# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-054725
**Filing Date:** 2026-5
**Character Count:** 258745
**Document Hash:** 433abba933769f76671324abc133e8cc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054725.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054725

**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:** 261031709

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

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

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

## Series and Classes Contracts Data

### Capital Group International Bond ETF (USD-Hedged) (Series ID: S000085083)

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

## Nport-Ex

![](img29e02fda1.jpg)

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

**Capital Group International Bond ETF** **(USD-Hedged)**

Investment portfolio

March 31, 2026

**unaudited**

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

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 94.58%<br> **Euros 27.62%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Agence Francaise de Developpement 2.75% 9/30/2030  | EUR500 | $564 |
| Agence Francaise de Developpement 3.75% 1/28/2036  | 600 | 682 |
| Albania (Republic of) 4.75% 2/14/2035  | 200 | 227 |
| Alpha Bank SA 5.00% 5/12/2030 (1-year EUR-ICE Swap EURIBOR + 2.432% on 5/12/2029) <sup>(a)</sup>  | 400 | 479 |
| Amprion Gmbh 3.875% 6/5/2036  | 600 | 679 |
| AT&T, Inc. 1.60% 5/19/2028  | 270 | 302 |
| Athene Global Funding 3.41% 2/25/2030 <sup>(b)</sup>  | 400 | 448 |
| Banco de Sabadell SA 3.50% 5/27/2031 (1-year EUR-ICE Swap EURIBOR + 1.25% on 5/27/2030) <sup>(a)</sup>  | 400 | 458 |
| Banco de Sabadell SA 5.125% 6/27/2034 (5-year EUR Mid-Swap + 2.40% on 6/7/2029) <sup>(a)</sup>  | 200 | 237 |
| Bank of Ireland Group PLC 5.00% 7/4/2031 (1-year EUR-ICE Swap EURIBOR + 2.05% on 7/4/2030) <sup>(a)</sup>  | 600 | 730 |
| Barclays PLC 4.616% 3/26/2037 (5-year EUR Mid-Swap + 2.05% on 3/26/2032) <sup>(a)</sup>  | 300 | 348 |
| Belgium (Kingdom of), Series 97, 3.00% 6/22/2033  | 210 | 239 |
| Belgium (Kingdom of), Series 106, 3.40% 6/22/2036  | 280 | 318 |
| Belgium (Kingdom of), Series 107, 4.35% 6/22/2056  | 365 | 421 |
| BHP Billiton Finance, Ltd. 3.643% 9/4/2035  | 300 | 336 |
| BMS Ireland Capital Funding DAC 2.973% 11/10/2030  | 321 | 363 |
| BMS Ireland Capital Funding DAC 4.581% 11/10/2055  | 100 | 112 |
| Bulgaria (Republic of) 3.375% 7/18/2035  | 245 | 271 |
| CaixaBank SA 4.125% 2/9/2032 (3-month EUR-EURIBOR + 1.50% on 2/9/2031) <sup>(a)</sup>  | 600 | 705 |
| Colombia (Republic of) 3.75% 9/19/2028  | 610 | 691 |
| Deutsche Bank AG 4.00% 7/12/2028 (3-month EUR-EURIBOR + 0.95% on 7/12/2027) <sup>(a)</sup>  | 400 | 466 |
| Deutsche Bank AG 3.375% 2/13/2031 (3-month EUR-EURIBOR + 1.25% on 2/13/2030) <sup>(a)</sup>  | 500 | 568 |
| Eaton Capital Unlimited Co. 3.802% 5/21/2036  | 800 | 910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 2.625% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 2.86% on <br> 6/1/2028) <sup>(a)</sup>  | 800 | 901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 2.875% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 3.373% on <br> 3/15/2027) <sup>(a)</sup>  | 400 | 459 |
| Equinor ASA 1.375% 5/22/2032  | 250 | 255 |
| European Financial Stability Facility 2.875% 2/13/2034  | 740 | 834 |
| European Financial Stability Facility 3.375% 8/30/2038  | 500 | 571 |
| European Union 2.50% 10/14/2030  | 615 | 697 |
| European Union 2.75% 12/13/2032  | 1105 | 1248 |
| European Union 3.375% 12/12/2035  | 1500 | 1730 |
| European Union 3.25% 12/12/2036  | 240 | 271 |
| European Union 3.75% 10/12/2045  | 450 | 504 |
| European Union 4.00% 10/12/2055  | 595 | 676 |
| Ford Motor Credit Co., LLC 3.305% 5/17/2029  | 295 | 333 |
| French Republic O.A.T. 2.70% 2/25/2031  | 1164 | 1318 |
| French Republic O.A.T. 1.50% 5/25/2031  | 350 | 373 |
| French Republic O.A.T. 2.00% 11/25/2032  | 415 | 441 |
| French Republic O.A.T. 1.25% 5/25/2034  | 990 | 959 |
| French Republic O.A.T. 3.75% 5/25/2056  | 250 | 254 |
| Germany (Federal Republic of) 2.10% 3/15/2028  | 2390 | 2735 |
| Germany (Federal Republic of) 2.50% 4/16/2031  | 660 | 755 |
| Germany (Federal Republic of) 2.90% 2/15/2036  | 760 | 870 |
| Germany (Federal Republic of) 2.90% 8/15/2056  | 560 | 579 |

---

Capital Group International Bond ETF (USD-Hedged) — Page 1 of 15

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Greece (Hellenic Republic of) 1.75% 6/18/2032  | EUR100 | $105 |
| Greece (Hellenic Republic of) 4.375% 7/18/2038  | 700 | 836 |
| Iberdrola SA 1.874% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 2.321% on 4/28/2026) <sup>(a)</sup>  | 400 | 461 |
| Indonesia (Republic of) 0.90% 2/14/2027  | 225 | 255 |
| Italy (Republic of), Series 7Y, 0.50% 7/15/2028  | 250 | 274 |
| Italy (Republic of), Series 5Y, 3.35% 7/1/2029  | 750 | 875 |
| Italy (Republic of) 3.25% 11/15/2032  | 6860 | 7808 |
| Italy (Republic of), Series 10Y, 3.85% 7/1/2034  | 2430 | 2836 |
| Italy (Republic of) 3.65% 8/1/2035  | 2332 | 2659 |
| Italy (Republic of) 4.45% 9/1/2043  | 290 | 340 |
| Italy (Republic of) 4.50% 10/1/2053  | 215 | 247 |
| KfW 2.375% 6/29/2029  | 730 | 833 |
| Lloyds Banking Group PLC 3.125% 8/24/2030 (1-year EUR Mid-Swap + 1.50% on 8/24/2029) <sup>(a)</sup>  | 600 | 683 |
| McDonald's Corp. 0.25% 10/4/2028 <sup>(b)</sup>  | 100 | 108 |
| Mizuho Financial Group, Inc. 0.47% 9/6/2029 (3-month EUR-EURIBOR + 0.718% on 9/6/2028) <sup>(a)</sup>  | 825 | 890 |
| Morgan Stanley 3.383% 1/23/2032 (3-month EUR-EURIBOR + 0.911% on 1/23/2031) <sup>(a)</sup>  | 310 | 352 |
| Morgan Stanley 2.95% 5/7/2032 (3-month EUR-EURIBOR + 1.245% on 5/7/2031) <sup>(a)</sup>  | 575 | 639 |
| National Bank of Greece SA 8.00% 1/3/2034 (5-year EUR-ICE Swap EURIBOR + 4.646% on 1/3/2029) <sup>(a)</sup>  | 600 | 748 |
| New York Life Global Funding 3.625% 1/9/2030 <sup>(b)</sup>  | 500 | 578 |
| NextEra Energy Capital Holdings, Inc. 2.989% 2/10/2030  | 800 | 907 |
| North Macedonia (Republic of) 4.75% 1/21/2034  | 124 | 136 |
| Novo Nordisk Finance (Netherlands) BV 3.375% 5/21/2034  | 475 | 533 |
| Orange 3.50% 5/19/2035  | 300 | 335 |
| Philip Morris International, Inc. 2.75% 6/6/2029  | 520 | 589 |
| Philip Morris International, Inc. 0.80% 8/1/2031  | 250 | 249 |
| Portugal (Republic of), Series 10Y, 3.00% 6/15/2035  | 560 | 630 |
| Prologis Euro Finance, LLC 4.00% 5/5/2034  | 200 | 229 |
| Republika Srpska 6.25% 4/2/2031  | 220 | 256 |
| Severn Trent Utilities Finance PLC 3.875% 8/4/2035  | 450 | 508 |
| Spain (Kingdom of) 3.10% 7/30/2031  | 700 | 813 |
| Spain (Kingdom of) 3.20% 10/31/2035  | 120 | 136 |
| Spain (Kingdom of) 3.20% 10/31/2035  | 250 | 283 |
| Spain (Kingdom of) 3.30% 4/30/2036  | 665 | 755 |
| Svenska Handelsbanken AB 5.00% 8/16/2034 (5-year EUR Mid-Swap + 1.90% on 8/16/2029) <sup>(a)</sup>  | 560 | 669 |
| TotalEnergies SE 2.00% junior subordinated perpetual bonds (5-year EUR-EURIBOR + 1.898% on 4/17/2027) <sup>(a)</sup>  | 1020 | 1162 |
| Toyota Finance Australia, Ltd. 2.676% 1/16/2029  | 725 | 822 |
| Treasury Corp. of Victoria 3.625% 9/29/2040  | 400 | 452 |
| United Mexican States 3.50% 9/19/2029  | 430 | 489 |
| Verallia SAS 3.875% 11/4/2032  | 500 | 551 |
|  |  | 59348 |
| **Japanese yen 9.61%** |  |  |
| Japan, Series 181, 1.30% 9/20/2030  | JPY586,550 | 3627 |
| Japan, Series 3, 1.60% 9/20/2035  | 597500 | 3570 |
| Japan, Series 380, 1.70% 9/20/2035  | 77800 | 465 |
| Japan 2.10% 12/20/2035  | 685650 | 4235 |
| Japan, Series 194, 2.70% 9/20/2045  | 210000 | 1219 |
| Japan, Series 68, 0.60% 9/20/2050  | 443300 | 1447 |
| Japan, Series 84, 2.10% 9/20/2054  | 160000 | 729 |
| Japan, Series 88, 3.20% 9/20/2055  | 598200 | 3452 |
| Japan, Series 89, 3.40% 12/20/2055  | 316550 | 1900 |
|  |  | 20644 |

---

Capital Group International Bond ETF (USD-Hedged) — Page 2 of 15

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **British pounds 8.90%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| United Kingdom 0.875% 10/22/2029  | GBP8,809 | $10358 |
| United Kingdom 4.50% 3/7/2035  | 3010 | 3881 |
| United Kingdom 0.625% 7/31/2035  | 3465 | 3144 |
| United Kingdom 4.75% 10/22/2035  | 710 | 928 |
| United Kingdom 4.375% 7/31/2054  | 730 | 805 |
|  |  | 19116 |
| **Chinese yuan renminbi 8.21%** |  |  |
| China (People's Republic of), Series INBK, 1.43% 1/25/2030  | CNY30,130 | 4362 |
| China (People's Republic of), Series INBK, 2.27% 5/25/2034  | 78970 | 11908 |
| China (People's Republic of), Series INBK, 1.92% 1/15/2055  | 5050 | 666 |
| China Development Bank 1.54% 6/13/2030  | 4870 | 702 |
|  |  | 17638 |
| **Australian dollars 4.26%** |  |  |
| Australia (Commonwealth of) 1.00% 12/21/2030  | AUD3,418 | 1995 |
| Australia (Commonwealth of) 3.50% 12/21/2034  | 4650 | 2887 |
| Australia (Commonwealth of) 4.25% 12/21/2035  | 1599 | 1043 |
| New South Wales Australia (State of) 2.50% 11/22/2032  | 1500 | 878 |
| New South Wales Treasury Corp. 5.25% 2/24/2038  | 2143 | 1412 |
| Treasury Corp. of Victoria 5.50% 9/15/2039  | 1435 | 947 |
|  |  | 9162 |
| **Brazilian reais 2.96%** |  |  |
| Brazil (Federative Republic of) 0% 7/1/2026  | BRL2,430 | 454 |
| Brazil (Federative Republic of) 0% 10/1/2026  | 4000 | 722 |
| Brazil (Federative Republic of) 0% 1/1/2029  | 17035 | 2315 |
| Brazil (Federative Republic of) 10.00% 1/1/2031  | 16008 | 2701 |
| Brazil (Federative Republic of) 6.00% 8/15/2050  | 1079 | 179 |
|  |  | 6371 |
| **Hungarian forints 2.95%** |  |  |
| Hungary (Republic of) 3.00% 8/21/2030  | HUF1,889,410 | 4817 |
| Hungary (Republic of) 6.75% 7/23/2031  | 104900 | 310 |
| Hungary (Republic of) 3.25% 10/22/2031  | 216640 | 538 |
| Hungary (Republic of), Series 33/A, 2.25% 4/20/2033  | 306900 | 678 |
|  |  | 6343 |
| **Czech korunas 2.81%** |  |  |
| Czech Republic, Series 153, 5.75% 3/29/2029  | CZK35,750 | 1754 |
| Czech Republic, Series 152, 6.20% 6/16/2031  | 25280 | 1283 |
| Czech Republic, Series 157, 3.60% 6/3/2036  | 70900 | 3004 |
|  |  | 6041 |
| **South Korean won 2.68%** |  |  |
| South Korea (Republic of), Series 2712, 2.375% 12/10/2027  | KRW672,890 | 432 |
| South Korea (Republic of), Series 2903, 3.25% 3/10/2029  | 826800 | 535 |
| South Korea (Republic of), Series 3312, 4.125% 12/10/2033  | 7218540 | 4785 |
|  |  | 5752 |

---

Capital Group International Bond ETF (USD-Hedged) — Page 3 of 15

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Norwegian kroner 2.21%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Norway (Kingdom of), Series 487, 3.625% 4/13/2034  | NOK25,050 | $2466 |
| Norway (Kingdom of) 3.75% 6/12/2035  | 11090 | 1095 |
| Norway (Kingdom of) 4.125% 6/3/2036  | 11615 | 1178 |
|  |  | 4739 |
| **Malaysian ringgits 2.15%** |  |  |
| Malaysia (Federation of), Series 0120, 3.422% 9/30/2027  | MYR3,090 | 765 |
| Malaysia (Federation of), Series 0219, 3.885% 8/15/2029  | 1880 | 472 |
| Malaysia (Federation of), Series 0125, 3.336% 5/15/2030  | 2700 | 666 |
| Malaysia (Federation of), Series 0419, 3.828% 7/5/2034  | 5260 | 1314 |
| Malaysia (Federation of), Series 0124, 4.054% 4/18/2039  | 2100 | 527 |
| Malaysia (Federation of), Series 0224, 4.18% 5/16/2044  | 3470 | 877 |
|  |  | 4621 |
| **New Zealand dollars 1.66%** |  |  |
| New Zealand 2.00% 5/15/2032  | NZD1,200 | 602 |
| New Zealand 4.25% 5/15/2036  | 5375 | 2971 |
|  |  | 3573 |
| **Philippine pesos 0.97%** |  |  |
| International Bank for Reconstruction & Development 4.93% 11/3/2032  | PHP31,600 | 496 |
| Philippines (Republic of) 6.25% 2/28/2029  | 17900 | 293 |
| Philippines (Republic of) 6.75% 9/15/2032  | 62000 | 1016 |
| Philippines (Republic of) 6.375% 4/28/2035  | 17500 | 278 |
|  |  | 2083 |
| **Colombian pesos 0.56%** |  |  |
| Colombia (Republic of), Series B, 12.50% 2/27/2030  | COP2,925,000 | 762 |
| Colombia (Republic of), Series B, 7.75% 9/18/2030  | 2050100 | 449 |
|  |  | 1211 |
| **Chilean pesos 0.53%** |  |  |
| Chile (Republic of) 6.00% 4/1/2033  | CLP1,025,000 | 1139 |
| **Canadian dollars 0.49%** |  |  |
| CPPIB Capital, Inc. 4.00% 6/2/2035  | CAD500 | 363 |
| Ontario (Province of) 3.95% 12/2/2035  | 950 | 684 |
|  |  | 1047 |
| **Mexican pesos 0.39%** |  |  |
| United Mexican States, Series M, 8.00% 2/21/2036  | MXN10,559 | 540 |
| United Mexican States, Series M, 8.00% 7/31/2053  | 6500 | 301 |
|  |  | 841 |
| **Polish zloty 0.23%** |  |  |
| Poland (Republic of) 4.50% 7/25/2030  | PLN1,920 | 505 |
| **U.S. dollars 15.39%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522 Funding CLO, Ltd., Series 2019-5A, Class AR2, (3-month USD CME Term SOFR + 1.02%) 4.68% <br>4/15/2035 <sup>(c)(d)(e)</sup>  | USD250 | 250 |
| AbbVie, Inc. 4.125% 3/15/2031  | 125 | 123 |
| AbbVie, Inc. 4.40% 3/15/2033  | 217 | 213 |
| ACHD Trust, Series 2025-DS1, Class A, 5.978% 1/9/2034 <sup>(c)(d)</sup>  | 63 | 63 |

---

Capital Group International Bond ETF (USD-Hedged) — Page 4 of 15

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Affirm Master Trust, Series 2026-1A, Class A, 4.37% 2/15/2034 <sup>(c)(d)</sup>  | USD264 | $263 |
| Air Lease Corp. 4.50% 3/24/2029 <sup>(d)</sup>  | 135 | 134 |
| Air Lease Corp. 4.85% 3/24/2031 <sup>(d)</sup>  | 155 | 153 |
| Amgen, Inc. 4.85% 2/19/2036  | 491 | 483 |
| Amgen, Inc. 5.65% 3/2/2053  | 275 | 267 |
| Ansley Park Capital, LLC, Series 2025-A, Class C, 4.82% 4/20/2035 <sup>(c)(d)</sup>  | 100 | 99 |
| Apollo Aviation Securitization Equity Trust, Series 2025-3A, Class A, 5.243% 2/16/2050 <sup>(c)(d)</sup>  | 294 | 291 |
| Arthur J. Gallagher & Co. 5.15% 2/15/2035  | 240 | 238 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-3, Class B, 5.58% 12/20/2030 <sup>(c)(d)</sup>  | 300 | 305 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2026-2A, Class D, 7.04% 8/20/2032 <sup>(c)(d)</sup>  | 470 | 467 |
| Bank5, Series 2025-5YR18, Class AS, 5.466% 12/15/2058 <sup>(c)(e)</sup>  | 140 | 142 |
| BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057 <sup>(c)(e)</sup>  | 45 | 46 |
| BPCE SA 4.76% 1/13/2032 (USD-SOFR + 1.267% on 1/13/2031) <sup>(a)(d)</sup>  | 500 | 493 |
| Broadcom, Inc. 3.469% 4/15/2034  | 200 | 180 |
| Broadcom, Inc. 5.20% 7/15/2035  | 102 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2021-SDMF, Class A, (1-month USD CME Term SOFR + 0.703%) 4.376% <br> 9/15/2034 <sup>(c)(d)(e)</sup>  | 93 | 93 |
| BX Trust, Series 2021-ACNT, Class A, (1-month USD CME Term SOFR + 0.964%) 4.637% 11/15/2038 <sup>(c)(d)(e)</sup>  | 75 | 75 |
| BX Trust, Series 2025-BIO3, Class A, 6.138% 2/10/2042 <sup>(c)(d)</sup>  | 100 | 101 |
| BX Trust, Series 2025-VOLT, Class A, (1-month USD CME Term SOFR + 1.70%) 5.373% 12/15/2044 <sup>(c)(d)(e)</sup>  | 271 | 271 |
| BX Trust, Series 2025-VOLT, Class D, (1-month USD CME Term SOFR + 2.75%) 6.673% 12/15/2044 <sup>(c)(d)(e)</sup>  | 140 | 139 |
| CaixaBank SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029) <sup>(a)(d)</sup>  | 290 | 298 |
| CALI Mortgage Trust, Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 5.56% 7/15/2041 <sup>(c)(d)(e)</sup>  | 100 | 100 |
| Canadian National Railway Co. 4.20% 3/12/2031  | 525 | 518 |
| Charter Communications Operating, LLC 2.80% 4/1/2031  | 300 | 269 |
| Charter Communications Operating, LLC 4.40% 4/1/2033  | 530 | 496 |
| Charter Communications Operating, LLC 6.70% 12/1/2055  | 355 | 339 |
| Chile (Republic of) 4.35% 4/13/2031  | 320 | 314 |
| China Oil and Gas Group, Ltd. 4.70% 6/30/2026  | 220 | 219 |
| Colombia (Republic of) 3.00% 1/30/2030  | 400 | 359 |
| &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>(c)(d)(e)</sup>  | 26 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2026-R02, Class 1A1, (30-day Average USD-SOFR + 0.95%) 4.612% <br> 2/25/2046 <sup>(c)(d)(e)</sup>  | 433 | 435 |
| Coty, Inc. 5.60% 1/15/2031 <sup>(d)</sup>  | 680 | 659 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317% 8/10/2042 <sup>(c)(d)(e)</sup>  | 100 | 101 |
| Edison International 6.25% 3/15/2030  | 25 | 26 |
| Edison International 5.25% 3/15/2032  | 150 | 149 |
| Ellington Financial Mortgage Trust, Series 2026-NQM1, Class A1, 4.771% 2/25/2071 <sup>(c)(d)(e)</sup>  | 291 | 289 |
| ENEL Finance International NV 4.125% 9/30/2028 <sup>(d)</sup>  | 200 | 198 |
| Enterprise Products Operating, LLC 5.20% 1/15/2036  | 19 | 19 |
| Export-Import Bank of India 5.00% 1/12/2036 <sup>(d)</sup>  | 450 | 441 |
| Export-Import Bank of Thailand 5.354% 5/16/2029  | 250 | 256 |
| Fannie Mae Pool #MA5329 6.50% 4/1/2054 <sup>(c)</sup>  | 34 | 36 |
| Fannie Mae Pool #MA5446 6.50% 8/1/2054 <sup>(c)</sup>  | 44 | 46 |
| Fannie Mae Pool #MA5472 6.50% 9/1/2054 <sup>(c)</sup>  | 133 | 138 |
| Fannie Mae Pool #DC2758 6.50% 4/1/2055 <sup>(c)</sup>  | 139 | 144 |
| Fannie Mae Pool #MA5701 6.00% 5/1/2055 <sup>(c)</sup>  | 28 | 29 |
| Fannie Mae Pool #MA5737 6.50% 6/1/2055 <sup>(c)</sup>  | 119 | 123 |
| Ford Motor Co. 3.25% 2/12/2032  | 500 | 434 |
| Ford Motor Credit Co., LLC 6.95% 6/10/2026  | 250 | 251 |
| Ford Motor Credit Co., LLC 4.97% 4/6/2029  | 650 | 642 |
| Ford Motor Credit Co., LLC 5.875% 11/7/2029  | 490 | 496 |
| Ford Motor Credit Co., LLC 5.42% 4/9/2031  | 330 | 324 |
| Freddie Mac Pool #RJ2702 6.00% 8/1/2054 <sup>(c)</sup>  | 120 | 122 |

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Capital Group International Bond ETF (USD-Hedged) — Page 5 of 15

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #QJ3931 6.50% 9/1/2054 <sup>(c)</sup>  | USD120 | $124 |
| Freddie Mac Pool #SD8525 6.00% 4/1/2055 <sup>(c)</sup>  | 84 | 86 |
| Freddie Mac Pool #SD8534 6.00% 5/1/2055 <sup>(c)</sup>  | 24 | 25 |
| Freddie Mac Pool #RJ6300 6.50% 1/1/2056 <sup>(c)</sup>  | 29 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1B, (30-day Average <br> USD-SOFR + 3.70%) 7.362% 9/25/2042 <sup>(c)(d)(e)</sup>  | 100 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA1, Class A1, (30-day Average <br> USD-SOFR + 0.95%) 4.612% 1/25/2045 <sup>(c)(d)(e)</sup>  | 10 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class M2, (30-day Average <br> USD-SOFR + 1.30%) 4.962% 2/25/2046 <sup>(c)(d)(e)</sup>  | 385 | 386 |
| GENM Capital Labuan, Ltd. 3.882% 4/19/2031  | 400 | 355 |
| Goldman Sachs Group, Inc. 4.148% 1/21/2029 (USD-SOFR + 0.71% on 1/21/2028) <sup>(a)</sup>  | 650 | 646 |
| Hawaii Hotel Trust, Series 2025-MAUI, Class E, (1-month USD CME Term SOFR + 3.29%) 6.963% 3/15/2042 <sup>(c)(d)(e)</sup>  | 100 | 98 |
| HTA Group, Ltd. 6.75% 4/1/2031 <sup>(d)</sup>  | 400 | 396 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.467% 1/13/2040 <sup>(c)(d)(e)</sup>  | 109 | 112 |
| &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>(c)(d)(e)</sup>  | 658 | 659 |
| Hyundai Capital America 4.25% 9/18/2028 <sup>(d)</sup>  | 267 | 265 |
| Hyundai Capital America 5.40% 6/24/2031 <sup>(d)</sup>  | 540 | 550 |
| Imprint Payments Credit Card Master Trust, Series 2025-A, Class D, 5.82% 9/15/2029 <sup>(c)(d)</sup>  | 100 | 100 |
| Intercontinental Exchange, Inc. 3.95% 12/1/2028  | 350 | 347 |
| Intercontinental Exchange, Inc. 4.20% 3/15/2031  | 115 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 8.248% 11/21/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 4.40% on <br> 11/21/2032) <sup>(a)(d)</sup>  | 400 | 461 |
| JPMorgan Chase & Co. 4.255% 10/22/2031 (USD-SOFR + 0.93% on 10/22/2030) <sup>(a)</sup>  | 100 | 98 |
| JPMorgan Chase & Co. 4.347% 1/22/2032 (USD-SOFR + 0.84% on 1/22/2031) <sup>(a)</sup>  | 150 | 148 |
| JPMorgan Chase & Co. 2.58% 4/22/2032 (3-month USD CME Term SOFR + 1.25% on 4/22/2031) <sup>(a)</sup>  | 50 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL (Hong Kong Branch) 3.343% 10/2/2031 (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 1.70% on 10/2/2026) <sup>(a)</sup>  | 600 | 594 |
| Korea Electric Power Corp. 4.75% 2/13/2028 <sup>(d)</sup>  | 200 | 202 |
| Korea Gas Corp. 5.00% 7/8/2029 <sup>(d)</sup>  | 200 | 205 |
| LAD Auto Receivables Trust, Series 2026-1A, Class A2, 3.75% 5/15/2029 <sup>(c)(d)</sup>  | 147 | 147 |
| LG Energy Solution, Ltd. 5.25% 4/2/2028 <sup>(d)</sup>  | 200 | 202 |
| LYB International Finance III, LLC 5.125% 1/15/2031  | 37 | 37 |
| Mars, Inc. 5.20% 3/1/2035 <sup>(d)</sup>  | 430 | 434 |
| Meta Platforms, Inc. 5.50% 11/15/2045  | 220 | 208 |
| MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) <sup>(a)(c)(d)</sup>  | 92 | 92 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 <sup>(c)(d)</sup>  | 100 | 100 |
| MMP Capital, Series 2025-A, Class B, 5.72% 12/15/2031 <sup>(c)(d)</sup>  | 100 | 101 |
| Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) <sup>(a)</sup>  | 650 | 650 |
| Motherson Global Investments BV 5.625% 7/11/2029 <sup>(d)</sup>  | 200 | 203 |
| MTN (Mauritius) Investments, Ltd. 6.50% 10/13/2026  | 400 | 403 |
| NextEra Energy Capital Holdings, Inc. 4.685% 9/1/2027  | 50 | 50 |
| Novartis Capital Corp. 4.60% 3/18/2033  | 222 | 221 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class A, 4.668% 11/5/2038 <sup>(c)(d)(e)</sup>  | 153 | 152 |
| Onslow Bay Financial, LLC, Series 2026-R1, Class A1, 4.884% 1/25/2063 <sup>(c)(d)(e)</sup>  | 329 | 327 |
| Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on 2/1/2029) <sup>(a)(c)(d)</sup>  | 75 | 75 |
| Onslow Bay Financial, LLC, Series 2025-NQM19, Class A1, 4.869% 10/25/2065 <sup>(c)(d)(e)</sup>  | 280 | 278 |
| Oracle Corp. 4.45% 9/26/2030  | 250 | 241 |
| Oracle Corp. 5.35% 5/4/2033  | 320 | 312 |
| Oracle Corp. 6.00% 8/3/2055  | 355 | 298 |
| OWN Equipment Fund III, Series 2025-2M, Class C, 8.77% 3/27/2034 <sup>(c)(d)</sup>  | 482 | 490 |
| Pacific Gas and Electric Co. 5.00% 6/4/2028  | 100 | 101 |
| Pacific Gas and Electric Co. 6.00% 8/15/2035  | 50 | 52 |
| PacifiCorp 5.30% 2/15/2031  | 715 | 725 |

---

Capital Group International Bond ETF (USD-Hedged) — Page 6 of 15

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**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Pagaya AI Debt Selection Trust, Series 2026-R1, Class A, 4.714% 12/15/2033 <sup>(c)(d)</sup>  | USD525 | $524 |
| Petroleos Mexicanos 6.70% 2/16/2032  | 540 | 529 |
| Pfizer Investment Enterprises Pte., Ltd. 5.30% 5/19/2053  | 470 | 437 |
| PK ALIFT Loan Funding, Series 2026-1, Class A, 4.614% 9/15/2043 <sup>(c)(d)</sup>  | 250 | 247 |
| Progress Residential Trust, Series 2026-SFR1, Class A, 3.85% 2/17/2043 <sup>(c)(d)</sup>  | 397 | 379 |
| Roper Technologies, Inc. 4.45% 9/15/2030  | 490 | 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Miguel Global Power Holdings Corp. 8.75% perpetual bonds (5-year UST Yield Curve Rate T Note Constant <br> Maturity + 7.732% on 9/12/2029) <sup>(a)</sup>  | 200 | 197 |
| Sands China, Ltd. 5.40% 8/8/2028  | 200 | 202 |
| Saudi Arabia (Kingdom of) 4.125% 1/12/2029 <sup>(d)</sup>  | 517 | 510 |
| Saudi Arabian Oil Co. 4.00% 2/2/2029 <sup>(d)</sup>  | 200 | 196 |
| Saudi Arabian Oil Co. 4.375% 2/2/2031 <sup>(d)</sup>  | 238 | 232 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class A3, 5.11% 11/21/2033 <sup>(c)(d)</sup>  | 100 | 102 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031 <sup>(c)(d)</sup>  | 3 | 3 |
| Securitized Term Auto Receivables Trust, Series 2026-A, Class D, 4.873% 3/25/2033 <sup>(c)(d)</sup>  | 39 | 39 |
| Southern California Edison Co. 2.50% 6/1/2031  | 225 | 201 |
| Southern California Edison Co. 5.45% 6/1/2031  | 25 | 26 |
| Southern California Edison Co. 4.80% 3/15/2033  | 325 | 319 |
| Southern California Edison Co. 5.20% 6/1/2034  | 25 | 25 |
| Southern California Edison Co. 5.90% 3/1/2055  | 75 | 72 |
| Stillwater Mining Co. 4.00% 11/16/2026 <sup>(b)</sup>  | 200 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class D, (1-month USD CME Term SOFR + 2.591%) <br> 6.314% 2/15/2042 <sup>(c)(d)(e)</sup>  | 100 | 99 |
| Synopsys, Inc. 5.15% 4/1/2035  | 290 | 291 |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  | 209 | 207 |
| Towd Point Mortgage Trust, Series 2018-2, Class M1, 3.5% 3/25/2058 <sup>(c)(d)(e)</sup>  | 400 | 380 |
| U.S. Bank National Association, Series 2025-SUP1, Class B, 5.582% 2/25/2032 <sup>(c)(d)</sup>  | 134 | 135 |
| U.S. Bank National Association, Series 2026-RVM1, Class D, 7.056% 12/25/2046 <sup>(c)(d)</sup>  | 250 | 251 |
| United Mexican States 5.375% 3/22/2033  | 400 | 392 |
| United Mexican States 6.125% 2/9/2038  | 277 | 270 |
| UnitedHealth Group, Inc. 5.15% 7/15/2034  | 102 | 103 |
| Verus Securitization Trust, Series 2026-R1, Class A1, 4.832% 10/25/2067 (5.832% on 1/1/2030) <sup>(a)(c)(d)</sup>  | 171 | 169 |
| Verus Securitization Trust, Series 2024-9, Class A1, 5.493% 11/25/2069 <sup>(c)(d)(e)</sup>  | 76 | 76 |
| Wells Fargo & Co. 4.182% 1/23/2030 (USD-SOFR + 0.74% on 1/23/2029) <sup>(a)</sup>  | 175 | 173 |
| Westlake Automobile Receivables Trust, Series 2026-P1, Class A3, 3.92% 3/15/2030 <sup>(c)(d)</sup>  | 211 | 210 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 <sup>(c)(d)</sup>  | 58 | 58 |
|  |  | 33080 |
| **Total bonds, notes & other debt instruments** (cost: $206,480,000) |  | 203254 |
| Short-term securities 4.07%<br> **Money market investments 4.07%**<br>| Shares |  |
| Capital Group Central Cash Fund 3.71% <sup>(f)(g)</sup>  | 87488 | 8748 |
| **Total short-term securities** (cost: $8,747,000) |  | 8748 |
| **Total investment securities 98.65%** (cost: $215,227,000) | **Total investment securities 98.65%** (cost: $215,227,000) | 212002 |
| **Other assets less liabilities 1.35%** | **Other assets less liabilities 1.35%** | 2901 |
| **Net Assets 100.00%** | **Net Assets 100.00%** | $214903 |

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Capital Group International Bond ETF (USD-Hedged) — Page 7 of 15

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**unaudited**

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 2 Year Euro-Schatz Futures | Long | 144 | 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD17,601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(175)<br>|
| 2 Year U.S. Treasury Note Futures | Long | 52 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22)<br>|
| 3 Year Australian Treasury Bond Futures | Long | 107 | 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19)<br>|
| 5 Year Canadian Government Bond Futures | Long | 25 | 6/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28)<br>|
| 5 Year Euro-Bobl Futures | Long | 160 | 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (414)<br>|
| 5 Year U.S. Treasury Note Futures | Short | 39 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4219)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
| 10 Year Australian Treasury Bond Futures | Long | 40 | 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| 10 Year Canadian Government Bond Futures | Short | 17 | 6/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1467)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| 10 Year Euro-Bund Futures | Short | 57 | 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8261)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| 10 Year French Government Bond Futures | Long | 3 | 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16)<br>|
| 10 Year Italy Government Bond Futures | Long | 1 | 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| 10 Year Japanese Government Bond Futures | Long | 12 | 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118)<br>|
| 10 Year UK Gilt Futures | Long | 3 | 6/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19)<br>|
| 10 Year U.S. Treasury Note Futures | Short | 2 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (222)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| 10 Year Ultra U.S. Treasury Note Futures | Short | 116 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13168)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| 30 Year Euro-Buxl Futures | Long | 30 | 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66)<br>|
| 30 Year Ultra U.S. Treasury Bond Futures | Long | 3 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(431)<br>|

---

Forward currency contracts

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased <br>(000) | Currency purchased <br>(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| EUR | 19688 | USD | 16646 | JPMorgan Chase Bank | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $447 |
| USD | 19287 | EUR | 16821 | Citibank | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| HUF | 1891 | USD | 604820 | Citibank | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| GBP | 5580 | USD | 4175 | Goldman Sachs | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
| USD | 1781 | HUF | 604820 | Bank of America | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
| USD | 6264 | GBP | 4745 | Goldman Sachs | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| GBP | 496 | USD | 370 | Citibank | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| GBP | 266 | USD | 200 | Royal Bank of Canada | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 203 | USD | 175 | Goldman Sachs | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(h)</sup><br>|
| USD | 79 | TRY | 3575 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| TRY | 79 | USD | 3575 | Goldman Sachs | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 1232 | BRL | 6430 | BNP Paribas | 4/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
| BRL | 625 | USD | 3440 | Citibank | 4/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38)<br>|
| BRL | 536 | USD | 2990 | Citibank | 4/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40)<br>|
| KRW | 5737 | USD | 8591489 | Standard Chartered Bank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
| KRW | 363 | USD | 532290 | Royal Bank of Canada | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| COP | 1342 | USD | 5181200 | Morgan Stanley | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67)<br>|
| NZD | 2599 | USD | 4405 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
| GBP | 5891 | USD | 4426 | BNP Paribas | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32 |
| NOK | 2171 | USD | 20769 | Goldman Sachs | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
| MXN | 919 | USD | 16311 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| NZD | 513 | USD | 878 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| GBP | 373 | USD | 282 | Royal Bank of Canada | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(h)</sup><br>|
| NOK | 303 | USD | 2956 | Bank of New York | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|

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Capital Group International Bond ETF (USD-Hedged) — Page 8 of 15

------

**unaudited**

Forward currency contracts (continued)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency <br> purchased<br> (000) | Currency <br> purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| NOK | 2330 | USD | 22590 | HSBC Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(3)<br>|
| AUD | 7498 | USD | 10695 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
| EUR | 13963 | USD | 11972 | Goldman Sachs | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
| CAD | 1246 | USD | 1704 | Standard Chartered Bank | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
| AUD | 1019 | USD | 1450 | Royal Bank of Canada | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| AUD | 513 | USD | 726 | Royal Bank of Canada | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| EUR | 1565 | USD | 1350 | Goldman Sachs | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| EUR | 1683 | USD | 1454 | BNP Paribas | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| HUF | 493 | USD | 167756 | Goldman Sachs | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11)<br>|
| HUF | 546 | USD | 186000 | HSBC Bank | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13)<br>|
| EUR | 2122 | USD | 1853 | Royal Bank of Canada | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21)<br>|
| JPY | 16428 | USD | 2582611 | Royal Bank of Canada | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
| CNH | 16053 | USD | 110162 | Standard Chartered Bank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| CZK | 4484 | USD | 94458 | JPMorgan Chase Bank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| AUD | 499 | USD | 700 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| AUD | 286 | USD | 410 | JPMorgan Chase Bank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| JPY | 486 | USD | 76490 | Royal Bank of Canada | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| CZK | 333 | USD | 7000 | Bank of New York | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| CNH | 438 | USD | 3000 | Royal Bank of Canada | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| JPY | 796 | USD | 126000 | Goldman Sachs | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| CNH | 705 | USD | 4850 | Goldman Sachs | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| CZK | 536 | USD | 11348 | HSBC Bank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| CNH | 450 | USD | 3100 | Royal Bank of Canada | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(h)</sup><br>|
| CNH | 322 | USD | 2220 | Standard Chartered Bank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 200 | CZK | 4200 | Royal Bank of Canada | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| JPY | 431 | USD | 68660 | Royal Bank of Canada | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| JPY | 742 | USD | 118042 | Royal Bank of Canada | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| HUF | 121 | USD | 41549 | Royal Bank of Canada | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| USD | 287 | AUD | 410 | HSBC Bank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| JPY | 1979 | USD | 315000 | Goldman Sachs | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| HUF | 3457 | USD | 1161293 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32)<br>|
| CLP | 1200 | USD | 1095200 | Citibank | 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| PLN | 537 | USD | 1990 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| MYR | 3933 | USD | 15514 | JPMorgan Chase Bank | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| PHP | 2077 | USD | 124000 | HSBC Bank | 4/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32 |
| GBP | 5981 | USD | 4489 | Bank of America | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
| GBP | 866 | USD | 650 | Barclays Bank PLC | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| EUR | 680 | USD | 590 | HSBC Bank | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| EUR | 21439 | USD | 18561 | Barclays Bank PLC | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35)<br>|
| BRL | 5196 | USD | 27208 | Citibank | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37)<br>|
| HUF | 1777 | USD | 604820 | Bank of America | 5/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37)<br>|
| USD | 1688 | EUR | 1460 | Barclays Bank PLC | 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| GBP | 6264 | USD | 4745 | Goldman Sachs | 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16)<br>|
| EUR | 19320 | USD | 16822 | Citibank | 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156)<br>|
| BRL | 421 | USD | 2400 | Morgan Stanley | 7/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32)<br>|
| BRL | 728 | USD | 3980 | Citibank | 10/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1137 |

---

Capital Group International Bond ETF (USD-Hedged) — Page 9 of 15

------

**unaudited**

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp; Notional <br>amount <br>(000) | &nbsp;&nbsp; Value at <br>3/31/2026 <br>(000) | &nbsp;&nbsp; Upfront <br>premium <br>paid <br>(received) <br>(000) | &nbsp;&nbsp; Unrealized <br>appreciation <br>(depreciation) <br>at 3/31/2026 <br>(000) |
| Rate | &nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| Rate | &nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp; Notional <br>amount <br>(000) | &nbsp;&nbsp; Value at <br>3/31/2026 <br>(000) | &nbsp;&nbsp; Upfront <br>premium <br>paid <br>(received) <br>(000) | &nbsp;&nbsp; Unrealized <br>appreciation <br>(depreciation) <br>at 3/31/2026 <br>(000) |
| 6-month EURIBOR | Semi-annual | &nbsp;&nbsp;&nbsp;&nbsp;2.2007% | Annual | &nbsp;&nbsp;&nbsp; 2/10/2027 | &nbsp;&nbsp;&nbsp; EUR1,250 | &nbsp;&nbsp;&nbsp; $5 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $5 |
| 6-month EURIBOR | Semi-annual | &nbsp;&nbsp;&nbsp;&nbsp;2.2032% | Annual | &nbsp;&nbsp;&nbsp; 2/10/2027 | &nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5 |
| 4.1378% | Annual | 6-month NOK-NIBOR | Semi-annual | &nbsp;&nbsp;&nbsp; 2/10/2027 | &nbsp;&nbsp;&nbsp; NOK14,760 | &nbsp;&nbsp;&nbsp; (9)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (9)<br>|
| 4.135% | Annual | 6-month NOK-NIBOR | Semi-annual | &nbsp;&nbsp;&nbsp; 2/10/2027 | &nbsp;&nbsp;&nbsp; 14740 | &nbsp;&nbsp;&nbsp; (9)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (9)<br>|
| 3-month SEK STIBOR | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;2.3132% | Annual | &nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp; SEK22,000 | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2 |
| 3.7898% | Annual | 6-month NOK-NIBOR | Semi-annual | &nbsp;&nbsp;&nbsp; 9/10/2030 | &nbsp;&nbsp;&nbsp; NOK9,350 | &nbsp;&nbsp;&nbsp; (15)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (15)<br>|
| 3-month SEK STIBOR | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;2.3327% | Annual | &nbsp;&nbsp;&nbsp; 10/7/2030 | &nbsp;&nbsp;&nbsp; SEK13,000 | &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19 |
| 3-month SEK STIBOR | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;2.3592% | Annual | &nbsp;&nbsp;&nbsp; 10/9/2030 | &nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5 |
| 4.0258% | Annual | 6-month NOK-NIBOR | Semi-annual | &nbsp;&nbsp;&nbsp; 11/11/2030 | &nbsp;&nbsp;&nbsp; NOK15,054 | &nbsp;&nbsp;&nbsp; (42)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (42)<br>|
| 4.0988% | Annual | 6-month NOK-NIBOR | Semi-annual | &nbsp;&nbsp;&nbsp; 11/12/2030 | &nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp; (27)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (27)<br>|
| 4.0588% | Annual | 6-month NOK-NIBOR | Semi-annual | &nbsp;&nbsp;&nbsp; 12/9/2030 | &nbsp;&nbsp;&nbsp; 3056 | &nbsp;&nbsp;&nbsp; (8)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (8)<br>|
| 3-month SEK STIBOR | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;2.5987% | Annual | &nbsp;&nbsp;&nbsp; 1/27/2031 | &nbsp;&nbsp;&nbsp; SEK6,230 | &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6 |
| 4.355% | Annual | 6-month NOK-NIBOR | Semi-annual | &nbsp;&nbsp;&nbsp; 2/13/2031 | &nbsp;&nbsp;&nbsp; NOK16,700 | &nbsp;&nbsp;&nbsp; (19)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (19)<br>|
| 4.305% | Annual | 6-month NOK-NIBOR | Semi-annual | &nbsp;&nbsp;&nbsp; 2/16/2031 | &nbsp;&nbsp;&nbsp; 9200 | &nbsp;&nbsp;&nbsp; (12)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (12)<br>|
| 4.285% | Annual | 6-month NOK-NIBOR | Semi-annual | &nbsp;&nbsp;&nbsp; 2/16/2031 | &nbsp;&nbsp;&nbsp; 11520 | &nbsp;&nbsp;&nbsp; (16)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (16)<br>|
| 3-month SEK STIBOR | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;2.8652% | Annual | &nbsp;&nbsp;&nbsp; 4/2/2031 | &nbsp;&nbsp;&nbsp; SEK21,910 | &nbsp;&nbsp;&nbsp; — <br><sup>(h)</sup><br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — <br><sup>(h)</sup><br>|
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.313% | Annual | &nbsp;&nbsp;&nbsp; 9/10/2032 | &nbsp;&nbsp;&nbsp; USD970 | &nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24 |
| 3-month SEK STIBOR | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;2.9592% | Annual | &nbsp;&nbsp;&nbsp; 12/9/2035 | &nbsp;&nbsp;&nbsp; SEK7,388 | &nbsp;&nbsp;&nbsp; (1)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1)<br>|
| 3-month SEK STIBOR | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;2.9747% | Annual | &nbsp;&nbsp;&nbsp; 12/19/2035 | &nbsp;&nbsp;&nbsp; 9430 | &nbsp;&nbsp;&nbsp; (2)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (2)<br>|
| 3-month SEK STIBOR | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;2.7902% | Annual | &nbsp;&nbsp;&nbsp; 2/12/2036 | &nbsp;&nbsp;&nbsp; 17750 | &nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 40 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; $(54)<br>| &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $(54)<br>|

