                                                    | CUSIP: 45685RJ81<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1964961.60   | 0.85%             | 2026-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                                                            | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2070615.71   | 0.89%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                   | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.00    | 0.09%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3793914.91   | 1.64%             | 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        |    350000 | PA      | $353367.72    | 0.15%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101240.29    | 0.04%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200011.70    | 0.09%             | 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      | $737963.18    | 0.32%             | 2050-10-15      | Fixed         | 3.41%                 | 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        |    126504 | PA      | $126658.95    | 0.05%             | 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        |   3800000 | PA      | $3756439.46   | 1.62%             | 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        |     47695 | PA      | $47878.14     | 0.02%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                            | Legacy Mortgage Asset Trust 2021-GS2                                                                                  | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195238 | PA      | $195725.10    | 0.08%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                            | MMP Capital 2025-A LLC                                                                                                | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66440 | PA      | $66933.77     | 0.03%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC                         | Manhattan Asset Funding Co LLC                                                                                        | CUSIP: 56274MF31<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $993161.50    | 0.43%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                                                                              | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501670.94    | 0.22%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                         | McCormick & Co Inc/MD                                                                                                 | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    351000 | PA      | $347661.26    | 0.15%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2025-NQM3 Trust                                                                                                   | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     91934 | PA      | $91901.14     | 0.04%             | 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        |    983884 | PA      | $988399.30    | 0.43%             | 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      | $453596.80    | 0.20%             | 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      | $403411.66    | 0.17%             | 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      | $502172.99    | 0.22%             | 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        |    359437 | PA      | $357206.76    | 0.15%             | 2056-06-25      | Variable      | 3.76%                 | 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      | $691804.35    | 0.30%             | 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      | $99965.29     | 0.04%             | 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        |     89187 | PA      | $88769.95     | 0.04%             | 2027-04-09      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                        | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350073.42    | 0.15%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                        | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743192.42    | 0.32%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                        | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599860.28    | 0.26%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49430.13     | 0.02%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                        | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1695306.03   | 0.73%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                                                        | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594004.99    | 0.26%             | 2030-02-08      | Fixed         | 4.21%                 | 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      | $498434.09    | 0.21%             | 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        |   1200000 | PA      | $1197794.63   | 0.52%             | 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        |    483983 | PA      | $486474.88    | 0.21%             | 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        |    875806 | PA      | $878534.64    | 0.38%             | 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        |    116871 | PA      | $117279.77    | 0.05%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                                                                               | CUSIP: 63307MED7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   1150000 | PA      | $1144825.12   | 0.49%             | 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        |    400000 | PA      | $397585.01    | 0.17%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                           | Navient Corp                                                                                                          | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1103300.00   | 0.48%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                           | Navient Corp                                                                                                          | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1271757.37   | 0.55%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                       | Nestle Finance International Ltd                                                                                      | CUSIP: 64106HDP3<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   2000000 | PA      | $1995290.40   | 0.86%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276413.42    | 0.12%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                | Nissan Motor Acceptance Co LLC                                                                                        | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491674.67    | 0.21%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                | Nissan Motor Acceptance Co LLC                                                                                        | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100550.72    | 0.04%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                        | Nordea Bank Abp                                                                                                       | CUSIP: 65558KD76<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |    600000 | PA      | $599576.82    | 0.26%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                                                       | CUSIP: 65558KF90<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   2900000 | PA      | $2878527.53   | 1.24%             | 2026-06-09      | 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      | $99950.63     | 0.04%             | 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      | $252412.73    | 0.11%             | 2031-06-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Oaktree ABF Equipment ST LLC                           | Oaktree ABF Equipment ST 2026 1 LLC                                                                                   | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100252.41    | 0.04%             | 2033-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2023-NQM10 Trust                                                                                                  | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    105458 | PA      | $106214.12    | 0.05%             | 2063-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                    | OMERS Finance Trust                                                                                                   | CUSIP: 68217YD16<br>LEI: 529900M039WCPES03P17 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2499742.75   | 1.08%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                    | OMERS Finance Trust                                                                                                   | CUSIP: 68217YEL1<br>LEI: 529900M039WCPES03P17 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2486794.00   | 1.07%             | 2026-05-20      | None          | 0.00%                 | 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      | $401416.88    | 0.17%             | 2032-04-19      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                                                             | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1575394.10   | 0.68%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                           | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447590.87    | 0.19%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                           | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683333.52    | 0.29%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1108647.90   | 0.48%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                           | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    711000 | PA      | $702154.62    | 0.30%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                                                                             | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $693141.34    | 0.30%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                         | OWN Equipment Fund II LLC                                                                                             | CUSIP: 690912AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469738 | PA      | $482560.86    | 0.21%             | 2033-09-26      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                    | PFS Financing Corp                                                                                                    | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $580804.87    | 0.25%             | 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        |    300000 | PA      | $296734.22    | 0.13%             | 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        |    700000 | PA      | $701378.19    | 0.30%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    962000 | PA      | $957297.58    | 0.41%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                                                           | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1280083.55   | 0.55%             | 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        |     26105 | PA      | $26149.79     | 0.01%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1110139.39   | 0.48%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98275.11     | 0.04%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435621.15    | 0.19%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776320.73    | 0.33%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                         | Pagaya AI Debt Grantor Trust 2026-1                                                                                   | CUSIP: 694969AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249936.63    | 0.11%             | 2027-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                         | Pagaya AI Debt Grantor Trust 2026-1                                                                                   | CUSIP: 694969AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $599284.74    | 0.26%             | 2033-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                         | Pagaya AI Debt Trust 2026-R1                                                                                          | CUSIP: 694971AA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    304882 | PA      | $304173.18    | 0.13%             | 2033-12-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                             | PacifiCorp                                                                                                            | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791170.50    | 0.34%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                             | PacifiCorp                                                                                                            | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575165.19    | 0.25%             | 2029-04-15      | Fixed         | 4.65%                 | 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        |    196437 | PA      | $196339.45    | 0.08%             | 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        |    958000 | PA      | $958595.97    | 0.41%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2026-1 LLC                                                                                 | CUSIP: 704583AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161000 | PA      | $161023.07    | 0.07%             | 2028-10-20      | Fixed         | 4.27%                 | 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        |    184393 | PA      | $184442.45    | 0.08%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3125000 | PA      | $3156912.50   | 1.36%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $98963.86     | 0.04%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $706514.90    | 0.30%             | 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      | $199474.55    | 0.09%             | 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      | $200561.94    | 0.09%             | 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      | $599092.06    | 0.26%             | 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      | $297593.31    | 0.13%             | 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      | $505053.10    | 0.22%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817806 | PA      | $823428.74    | 0.36%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2022-SFR3 Trust                                                                                  | CUSIP: 74331UAA6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    317849 | PA      | $313269.40    | 0.14%             | 2039-04-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                    | Reach ABS Trust 2024-2                                                                                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27751 | PA      | $27809.11     | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                    | Reach Abs Trust 2026-1                                                                                                | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108466 | PA      | $108494.59    | 0.05%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                    | Reach Abs Trust 2026-1                                                                                                | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151000 | PA      | $150497.88    | 0.06%             | 2033-02-15      | Fixed         | 4.37%                 | 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      | $200876.94    | 0.09%             | 2028-09-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I             | Research-Driven Pagaya Motor Asset Trust 2026-R1                                                                      | CUSIP: 76089TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165243.87    | 0.07%             | 2034-07-25      | Fixed         | 5.66%                 | 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      | $200382.57    | 0.09%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                     | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $499980.29    | 0.22%             | 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        |   2400000 | PA      | $2409330.77   | 1.04%             | 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        |    371940 | PA      | $373776.22    | 0.16%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                               | SCCU Auto Receivables Trust 2024-1                                                                                    | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559220 | PA      | $561907.98    | 0.24%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SMRT                                                   | SMRT 2022-MINI                                                                                                        | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532000 | PA      | $531778.37    | 0.23%             | 2039-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                              | Sanofi SA                                                                                                             | CUSIP: 8010M3EK2<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   3000000 | PA      | $2984713.20   | 1.29%             | 2026-05-19      | None          | 0.00%                 | 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      | $262396.99    | 0.11%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                   | Saudi Arabian Oil Co                                                                                                  | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    365000 | PA      | $357816.62    | 0.15%             | 2029-02-02      | Fixed         | 4.00%                 | 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        |    369442 | PA      | $370120.54    | 0.16%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                                                               | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352058.08    | 0.15%             | 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        |    549520 | PA      | $553478.85    | 0.24%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                                                                               | CUSIP: 81378WAF0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     53284 | PA      | $53151.75     | 0.02%             | 2033-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                                                                               | CUSIP: 81378WAG8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     24804 | PA      | $24769.78     | 0.01%             | 2033-03-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                                                                   | CUSIP: 83369CE18<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | FR        |   1400000 | PA      | $1395467.78   | 0.60%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94362.31     | 0.04%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456462.59    | 0.20%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1448186.93   | 0.62%             | 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      | $307545.66    | 0.13%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659285.85    | 0.28%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                         | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449949.66    | 0.19%             | 2026-09-06      | Fixed         | 4.40%                 | 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        |    103236 | PA      | $103224.52    | 0.04%             | 2032-04-15      | Floating      | 4.71%                 | 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        |     51149 | PA      | $51237.64     | 0.02%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST NY                               | Sumitomo Mitsui Trust NY                                                                                              | CUSIP: 86563HDA5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | US        |   1300000 | PA      | $1298685.31   | 0.56%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST NY                               | Sumitomo Mitsui Trust NY                                                                                              | CUSIP: 86563HDE7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | US        |   1300000 | PA      | $1298150.62   | 0.56%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust NY                               | Sumitomo Mitsui Trust NY                                                                                              | CUSIP: 86563HEN6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | JP        |   1100000 | PA      | $1093871.24   | 0.47%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                                                           | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998475.77    | 0.43%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                                                          | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1751593.25   | 0.76%             | 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      | $756686.03    | 0.33%             | 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      | $1010551.70   | 0.44%             | 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      | $232303.24    | 0.10%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                      | T-Mobile US Trust 2026-1                                                                                              | CUSIP: 87269AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239000 | PA      | $239030.01    | 0.10%             | 2030-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                 | Takeoff Merger Sub Inc                                                                                                | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    625000 | PA      | $621866.59    | 0.27%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                  | TAL Advantage VII LLC                                                                                                 | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359125 | PA      | $344534.68    | 0.15%             | 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        |   2400000 | PA      | $2377593.12   | 1.03%             | 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        |    369630 | PA      | $354598.02    | 0.15%             | 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        |     60667 | PA      | $56794.04     | 0.02%             | 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      | $3699622.60   | 1.60%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $852320.69    | 0.37%             | 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        |    232692 | PA      | $230480.71    | 0.10%             | 2057-07-25      | Variable      | 3.00%                 | 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      | $200589.47    | 0.09%             | 2060-11-25      | Variable      | 3.65%                 | 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        |    136022 | PA      | $133945.09    | 0.06%             | 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        |    372660 | PA      | $370550.36    | 0.16%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                               | Toyota Motor Credit Corp                                                                                              | CUSIP: 89233HGA6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2967680.10   | 1.28%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                                                                              | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    528000 | PA      | $524969.88    | 0.23%             | 2029-03-13      | Fixed         | 4.05%                 | 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      | $198178.50    | 0.09%             | 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        |    397680 | PA      | $394401.08    | 0.17%             | 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        |    178025 | PA      | $178014.12    | 0.08%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                                                           | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243724.04   | 0.54%             | 2029-01-27      | Fixed         | 4.14%                 | 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        |    198800 | PA      | $198838.04    | 0.09%             | 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        |    800000 | PA      | $791423.78    | 0.34%             | 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      | $14825.82     | 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: N/A                  | Long             | ABS-O            | CORP              | US        |    407986 | PA      | $393238.16    | 0.17%             | 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        |    205639 | PA      | $206314.20    | 0.09%             | 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        |    134208 | PA      | $135193.92    | 0.06%             | 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        |     12515 | PA      | $12515.57     | 0.01%             | 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      | $681266.43    | 0.29%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                                                            | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1348970.99   | 0.58%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                         | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                                        | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93707 | PA      | $93583.90     | 0.04%             | 2034-03-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                         | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                                        | CUSIP: 91533VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99470.35     | 0.04%             | 2034-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                            | VFI ABS 2025-1 LLC                                                                                                    | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72223 | PA      | $72480.29     | 0.03%             | 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        |     77000 | NS      | $77000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2025-1 LLC                                                                                        | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81089 | PA      | $81372.44     | 0.04%             | 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      | $76372.74     | 0.03%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust Series 2025-9                                                                                    | CUSIP: 92348KEV1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    256000 | PA      | $255317.07    | 0.11%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust Series 2026-1                                                                                    | CUSIP: 92348KFC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267000 | PA      | $267325.02    | 0.12%             | 2031-02-20      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-7                                                                                     | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |     91253 | PA      | $91211.18     | 0.04%             | 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        |     81175 | PA      | $81041.21     | 0.03%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                                                                 | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    600000 | PA      | $595580.83    | 0.26%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICTORY RECEIVABLES CORP                               | Victory Receivables Corp                                                                                              | CUSIP: 92646LFA3<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992403.00    | 0.43%             | 2026-06-10      | 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      | $454352.53    | 0.20%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                   | WEC Energy Group Inc                                                                                                  | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755767.81    | 0.33%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                      | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299601.50    | 0.13%             | 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        |   2444500 | PA      | $2444231.28   | 1.05%             | 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: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    403155 | PA      | $401134.63    | 0.17%             | 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        |   1556000 | PA      | $1551618.60   | 0.67%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                      | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23590.92     | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104163.43    | 0.04%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                      | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297388.35    | 0.13%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2017-C39                                                                        | CUSIP: 95000XAF4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $467534.95    | 0.20%             | 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      | $56307.32     | 0.02%             | 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        |    330639 | PA      | $331276.18    | 0.14%             | 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        |    371204 | PA      | $371967.90    | 0.16%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2026-P1                                                                         | CUSIP: 96043AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48000 | PA      | $47904.90     | 0.02%             | 2029-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2026-P1                                                                         | CUSIP: 96043AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76000 | PA      | $75626.76     | 0.03%             | 2030-03-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2026-1                                                                          | CUSIP: 96043BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $599409.72    | 0.26%             | 2028-09-15      | Fixed         | 4.02%                 | 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      | $400967.92    | 0.17%             | 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      | $187005.87    | 0.08%             | 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        |    540597 | PA      | $541467.04    | 0.23%             | 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        |    346395 | PA      | $348742.71    | 0.15%             | 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        |     57792 | PA      | $58060.70     | 0.03%             | 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      | $99944.15     | 0.04%             | 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      | $470533.50    | 0.20%             | 2030-03-15      | Fixed         | 5.02%                 | 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      | $56610.82     | 0.02%             |  |  |  | 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      | $38248.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SCGGGD3V4 IRS USD R F  3.43100 BCGGGD3V4_FIX CCPOIS / Short: SCGGGD3V4 IRS USD P V 12MSOFR BCGGGD3V4_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8350000 | OU      | $-29781.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BCGGM1FX6 IRS USD R V 12MSOFR BCGGM1FX6_FLO CCPOIS / Short: BCGGM1FX6 IRS USD P F  3.29950 BCGGM1FX6_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3250000 | OU      | $19824.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SCGH60Y70 IRS USD R F  3.53300 BCGH60Y70_FIX CCPOIS / Short: SCGH60Y70 IRS USD P V 12MSOFR BCGH60Y70_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10260000 | OU      | $-18348.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst