# EDGAR Filing Document

**Accession Number:** 0000826813
**File Stem:** 0001145549-23-003442
**Filing Date:** 2023-1
**Character Count:** 1101563
**Document Hash:** c048bb7f38cc2c58db6e5bb35a48758c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-003442.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001145549-23-003442

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INTERMEDIATE BOND FUND OF AMERICA
- **CENTRAL INDEX KEY:** 0000826813
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05446
- **FILM NUMBER:** 23558463

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL (MICG)
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL (MICG)
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

## Series and Classes Contracts Data

### INTERMEDIATE BOND FUND OF AMERICA (Series ID: S000009236)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025146 | Class A       | AIBAX           |
| C000025147 | Class R-1     | RBOAX           |
| C000025148 | Class R-2     | RBOBX           |
| C000025149 | Class R-3     | RBOCX           |
| C000025150 | Class R-4     | RBOEX           |
| C000025151 | Class R-5     | RBOFX           |
| C000025153 | Class C       | IBFCX           |
| C000025154 | Class F-1     | IBFFX           |
| C000025155 | Class 529-A   | CBOAX           |
| C000025157 | Class 529-C   | CBOCX           |
| C000025158 | Class 529-E   | CBOEX           |
| C000025159 | Class 529-F-1 | CBOFX           |
| C000068597 | Class F-2     | IBAFX           |
| C000077900 | Class R-6     | RBOGX           |
| C000148469 | Class R-2E    | REBBX           |
| C000164803 | Class R-5E    | RBOHX           |
| C000179993 | Class F-3     | IFBFX           |
| C000189436 | Class 529-T   | TIIBX           |
| C000189437 | Class T       | TIBBX           |
| C000224561 | Class 529-F-2 | FFOOX           |
| C000224562 | Class 529-F-3 | FIFBX           |

## Nport-Ex

![](img0063d7f91.jpg)

#### Intermediate Bond Fund of America<sup>®</sup><br>
Investment portfolio

November 30, 2022

unaudited

---

| | | |
|:---|:---|:---|
| **Bonds, notes & other debt instruments 95.07%<br> Mortgage-backed obligations 30.71%<br> Federal agency mortgage-backed obligations 23.16%** | Principal amount<br> (000) | Value<br> (000) |
| Fannie Mae Pool #458079 9.00% 11/20/2026<sup>1</sup> | &nbsp;&nbsp;USD2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3 |
| Fannie Mae Pool #MA2973 3.00% 4/1/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Fannie Mae Pool #AJ3916 3.00% 4/1/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> |
| Fannie Mae Pool #AU6794 3.00% 9/1/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Fannie Mae Pool #AU6682 3.00% 9/1/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Fannie Mae Pool #AW4349 3.00% 4/1/2029<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Fannie Mae Pool #AY1948 3.50% 1/1/2030<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| Fannie Mae Pool #AY2719 3.00% 2/1/2030<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| Fannie Mae Pool #AZ0554 3.50% 10/1/2030<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| Fannie Mae Pool #BM3501 3.00% 4/1/2032<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| Fannie Mae Pool #BJ9182 3.00% 5/1/2033<sup>1</sup> | &nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| Fannie Mae Pool #BN3184 3.00% 6/1/2033<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| Fannie Mae Pool #BJ6880 3.00% 6/1/2033<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Fannie Mae Pool #695412 5.00% 6/1/2033<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Fannie Mae Pool #MA3463 4.00% 9/1/2033<sup>1</sup> | &nbsp;&nbsp;9981 | &nbsp;&nbsp;&nbsp;&nbsp;9791 |
| Fannie Mae Pool #BN1087 4.00% 1/1/2034<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Fannie Mae Pool #BK0499 3.00% 12/1/2034<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| Fannie Mae Pool #AD3566 5.00% 10/1/2035<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| Fannie Mae Pool #888698 7.00% 10/1/2037<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Fannie Mae Pool #931768 5.00% 8/1/2039<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| Fannie Mae Pool #AC0794 5.00% 10/1/2039<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| Fannie Mae Pool #932606 5.00% 2/1/2040<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| Fannie Mae Pool #AB1084 5.50% 5/1/2040<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| Fannie Mae Pool #AE1248 5.00% 6/1/2041<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| Fannie Mae Pool #MA4387 2.00% 7/1/2041<sup>1</sup> | 12644 | &nbsp;&nbsp;10819 |
| Fannie Mae Pool #AJ1873 4.00% 10/1/2041<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| Fannie Mae Pool #AE1277 5.00% 11/1/2041<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| Fannie Mae Pool #MA4501 2.00% 12/1/2041<sup>1</sup> | 25054 | &nbsp;&nbsp;21313 |
| Fannie Mae Pool #AE1283 5.00% 12/1/2041<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| Fannie Mae Pool #FS0305 1.50% 1/1/2042<sup>1</sup> | 42177 | &nbsp;&nbsp;34532 |
| Fannie Mae Pool #MA4540 2.00% 2/1/2042<sup>1</sup> | &nbsp;&nbsp;5853 | &nbsp;&nbsp;&nbsp;&nbsp;4979 |
| Fannie Mae Pool #AE1290 5.00% 2/1/2042<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| Fannie Mae Pool #MA4570 2.00% 3/1/2042<sup>1</sup> | &nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;4709 |
| Fannie Mae Pool #MA4586 2.00% 4/1/2042<sup>1</sup> | &nbsp;&nbsp;1886 | &nbsp;&nbsp;&nbsp;&nbsp;1604 |
| Fannie Mae Pool #AR1512 3.50% 1/1/2043<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| Fannie Mae Pool #AT0412 3.50% 3/1/2043<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| Fannie Mae Pool #AT0300 3.50% 3/1/2043<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Fannie Mae Pool #AT3954 3.50% 4/1/2043<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| Fannie Mae Pool #AL3829 3.50% 6/1/2043<sup>1</sup> | &nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1562 |
| Fannie Mae Pool #AT7161 3.50% 6/1/2043<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| Fannie Mae Pool #AY1829 3.50% 12/1/2044<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| Fannie Mae Pool #AX8521 3.50% 12/1/2044<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| Fannie Mae Pool #BE5009 3.50% 1/1/2045<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| Fannie Mae Pool #BE5017 3.50% 2/1/2045<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
| Fannie Mae Pool #FM9416 3.50% 7/1/2045<sup>1</sup> | 35834 | &nbsp;&nbsp;33437 |

---

Intermediate Bond Fund of America — Page 1 of 40

------

unaudited

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Federal agency mortgage-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Fannie Mae Pool #AS8310 3.00% 11/1/2046<sup>1</sup> | USD1,317 | &nbsp;&nbsp;$1192 |
| Fannie Mae Pool #AS8583 3.50% 1/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19616 | &nbsp;&nbsp;18357 |
| Fannie Mae Pool #BM1179 3.00% 4/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp;1457 |
| Fannie Mae Pool #BE8740 3.50% 5/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
| Fannie Mae Pool #BE8742 3.50% 5/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| Fannie Mae Pool #BH2846 3.50% 5/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| Fannie Mae Pool #BH2848 3.50% 5/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| Fannie Mae Pool #BH2847 3.50% 5/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| Fannie Mae Pool #BH3122 4.00% 6/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| Fannie Mae Pool #BJ5015 4.00% 12/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;1462 |
| Fannie Mae Pool #BM3788 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32580 | &nbsp;&nbsp;30462 |
| Fannie Mae Pool #BJ4901 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| Fannie Mae Pool #BK5232 4.00% 5/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
| Fannie Mae Pool #BK4873 5.00% 5/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| Fannie Mae Pool #BK6840 4.00% 6/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;1003 |
| Fannie Mae Pool #BK9743 4.00% 8/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
| Fannie Mae Pool #BK9761 4.50% 8/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| Fannie Mae Pool #CA2850 4.00% 12/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 |
| Fannie Mae Pool #BF0320 5.50% 1/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2536 | &nbsp;&nbsp;&nbsp;&nbsp;2680 |
| Fannie Mae Pool #FM3280 3.50% 5/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;8747 |
| Fannie Mae Pool #FM1062 3.50% 6/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6244 | &nbsp;&nbsp;&nbsp;&nbsp;5836 |
| Fannie Mae Pool #BJ8411 3.50% 8/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;1497 |
| Fannie Mae Pool #CA4151 3.50% 9/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8299 | &nbsp;&nbsp;&nbsp;&nbsp;7783 |
| Fannie Mae Pool #FM1443 3.50% 9/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4639 | &nbsp;&nbsp;&nbsp;&nbsp;4322 |
| Fannie Mae Pool #CA5333 3.00% 3/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;56287 | &nbsp;&nbsp;50649 |
| Fannie Mae Pool #CA5338 3.00% 3/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24397 | &nbsp;&nbsp;21796 |
| Fannie Mae Pool #FM2664 3.50% 3/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp;&nbsp;&nbsp;5395 |
| Fannie Mae Pool #CA5731 3.00% 5/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48423 | &nbsp;&nbsp;43260 |
| Fannie Mae Pool #CA5968 2.50% 6/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481 | &nbsp;&nbsp;&nbsp;&nbsp;3903 |
| Fannie Mae Pool #CA6593 2.50% 8/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12371 | &nbsp;&nbsp;10762 |
| Fannie Mae Pool #BP6715 2.00% 9/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Fannie Mae Pool #BQ3005 2.50% 10/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149 | &nbsp;&nbsp;&nbsp;&nbsp;4433 |
| Fannie Mae Pool #CA7599 2.50% 11/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6319 | &nbsp;&nbsp;&nbsp;&nbsp;5505 |
| Fannie Mae Pool #CA7743 2.50% 11/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Fannie Mae Pool #MA4208 2.00% 12/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942 | &nbsp;&nbsp;&nbsp;&nbsp;1610 |
| Fannie Mae Pool #CA8046 3.00% 12/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6146 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
| Fannie Mae Pool #CA8828 2.50% 2/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20189 | &nbsp;&nbsp;17537 |
| Fannie Mae Pool #CA9291 2.50% 2/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 |
| Fannie Mae Pool #BR4996 2.50% 2/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| Fannie Mae Pool #CB0290 2.00% 4/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10096 | &nbsp;&nbsp;&nbsp;&nbsp;8361 |
| Fannie Mae Pool #MA4305 2.00% 4/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| Fannie Mae Pool #CB0041 3.00% 4/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23677 | &nbsp;&nbsp;21258 |
| Fannie Mae Pool #BR1035 2.00% 5/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Fannie Mae Pool #CB0457 2.50% 5/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;3371 |
| Fannie Mae Pool #CB0520 2.50% 5/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;&nbsp;&nbsp;1434 |
| Fannie Mae Pool #FM7741 2.50% 5/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
| Fannie Mae Pool #FM7900 2.50% 7/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1636 | &nbsp;&nbsp;&nbsp;&nbsp;1418 |
| Fannie Mae Pool #CB1038 2.50% 7/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
| Fannie Mae Pool #CB1279 2.50% 8/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| Fannie Mae Pool #FM8436 2.50% 9/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
| Fannie Mae Pool #BU0365 2.50% 9/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| Fannie Mae Pool #MA4414 2.50% 9/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| Fannie Mae Pool #FM8692 2.50% 9/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| Fannie Mae Pool #FM9067 2.50% 10/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 |