---

**Bilateral interest rate swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Counterparty | &nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &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; Payment <br>frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| Counterparty | &nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| 14.89% | At maturity | BZDIOVER | At maturity | Goldman Sachs | &nbsp;&nbsp;&nbsp; 1/4/2027 | &nbsp;&nbsp;&nbsp; BRL4,880 | &nbsp;&nbsp;&nbsp; $9 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $9 |
| 11.91% | At maturity | BZDIOVER | At maturity | Barclays Bank PLC | &nbsp;&nbsp;&nbsp; 1/4/2027 | &nbsp;&nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp; (58)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (58)<br>|
| 13.89% | At maturity | BZDIOVER | At maturity | JPMorgan Cazenove | &nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; $(39)<br>| &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $(39)<br>|

---

**Credit default swaps**

**Centrally cleared credit default swaps on credit indices — buy protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate paid<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&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)<br>|
| CDX.NA.HY.S45 | &nbsp;&nbsp;&nbsp;&nbsp;5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | USD916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(50)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(54)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4 |
| CDX.NA.HY.S46 | &nbsp;&nbsp;&nbsp;&nbsp;5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(h)</sup><br>|
| CDX.NA.IG.S46 | &nbsp;&nbsp;&nbsp;&nbsp;1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | 7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(182)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(183)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1 |

---

Capital Group International Bond ETF (USD-Hedged) — Page 10 of 15

------

**unaudited**

Swap contracts (continued)

------

**Credit default swaps (continued)**

**Centrally cleared credit default swaps on credit indices — sell protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Financing <br>rate received<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount<sup>(i)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026<sup>(j)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 1.00% | Quarterly | iTraxx Europe S45 | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | EUR6,660 | &nbsp;&nbsp;&nbsp;&nbsp; $108 | &nbsp;&nbsp;&nbsp;&nbsp; $113 | &nbsp;&nbsp;&nbsp;&nbsp; $(5)<br>|
| 5.00% | Quarterly | iTraxx Europe Crossover S45 | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | 2880 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp;&nbsp;&nbsp; 223 | &nbsp;&nbsp;&nbsp;&nbsp; (9)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $322 | &nbsp;&nbsp;&nbsp;&nbsp; $336 | &nbsp;&nbsp;&nbsp;&nbsp; $(14)<br>|

---

Investments in affiliates <sup>(g)</sup>

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value at <br>1/1/2026 <br>(000)<br>| Additions <br>(000)<br>| Reductions <br>(000)<br>| Net <br>realized <br>gain (loss) <br>(000)<br>| Net <br>unrealized <br>appreciation <br>(depreciation) <br>(000)<br>| Value at <br>3/31/2026 <br>(000)<br>| Dividend <br>or interest <br>income <br>(000)<br>|
| **Short-term securities 4.07%** | **Short-term securities 4.07%** | **Short-term securities 4.07%** | **Short-term securities 4.07%** | **Short-term securities 4.07%** | **Short-term securities 4.07%** | **Short-term securities 4.07%** | **Short-term securities 4.07%** |
| **Money market investments 4.07%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 3.71% <sup>(f)</sup> <br>| $1241 | &nbsp;&nbsp; $46229 | &nbsp;&nbsp; $38721 | &nbsp;&nbsp; $(2)<br>| &nbsp;&nbsp; $1 | &nbsp;&nbsp; $8748 | &nbsp;&nbsp; $44 |

---

Restricted securities <sup>(b)</sup>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition <br>date(s)<br>| Cost <br>(000)<br>| Value <br>(000)<br>| Percent <br>of net <br>assets<br>|
| New York Life Global Funding 3.625% 1/9/2030  | 9/9/2024- 11/11/2025 | $597 | $578 | 0.27% |
| Athene Global Funding 3.41% 2/25/2030  | 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp;&nbsp;&nbsp; 448 | 0.21 |
| Stillwater Mining Co. 4.00% 11/16/2026  | 6/25/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp;&nbsp;&nbsp; 198 | 0.10 |
| McDonald's Corp. 0.25% 10/4/2028  | 6/25/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | 0.05 |
|  |  | $1356 | $1332 | 0.63% |

---

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

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

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

<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> 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 $15,502,000, which represented 7.21% of the net assets of the fund. 

<sup>(e)</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>(f)</sup> Rate represents the seven-day yield at 3/31/2026.

<sup>(g)</sup> Affiliate of the fund or part of the same "group of investment companies" as the fund, as defined under the Investment Company Act of 1940, as amended.

<sup>(h)</sup> Amount less than one thousand.

<sup>(i)</sup> The maximum potential amount the fund may pay as a protection seller should a credit event occur.

<sup>(j)</sup> The prices and resulting values for credit default swap indices serve as an indicator of the current status of the payment/performance risk. As the value of a sell protection credit default swap increases or decreases, when compared to the notional amount of the swap, the payment/performance risk may decrease or increase, respectively. 

Capital Group International Bond ETF (USD-Hedged) — Page 11 of 15

------

**unaudited**

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>|

---

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. The Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series ("Central Funds"), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF's portfolio securities. The underlying securities are valued based on the policies and procedures in CCF's statement of additional information. Exchange-traded futures are generally valued at the official settlement price for futures on the exchange or market on which such instruments are traded, as of the close of business on the day such instruments are being valued. The average month-end notional amount of futures contracts while held was $106,054,000. Forward currency contracts are valued based on the spot and forward exchange rates obtained from a third-party pricing vendor. The average month-end notional amount of open forward currency contracts while held was $200,794,000. 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 and credit default swaps while held were $190,941,000 and $12,404,000, respectively.

Capital Group International Bond ETF (USD-Hedged) — Page 12 of 15

------

**unaudited**

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; Euros | $— | $59348 | $— | $59348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japanese yen |  | 20644 |  | 20644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; British pounds |  | 19116 |  | 19116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chinese yuan renminbi |  | 17638 |  | 17638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australian dollars |  | 9162 |  | 9162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazilian reais |  | 6371 |  | 6371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungarian forints |  | 6343 |  | 6343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech korunas |  | 6041 |  | 6041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korean won |  | 5752 |  | 5752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norwegian kroner |  | 4739 |  | 4739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysian ringgits |  | 4621 |  | 4621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand dollars |  | 3573 |  | 3573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippine pesos |  | 2083 |  | 2083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombian pesos |  | 1211 |  | 1211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chilean pesos |  | 1139 |  | 1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian dollars |  | 1047 |  | 1047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexican pesos |  | 841 |  | 841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Polish zloty |  | 505 |  | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. dollars |  | 33080 |  | 33080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities | 8748 |  |  | 8748 |
| Total | $8748 | $203254 | $— | $212002 |

---

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

Capital Group International Bond ETF (USD-Hedged) — Page 13 of 15

------

**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 futures contracts  | $472 | $— | $— | $472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on open forward currency contracts  |  | 1713 |  | 1713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps  |  | 106 |  | 106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on bilateral interest rate swaps  |  | 19 |  | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared credit default swaps  |  | 4 |  | 4 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts  | (903)<br>|  |  | (903)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on open forward currency contracts  |  | (576)<br>|  | (576)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps  |  | (160)<br>|  | (160)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on bilateral interest rate swaps  |  | (58)<br>|  | (58)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared credit default swaps  |  | (17)<br>|  | (17)<br>|
| Total | $(431)<br>| $1031 | $— | $600 |

---

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

\* Futures contracts, forward currency contracts, interest rate swaps and credit default swaps are not included in the investment portfolio.

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

---

| |
|:---|
| **Key to abbreviation(s)** |
| AUD = Australian dollars |
| BRL = Brazilian reais |
| BZDIOVER = Overnight Brazilian Interbank Deposit Rate |
| CAD = Canadian dollars |
| CLO = Collateralized Loan Obligations |
| CLP = Chilean pesos |
| CME = CME Group |
| CNH = Chinese yuan renminbi |
| CNY = Chinese yuan |
| COP = Colombian pesos |
| CZK = Czech korunas |
| DAC = Designated Activity Company |
| EUR = Euros |
| EURIBOR = Euro Interbank Offered Rate |
| GBP = British pounds |
| HUF = Hungarian forints |

---

---

| |
|:---|
| ICE = Intercontinental Exchange, Inc. |
| JPY = Japanese yen |
| KRW = South Korean won |
| MXN = Mexican pesos |
| MYR = Malaysian ringgits |
| NIBOR = Norwegian Interbank Offered Rate |
| NOK = Norwegian kroner |
| NZD = New Zealand dollars |
| PHP = Philippine pesos |
| PLN = Polish zloty |
| SEK = Swedish kronor |
| SOFR = Secured Overnight Financing Rate |
| STIBOR = Stockholm Interbank Offered Rate |
| TRY = Turkish lira |
| USD = U.S. dollars |
| UST = U.S. Treasury |

---

Capital Group International Bond ETF (USD-Hedged) — Page 14 of 15

------

**unaudited**

**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.

ETGEFP1-321-0526

Capital Group International Bond ETF (USD-Hedged) — Page 15 of 15

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

- **d. LEI of Registrant:** 549300E5VFNPOBZRHM30

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

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

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

- **a. Name of Series:** Capital Group International Bond ETF (USD-Hedged)

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

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

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

- **a. Date of fiscal year-end:** 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:** $213834021.59

**Total Liabilities:** $1935581.47

**Net Assets:** $211898440.12

**Delayed Delivery Securities:** $449350.27

**Cash Not Reported:** $286869.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -68.11000000 | **1-Year:** -3574.52000000 | **5-Year:** -11492.84000000 | **10-Year:** -9657.00000000 | **30-Year:** -1621.15000000

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

- **3-Month:** -81.79000000 | **1-Year:** -796.13000000 | **5-Year:** -3480.19000000 | **10-Year:** -414.88000000 | **30-Year:** -31.25000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249947 | 0.45%                | 1.08%                | -2.32%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $143151.58               | $1812759.48                                |
| Month 2  | $242064.64               | $1490447.19                                |
| Month 3  | $57968.01                | $-8467856.95                               |

**Designated Index Information**

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

- **Index Identifier:** LG38TRUH

### Schedule of Portfolio Investments

| Name                                             | Title                                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apollo Aviation Securitization Equity Trust      | AASET MT-1 Ltd                                                                                                                     | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     294169 | PA      | $290753.08    | 0.14%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ACHD Trust                                       | ACHD Trust 2025-DS1                                                                                                                | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63132 | PA      | $63236.55     | 0.03%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                                                         | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123213.42    | 0.06%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                                                         | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     217000 | PA      | $213087.13    | 0.10%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                                                                                | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     264000 | PA      | $263107.47    | 0.12%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                                                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     275000 | PA      | $266529.49    | 0.13%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                                                          | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     491000 | PA      | $482609.59    | 0.23%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                          | Ansley Park Capital 2025-A LLC                                                                                                     | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98778.91     | 0.05%             | 2035-04-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                                                                            | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $238167.07    | 0.11%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $304659.18    | 0.14%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RLK8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     470000 | PA      | $467311.98    | 0.22%             | 2032-08-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                            | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $493287.04    | 0.23%             | 2032-01-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-ACNT                                                                                             | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74705 | PA      | $74670.79     | 0.04%             | 2038-11-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VOLT                                                                                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     271000 | PA      | $270646.78    | 0.13%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VOLT                                                                                                                 | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139392.26    | 0.07%             | 2044-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2025-5YR18                                                                                                                   | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $141753.78    | 0.07%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2024-5C8 Mortgage Trust                                                                                                        | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $46331.76     | 0.02%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                                       | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     102000 | PA      | $102832.20    | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                                       | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180190.06    | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX 2025-BIO3 Mortgage Trust                                                                                                        | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101322.58    | 0.05%             | 2042-02-10      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-SDMF                                                                                                                 | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92798 | PA      | $92720.30     | 0.04%             | 2034-09-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                | CPPIB Capital Inc                                                                                                                  | CUSIP: 12593CBB6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     500000 | PA      | $362977.14    | 0.17%             | 2035-06-02      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                                                                       | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     290000 | PA      | $298022.28    | 0.14%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                              | Cali 2024-Sun                                                                                                                      | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100140.98    | 0.05%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                            | Canadian National Railway Co                                                                                                       | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     525000 | PA      | $517980.06    | 0.24%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                  | Capital Group Central Cash Fund                                                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |      91598 | NS      | $9158834.62   | 4.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $269415.16    | 0.13%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $495785.06    | 0.23%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     355000 | PA      | $339513.72    | 0.16%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                                                                                | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     320000 | PA      | $314144.00    | 0.15%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                                                                            | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     400000 | PA      | $359336.00    | 0.17%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     432705 | PA      | $435139.88    | 0.21%             | 2046-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      25909 | PA      | $25898.46     | 0.01%             | 2044-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                         | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                               | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $464947.54    | 0.22%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-40332.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-37987.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                  | Durst Commercial Mortgage Trust 2025-151                                                                                           | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101028.52    | 0.05%             | 2042-08-10      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | EFMT 2026-NQM1                                                                                                                     | CUSIP: 26846GAF4<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |     291222 | PA      | $288605.91    | 0.14%             | 2071-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-7384.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-31903.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $447344.89    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $72790.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |          1 | NC      | $1153.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $24267.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-66631.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $53980.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $120194.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $3622.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $66772.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $3904.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $1314.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $32224.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-1246.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $137322.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD NOK                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2701.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $35362.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $9174.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-31929.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CZ        |          1 | NC      | $-2219.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $-4616.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $18510.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $293.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $117627.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $16547.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $1670.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $8875.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                          | PURCHASED USD / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $3367.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $800.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $43920.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $6382.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $3504.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $16878.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-3951.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                          | PURCHASED USD / SOLD NOK                                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-2094.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $62.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-3080.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-20595.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $11596.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $524.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $20792.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-13196.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-37356.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-34922.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $31863.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $39467.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $852.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $5392.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1101.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $8620.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-10958.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD NOK                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $25769.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $1055.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-353.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-7879.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $98465.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $7550.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2772.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $156274.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED HUF / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |          1 | NC      | $37599.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-37366.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-155685.58   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-15941.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |          1 | NC      | $16135.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                                                                               | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148595.59    | 0.07%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                                                                               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25918.98     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | ENEL Finance International NV                                                                                                      | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $198393.83    | 0.09%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                                                                  | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19111.31     | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                           | Export-Import Bank of India                                                                                                        | CUSIP: 30218VAB2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     450000 | PA      | $440624.21    | 0.21%             | 2036-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                                                                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     220000 | PA      | $208330.43    | 0.10%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83973 | PA      | $85644.85     | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24062 | PA      | $24541.30     | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                                   | CUSIP: 3133CULL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119865 | PA      | $124004.97    | 0.06%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 3140AQB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139047 | PA      | $143916.25    | 0.07%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34484 | PA      | $35695.54     | 0.02%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44051 | PA      | $45572.20     | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133048 | PA      | $137643.10    | 0.06%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28390 | PA      | $28954.94     | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119270 | PA      | $123389.85    | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                                   | CUSIP: 3142GTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119888 | PA      | $122283.94    | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                                   | CUSIP: 3142GXAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28603 | PA      | $29630.57     | 0.01%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                              | 522 Funding CLO 2019-5 Ltd                                                                                                         | CUSIP: 33829WAL3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249767.50    | 0.12%             | 2035-04-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     500000 | PA      | $434458.17    | 0.21%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250597.21    | 0.12%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     490000 | PA      | $496299.77    | 0.23%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     650000 | PA      | $642193.24    | 0.30%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     330000 | PA      | $324175.27    | 0.15%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                                            | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $103184.44    | 0.05%             | 2042-09-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                            | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      10100 | PA      | $10086.37     | 0.00%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Structured Agency Credit Risk 2026-DNA1                                                                                            | CUSIP: 35564UCS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     385000 | PA      | $386083.31    | 0.18%             | 2046-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     650000 | PA      | $646165.94    | 0.30%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                    | HTA Group Ltd/Mauritius                                                                                                            | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     400000 | PA      | $395822.66    | 0.19%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                               | Hawaii Hotel Trust 2025-MAUI                                                                                                       | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98294.26     | 0.05%             | 2042-03-15      | Floating      | 6.96%                 | 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        |     658000 | PA      | $658917.88    | 0.31%             | 2034-02-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards 2025-SPRL Mortgage Trust                                                                                              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109000 | PA      | $111629.86    | 0.05%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                            | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     540000 | PA      | $549557.72    | 0.26%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                            | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     267000 | PA      | $264636.28    | 0.12%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust        | Imprint Payments Credit Card Master Trust                                                                                          | CUSIP: 45333GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99524.74     | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                                                                      | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $346717.70    | 0.16%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                                                                      | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     115000 | PA      | $113451.01    | 0.05%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     400000 | PA      | $461123.49    | 0.22%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45200.87     | 0.02%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98464.63     | 0.05%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147914.82    | 0.07%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                          | Korea Electric Power Corp                                                                                                          | CUSIP: 500631BD7<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $201871.67    | 0.10%             | 2028-02-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                   | Korea Gas Corp                                                                                                                     | CUSIP: 50066AAV5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $204891.44    | 0.10%             | 2029-07-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                 | LG Energy Solution Ltd                                                                                                             | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $201601.25    | 0.10%             | 2028-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                                                                                  | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37066.52     | 0.02%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2026-1                                                                                                  | CUSIP: 505708AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     147000 | PA      | $146517.43    | 0.07%             | 2029-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                      | MMP Capital 2025-A LLC                                                                                                             | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101071.92    | 0.05%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     430000 | PA      | $434250.15    | 0.20%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2025-NQM3 Trust                                                                                                                | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      91934 | PA      | $91901.14     | 0.04%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99965.29     | 0.05%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     650000 | PA      | $649848.63    | 0.31%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FUTURES MORGAN STANLEY COC                       | FUTURES MORGAN STANLEY COC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     970000 | NS      | $970000.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                                                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50256.99     | 0.02%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                                                                              | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     222000 | PA      | $221121.82    | 0.10%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909           | NYC Commercial Mortgage Trust 2025-28L                                                                                             | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153000 | PA      | $152456.30    | 0.07%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2026-R1 Trust                                                                                                                  | CUSIP: 67124AAC1<br>LEI: 254900URJ5A8AOLJDR76 | Long             | ABS-MBS          | CORP              | US        |     329313 | PA      | $327166.18    | 0.15%             | 2063-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2025-NQM3 Trust                                                                                                                | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |      74791 | PA      | $75254.52     | 0.04%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2025-NQM19 Trust                                                                                                               | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |     279762 | PA      | $278241.97    | 0.13%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                            | Province of Ontario Canada                                                                                                         | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     950000 | PA      | $683578.64    | 0.32%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     355000 | PA      | $297910.33    | 0.14%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $240983.96    | 0.11%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                        | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     320000 | PA      | $311627.40    | 0.15%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund III LLC                                                                                                         | CUSIP: 69122AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     482487 | PA      | $489974.58    | 0.23%             | 2034-03-27      | Fixed         | 8.77%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100884.81    | 0.05%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51684.41     | 0.02%             | 2035-08-15      | Fixed         | 6.00%                 | 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        |     525321 | PA      | $524100.14    | 0.25%             | 2033-12-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                                                                         | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     715000 | PA      | $724983.98    | 0.34%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     540000 | PA      | $528935.55    | 0.25%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                                                                              | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     470000 | PA      | $437118.04    | 0.21%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                                    | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249374.25    | 0.12%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                            | PK Alift Loan Funding 8 LP                                                                                                         | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $247266.80    | 0.12%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2026-SFR1 Trust                                                                                               | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     397000 | PA      | $378819.39    | 0.18%             | 2043-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                                                                                             | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     490000 | PA      | $482730.07    | 0.23%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2025-1 LLC                                                                                                   | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101767.32    | 0.05%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MOTHERSON GLOBAL INVSTMT                         | Motherson Global Investments BV                                                                                                    | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $203275.85    | 0.10%             | 2029-07-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                   | SWCH Commercial Mortgage Trust 2025-DATA                                                                                           | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98597.81     | 0.05%             | 2042-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                  | Sands China Ltd                                                                                                                    | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $201623.60    | 0.10%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                                                                | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     517000 | PA      | $510390.80    | 0.24%             | 2029-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                             | Saudi Arabian Oil Co                                                                                                               | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     238000 | PA      | $231527.00    | 0.11%             | 2031-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                             | Saudi Arabian Oil Co                                                                                                               | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $196063.90    | 0.09%             | 2029-02-02      | Fixed         | 4.00%                 | 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        |       2731 | PA      | $2750.95      | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust          | Securitized Term Auto Receivables Trust                                                                                            | CUSIP: 81378WAH6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      38585 | PA      | $38538.04     | 0.02%             | 2033-03-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                                                      | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     225000 | PA      | $201055.47    | 0.09%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                                                      | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24825.65     | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                                                      | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25583.62     | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                                                      | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71554.93     | 0.03%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                                                      | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     325000 | PA      | $319342.10    | 0.15%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                                                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     290000 | PA      | $290658.16    | 0.14%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                           | Takeoff Merger Sub Inc                                                                                                             | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134156.88    | 0.06%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                           | Takeoff Merger Sub Inc                                                                                                             | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |     155000 | PA      | $153121.53    | 0.07%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     209000 | PA      | $207048.73    | 0.10%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2018-2                                                                                                   | CUSIP: 89175VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $379819.04    | 0.18%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                   | US Bank NA                                                                                                                         | CUSIP: 90355PAM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $251179.20    | 0.12%             | 2046-12-25      | Fixed         | 7.06%                 | 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 MEXICAN STATES                            | Mexico Government International Bond                                                                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     400000 | PA      | $392000.00    | 0.18%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                                               | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     277000 | PA      | $270282.75    | 0.13%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORWARDS CITIBANK BOC                            | FORWARDS CITIBANK BOC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -87000 | NS      | $-87000.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS GOLDMAN SACHS BOC                       | FORWARDS GOLDMAN SACHS BOC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -270000 | NS      | $-270000.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     102000 | PA      | $102908.31    | 0.05%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC CITIBANK COC                           | SWAP CCPC CITIBANK COC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     527000 | NS      | $527000.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2026-R1                                                                                                 | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |     170504 | PA      | $169131.94    | 0.08%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2024-9                                                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |      76055 | PA      | $76304.86     | 0.04%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     175000 | PA      | $173476.54    | 0.08%             | 2030-01-23      | Fixed         | 4.18%                 | 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        |     211000 | PA      | $209963.76    | 0.10%             | 2030-03-15      | Fixed         | 3.92%                 | 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      |
| Barclays Bank PLC                                | Long: BCGBB7HK2 IRS BRL R F 11.91000 BCGBB7HK2_FIX NDFPREDISWAP / Short: BCGBB7HK2 IRS BRL P V 00MBRCDI BCGBB7HK2_FLO NDFPREDISWAP | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    6400000 | OU      | $-58329.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BCGCQTSV0 IRS BRL R F 14.89000 BCGCQTSV0_FIX NDFPREDISWAP / Short: BCGCQTSV0 IRS BRL P V 00MBRCDI BCGCQTSV0_FLO NDFPREDISWAP | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    4880000 | OU      | $9249.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGCR4A68 IRS NOK R F  4.13500 BCGCR4A68_FIX CCPVANILLA / Short: SCGCR4A68 IRS NOK P V 06MNIBOR BCGCR4A68_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   14740000 | OU      | $-8747.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGCR3XH1 IRS NOK R F  4.13780 BCGCR3XH1_FIX CCPVANILLA / Short: SCGCR3XH1 IRS NOK P V 06MNIBOR BCGCR3XH1_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   14760000 | OU      | $-8724.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGCR3X57 IRS EUR R V 06MEURIB BCGCR3X57_FLO CCPVANILLA / Short: BCGCR3X57 IRS EUR P F  2.20320 BCGCR3X57_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1250000 | OU      | $4966.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGCR4A50 IRS EUR R V 06MEURIB BCGCR4A50_FLO CCPVANILLA / Short: BCGCR4A50 IRS EUR P F  2.20070 BCGCR4A50_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1250000 | OU      | $4997.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGDPFGH3 IRS SEK R V 03MSTIBR BCGDPFGH3_FLO CCPVANILLA / Short: BCGDPFGH3 IRS SEK P F  2.31320 BCGDPFGH3_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   22000000 | OU      | $42697.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGF0GFK7 IRS NOK R F  3.78980 BCGF0GFK7_FIX CCPVANILLA / Short: SCGF0GFK7 IRS NOK P V 06MNIBOR BCGF0GFK7_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    9350000 | OU      | $-32631.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGF0J1H3 IRS USD R V 12MSOFR BCGF0J1H3_FLO CCPOIS / Short: BCGF0J1H3 IRS USD P F  3.31300 BCGF0J1H3_FIX CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     970000 | OU      | $21240.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B9796YTF3 CDS USD R V 03MEVENT Z9796YTF3_PRO CCPCDX / Short: B9796YTF3 CDS USD P F  5.00000 Z9796YTF3_FEE CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     990000 | OU      | $-52196.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGF9PW94 IRS SEK R V 03MSTIBR BCGF9PW94_FLO CCPVANILLA / Short: BCGF9PW94 IRS SEK P F  2.33270 BCGF9PW94_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13000000 | OU      | $28114.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGFAV771 IRS SEK R V 03MSTIBR BCGFAV771_FLO CCPVANILLA / Short: BCGFAV771 IRS SEK P F  2.35920 BCGFAV771_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $8188.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGFMKD42 IRS NOK R F  4.02580 BCGFMKD42_FIX CCPVANILLA / Short: SCGFMKD42 IRS NOK P V 06MNIBOR BCGFMKD42_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15054000 | OU      | $-39895.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGFMUNH0 IRS NOK R F  4.09880 BCGFMUNH0_FIX CCPVANILLA / Short: SCGFMUNH0 IRS NOK P V 06MNIBOR BCGFMUNH0_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11000000 | OU      | $-25776.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGFX9EX0 IRS SEK R V 03MSTIBR BCGFX9EX0_FLO CCPVANILLA / Short: BCGFX9EX0 IRS SEK P F  2.95920 BCGFX9EX0_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7388000 | OU      | $5751.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGFX8HQ4 IRS NOK R F  4.05880 BCGFX8HQ4_FIX CCPVANILLA / Short: SCGFX8HQ4 IRS NOK P V 06MNIBOR BCGFX8HQ4_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3056000 | OU      | $-7638.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGG16L11 IRS SEK R V 03MSTIBR BCGG16L11_FLO CCPVANILLA / Short: BCGG16L11 IRS SEK P F  2.97470 BCGG16L11_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9430000 | OU      | $6270.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGGFEL27 IRS SEK R V 03MSTIBR BCGGFEL27_FLO CCPVANILLA / Short: BCGGFEL27 IRS SEK P F  2.59870 BCGGFEL27_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6230000 | OU      | $6856.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BCGGN8NK9 IRS SEK R V 03MSTIBR BCGGN8NK9_FLO CCPVANILLA / Short: BCGGN8NK9 IRS SEK P F  2.79020 BCGGN8NK9_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   17750000 | OU      | $42655.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGGPBVK1 IRS NOK R F  4.35500 BCGGPBVK1_FIX CCPVANILLA / Short: SCGGPBVK1 IRS NOK P V 06MNIBOR BCGGPBVK1_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   16700000 | OU      | $-19101.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGGQ5787 IRS NOK R F  4.28500 BCGGQ5787_FIX CCPVANILLA / Short: SCGGQ5787 IRS NOK P V 06MNIBOR BCGGQ5787_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11520000 | OU      | $-16655.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SCGGQ41Q6 IRS NOK R F  4.30500 BCGGQ41Q6_FIX CCPVANILLA / Short: SCGGQ41Q6 IRS NOK P V 06MNIBOR BCGGQ41Q6_FLO CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9200000 | OU      | $-12480.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cazenove, Inc.                                   | Long: BCGH70QH6 IRS BRL R F 13.89000 BCGH70QH6_FIX NDFPREDISWAP / Short: BCGH70QH6 IRS BRL P V 12MBRCDI BCGH70QH6_FLO NDFPREDISWAP | CUSIP: 000000000<br>LEI: 549300B8NMC31800LP10 | N/A              | DIR              |  | AU        |    6300000 | OU      | $9964.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S97J5BGB5 CDS EUR R F  5.00000 Z97J5BGB5_FEE CCPITRAXX / Short: S97J5BGB5 CDS EUR P V 03MEVENT Z97J5BGB5_PRO CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2880000 | OU      | $208539.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S97J5BG25 CDS EUR R F  1.00000 Z97J5BG25_FEE CCPITRAXX / Short: S97J5BG25 CDS EUR P V 03MEVENT Z97J5BG25_PRO CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    6660000 | OU      | $105685.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B97J5BG58 CDS USD R V 03MEVENT Z97J5BG58_PRO CCPCDX / Short: B97J5BG58 CDS USD P F  1.00000 Z97J5BG58_FEE CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7280000 | OU      | $-125616.40   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                             | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 2050100000 | PA      | $449511.64    | 0.21%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  216640000 | PA      | $538139.96    | 0.25%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     350000 | PA      | $373011.68    | 0.18%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                         | MTN Mauritius Investments Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     400000 | PA      | $403412.50    | 0.19%             | 2026-10-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  672890000 | PA      | $432100.79    | 0.20%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     990000 | PA      | $959430.25    | 0.45%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 1872110000 | PA      | $4772612.44   | 2.25%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    5260000 | PA      | $1314003.47   | 0.62%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                              | Kasikornbank PCL/Hong Kong                                                                                                         | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |     600000 | PA      | $594336.25    | 0.28%             | 2031-10-02      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     225000 | PA      | $255363.61    | 0.12%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | Brazil Notas do Tesouro Nacional Serie F                                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   16008000 | PA      | $2701236.62   | 1.27%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                         | Malaysia Government Investment Issue                                                                                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    3090000 | PA      | $765713.31    | 0.36%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    3418000 | PA      | $1994725.54   | 0.94%             | 2030-12-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                      | Equinor ASA                                                                                                                        | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     250000 | PA      | $255222.72    | 0.12%             | 2032-05-22      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                                                           | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     270000 | PA      | $301552.05    | 0.14%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                         | Electricite de France SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $458789.86    | 0.22%             | 2026-12-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  443300000 | PA      | $1446796.79   | 0.68%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                | Iberdrola International BV                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $461392.29    | 0.22%             | 2026-04-15      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  306900000 | PA      | $678193.92    | 0.32%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     250000 | PA      | $273882.33    | 0.13%             | 2028-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                         | Electricite de France SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $900908.71    | 0.43%             | 2027-12-01      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| CHINA OIL & GAS GROUP                            | China Oil & Gas Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 52990063CVI7GDV4JZ06 | Long             | DBT              | CORP              | BM        |     220000 | PA      | $219485.93    | 0.10%             | 2026-06-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                                                                         | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     825000 | PA      | $889591.82    | 0.42%             | 2029-09-06      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                                                                    | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107505.99    | 0.05%             | 2028-10-04      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES SE                                 | TotalEnergies SE                                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     820000 | PA      | $934150.98    | 0.44%             | 2027-01-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     100000 | PA      | $105418.22    | 0.05%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                         | New South Wales Treasury Corp                                                                                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    1500000 | PA      | $878072.00    | 0.41%             | 2032-11-22      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     575000 | PA      | $639171.48    | 0.30%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6500000 | PA      | $300688.69    | 0.14%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     415000 | PA      | $441027.81    | 0.21%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $683481.22    | 0.32%             | 2030-08-24      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                            | Philippine Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   62000000 | PA      | $1015909.91   | 0.48%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                                                                                       | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $577911.37    | 0.27%             | 2030-01-09      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     290000 | PA      | $340105.93    | 0.16%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                           | Brazil Letras do Tesouro Nacional                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2430000 | PA      | $453676.76    | 0.21%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     215000 | PA      | $246978.85    | 0.12%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4650000 | PA      | $2887473.61   | 1.36%             | 2034-12-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                            | Bonos de la Tesoreria de la Republica en pesos                                                                                     | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 1025000000 | PA      | $1138670.03   | 0.54%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   22280000 | PA      | $1131009.46   | 0.53%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                            | Bank of Ireland Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     600000 | PA      | $730331.65    | 0.34%             | 2031-07-04      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   35750000 | PA      | $1753768.39   | 0.83%             | 2029-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                         | Svenska Handelsbanken AB                                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     560000 | PA      | $668603.19    | 0.32%             | 2034-08-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EFSF                                             | European Financial Stability Facility                                                                                              | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     500000 | PA      | $570821.40    | 0.27%             | 2038-08-30      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                          | National Bank of Greece SA                                                                                                         | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |     600000 | PA      | $748423.54    | 0.35%             | 2034-01-03      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 7218540000 | PA      | $4784945.34   | 2.26%             | 2033-12-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     730000 | PA      | $804868.06    | 0.38%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  826800000 | PA      | $534700.82    | 0.25%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                             | European Financial Stability Facility                                                                                              | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     740000 | PA      | $833770.81    | 0.39%             | 2034-02-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $705076.37    | 0.33%             | 2032-02-09      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                    | Alpha Bank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |     400000 | PA      | $478664.67    | 0.23%             | 2030-05-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bonds                          | Norway Government Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   24500000 | PA      | $2411516.41   | 1.14%             | 2034-04-13      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     750000 | PA      | $874975.73    | 0.41%             | 2029-07-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2430000 | PA      | $2836037.12   | 1.34%             | 2034-07-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                             | Banco de Sabadell SA                                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $237279.60    | 0.11%             | 2034-06-27      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2100000 | PA      | $526777.78    | 0.25%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                            | Prologis Euro Finance LLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     200000 | PA      | $228936.70    | 0.11%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK THAILND                         | Export Import Bank of Thailand                                                                                                     | CUSIP: 000000000<br>LEI: 549300ITFBNFH0H6FK36 | Long             | DBT              | NUSS              | TH        |     250000 | PA      | $256025.41    | 0.12%             | 2029-05-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    3470000 | PA      | $876724.69    | 0.41%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                | Eaton Capital ULC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |     800000 | PA      | $910400.56    | 0.43%             | 2036-05-21      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                          | Novo Nordisk Finance Netherlands BV                                                                                                | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |     475000 | PA      | $533064.55    | 0.25%             | 2034-05-21      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   77060000 | PA      | $11619554.93  | 5.48%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     700000 | PA      | $812519.65    | 0.38%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $465935.01    | 0.22%             | 2028-07-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1599000 | PA      | $1043038.10   | 0.49%             | 2035-12-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                           | Brazil Letras do Tesouro Nacional                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4000000 | PA      | $722364.01    | 0.34%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   70900000 | PA      | $3003653.24   | 1.42%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    5375000 | PA      | $2970284.11   | 1.40%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                          | San Miguel Global Power Holdings Corp                                                                                              | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $197492.68    | 0.09%             | 2029-06-12      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  160000000 | PA      | $728934.82    | 0.34%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERALLIA SA                                      | Verallia SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $551108.11    | 0.26%             | 2032-11-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                             | Banco de Sabadell SA                                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $458263.77    | 0.22%             | 2031-05-27      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2332000 | PA      | $2658517.84   | 1.25%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                                                                                                  | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     560000 | PA      | $629851.45    | 0.30%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                           | Brazil Letras do Tesouro Nacional                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   17035000 | PA      | $2315225.69   | 1.09%             | 2029-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    5050000 | PA      | $666484.73    | 0.31%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   30130000 | PA      | $4361881.00   | 2.06%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                          | Severn Trent Utilities Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $507951.84    | 0.24%             | 2035-08-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bonds                          | Norway Government Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   11090000 | PA      | $1095604.59   | 0.52%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $567551.35    | 0.27%             | 2031-02-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2550000 | PA      | $3287973.78   | 1.55%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                              | Albania Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     200000 | PA      | $226978.30    | 0.11%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     250000 | PA      | $254431.17    | 0.12%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                              | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     400000 | PA      | $447574.48    | 0.21%             | 2030-02-25      | Fixed         | 3.41%                 | Yes           |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    1435000 | PA      | $947227.92    | 0.45%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     560000 | PA      | $579066.33    | 0.27%             | 2056-08-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                         | New South Wales Treasury Corp                                                                                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    2142700 | PA      | $1411800.67   | 0.67%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    1500000 | PA      | $1729865.67   | 0.82%             | 2035-12-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $348074.53    | 0.16%             | 2037-03-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1164000 | PA      | $1318464.46   | 0.62%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                            | Philippine Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   17500000 | PA      | $277977.87    | 0.13%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  104900000 | PA      | $310097.20    | 0.15%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1920000 | PA      | $504505.17    | 0.24%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                        | Orange SA                                                                                                                          | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $335501.72    | 0.16%             | 2035-05-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     450000 | PA      | $503766.11    | 0.24%             | 2045-10-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2700000 | PA      | $665817.57    | 0.31%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                     | Amprion GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |     600000 | PA      | $678783.68    | 0.32%             | 2036-06-05      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     120000 | PA      | $135757.76    | 0.06%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                                    | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     520000 | PA      | $588758.93    | 0.28%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                         | Agence Francaise de Developpement EPIC                                                                                             | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $563831.03    | 0.27%             | 2030-09-30      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10558700 | PA      | $540182.69    | 0.25%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                                                                             | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    4870000 | PA      | $701741.65    | 0.33%             | 2030-06-13      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                         | Toyota Finance Australia Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     725000 | PA      | $821650.92    | 0.39%             | 2029-01-16      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    1105000 | PA      | $1247871.77   | 0.59%             | 2032-12-13      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     245000 | PA      | $271486.50    | 0.13%             | 2035-07-18      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                         | BHP Billiton Finance Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $336077.75    | 0.16%             | 2035-09-04      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     710000 | PA      | $927610.54    | 0.44%             | 2035-10-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    6330000 | PA      | $7205210.86   | 3.40%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     615000 | PA      | $697270.69    | 0.33%             | 2030-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     595000 | PA      | $676447.77    | 0.32%             | 2055-10-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     610000 | PA      | $691274.79    | 0.33%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     430000 | PA      | $488909.37    | 0.23%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     400000 | PA      | $452334.07    | 0.21%             | 2040-09-29      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   77800000 | PA      | $465155.32    | 0.22%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  598200000 | PA      | $3452017.88   | 1.63%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  586550000 | PA      | $3627126.45   | 1.71%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  210000000 | PA      | $1219245.14   | 0.58%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     250000 | PA      | $282828.68    | 0.13%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                            | Japan Government Ten Year Bond                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  472950000 | PA      | $2825759.54   | 1.33%             | 2035-09-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                                                                                | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   31600000 | PA      | $495971.75    | 0.23%             | 2032-11-03      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                          | BMS Ireland Capital Funding DAC                                                                                                    | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $112390.14    | 0.05%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                          | BMS Ireland Capital Funding DAC                                                                                                    | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     321000 | PA      | $363343.13    | 0.17%             | 2030-11-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  685650000 | PA      | $4234608.62   | 2.00%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     760000 | PA      | $869977.95    | 0.41%             | 2036-02-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     280000 | PA      | $317663.77    | 0.15%             | 2036-06-22      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| KFW                                              | Kreditanstalt fuer Wiederaufbau                                                                                                    | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     730000 | PA      | $832754.30    | 0.39%             | 2029-06-29      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  235150000 | PA      | $1411507.49   | 0.67%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     660000 | PA      | $754509.16    | 0.36%             | 2031-04-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NORTH MACEDONIA                                  | North Macedonia Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     124000 | PA      | $136230.85    | 0.06%             | 2034-01-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                             | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 2925000000 | PA      | $761926.01    | 0.36%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                         | Agence Francaise de Developpement EPIC                                                                                             | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $681598.15    | 0.32%             | 2036-01-28      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     310000 | PA      | $351980.02    | 0.17%             | 2032-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     665000 | PA      | $755057.63    | 0.36%             | 2036-04-30      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Bundesschatzanweisungen                          | Bundesschatzanweisungen                                                                                                            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    2390000 | PA      | $2735250.17   | 1.29%             | 2028-03-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                             | Norway Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   11615000 | PA      | $1178065.61   | 0.56%             | 2036-06-03      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                                                                | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     600000 | PA      | $680535.78    | 0.32%             | 2030-02-10      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     365000 | PA      | $420717.24    | 0.20%             | 2056-06-22      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     295000 | PA      | $332520.67    | 0.16%             | 2029-05-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     240000 | PA      | $271164.20    | 0.13%             | 2036-12-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REP SRPSKA INTL BOND                             | Republic of Srpska International Government Bond                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |     220000 | PA      | $255588.99    | 0.12%             | 2031-04-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE JUN26                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        143 | NC      | $-412957.97   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN26                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -48 | NC      | $171731.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE JUN26                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          3 | NC      | $-15675.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE JUN26                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          1 | NC      | $-6265.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT JUN26                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        135 | NC      | $-174912.25   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         25 | NC      | $-64748.13    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          3 | NC      | $-12170.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -2 | NC      | $4313.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         40 | NC      | $-7931.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        -17 | NC      | $29425.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -49 | NC      | $74828.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         30 | NC      | $-22048.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |          3 | NC      | $-18679.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -116 | NC      | $207085.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND FUT JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        107 | NC      | $-18724.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         12 | NC      | $-117621.17   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 5YR BOND FUT JUN26                                                                                                             | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         25 | NC      | $-28253.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | Brazil Notas do Tesouro Nacional Serie B                                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1078728 | PA      | $178739.25    | 0.08%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1880000 | PA      | $472449.64    | 0.22%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    8809000 | PA      | $10358289.87  | 4.89%             | 2029-10-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     700000 | PA      | $835669.88    | 0.39%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    3465000 | PA      | $3144360.81   | 1.48%             | 2035-07-31      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     210000 | PA      | $238570.12    | 0.11%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                            | Philippine Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   17900000 | PA      | $293593.53    | 0.14%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                             | Stillwater Mining Co                                                                                                               | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198501.67    | 0.09%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                              | GENM Capital Labuan Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     400000 | PA      | $355219.70    | 0.17%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  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