---

Intermediate Bond Fund of America — Page 2 of 40

------

unaudited

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Federal agency mortgage-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Fannie Mae Pool #CB1868 2.50% 10/1/2051<sup>1</sup> | USD464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$397 |
| Fannie Mae Pool #FS0965 2.00% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
| Fannie Mae Pool #FM9492 2.50% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8162 |
| Fannie Mae Pool #FM9694 2.50% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069 |
| Fannie Mae Pool #FM9632 3.00% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;10806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9649 |
| Fannie Mae Pool #FM9631 3.00% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 |
| Fannie Mae Pool #CB2292 3.00% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 |
| Fannie Mae Pool #FS0433 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;29949 | &nbsp;&nbsp;&nbsp;&nbsp;26183 |
| Fannie Mae Pool #CB2286 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;16822 | &nbsp;&nbsp;&nbsp;&nbsp;14534 |
| Fannie Mae Pool #CB2319 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;15354 | &nbsp;&nbsp;&nbsp;&nbsp;13266 |
| Fannie Mae Pool #CB2375 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;12939 |
| Fannie Mae Pool #CB2372 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6335 |
| Fannie Mae Pool #CB2371 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
| Fannie Mae Pool #BT9483 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5011 |
| Fannie Mae Pool #BT9510 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5006 |
| Fannie Mae Pool #FM9804 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345 |
| Fannie Mae Pool #CB2291 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
| Fannie Mae Pool #FM9976 3.00% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6238 |
| Fannie Mae Pool #CB2293 3.00% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185 |
| Fannie Mae Pool #CB2544 3.00% 1/1/2052<sup>1</sup> | &nbsp;&nbsp;13797 | &nbsp;&nbsp;&nbsp;&nbsp;12304 |
| Fannie Mae Pool #CB2765 2.00% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5383 |
| Fannie Mae Pool #FS0523 2.50% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 |
| Fannie Mae Pool #BT1892 2.50% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| Fannie Mae Pool #BV3870 2.50% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| Fannie Mae Pool #FS0647 3.00% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4773 |
| Fannie Mae Pool #BU8884 2.50% 3/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 |
| Fannie Mae Pool #BV2655 2.50% 3/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| Fannie Mae Pool #CB3408 2.50% 4/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 |
| Fannie Mae Pool #BV7771 2.50% 4/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4653 |
| Fannie Mae Pool #BU8890 2.50% 4/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 |
| Fannie Mae Pool #BU6901 2.50% 4/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Fannie Mae Pool #BU9507 2.50% 4/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Fannie Mae Pool #BW5602 2.50% 5/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| Fannie Mae Pool #BU8730 2.50% 6/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
| Fannie Mae Pool #CB4274 2.50% 7/1/2052<sup>1</sup> | &nbsp;&nbsp;14121 | &nbsp;&nbsp;&nbsp;&nbsp;12110 |
| Fannie Mae Pool #BW4142 2.50% 7/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
| Fannie Mae Pool #BV7830 2.50% 7/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| Fannie Mae Pool #BV2584 2.50% 7/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| Fannie Mae Pool #MA4743 2.50% 8/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 |
| Fannie Mae Pool #MA4700 4.00% 8/1/2052<sup>1</sup> | &nbsp;&nbsp;62740 | &nbsp;&nbsp;&nbsp;&nbsp;58745 |
| Fannie Mae Pool #BW8996 4.50% 10/1/2052<sup>1</sup> | &nbsp;&nbsp;28762 | &nbsp;&nbsp;&nbsp;&nbsp;28034 |
| Fannie Mae Pool #BW8745 4.50% 10/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8660 |
| Fannie Mae Pool #BW7795 4.50% 10/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
| Fannie Mae Pool #MA4804 4.00% 11/1/2052<sup>1</sup> | &nbsp;&nbsp;24660 | &nbsp;&nbsp;&nbsp;&nbsp;23090 |
| Fannie Mae Pool #MA4805 4.50% 11/1/2052<sup>1</sup> | &nbsp;&nbsp;85510 | &nbsp;&nbsp;&nbsp;&nbsp;83345 |
| Fannie Mae Pool #MA4840 4.50% 12/1/2052<sup>1</sup> | 171524 | &nbsp;&nbsp;167181 |
| Fannie Mae Pool #MA4867 4.50% 12/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552 |
| Fannie Mae Pool #MA4841 5.00% 12/1/2052<sup>1</sup> | &nbsp;&nbsp;51600 | &nbsp;&nbsp;&nbsp;&nbsp;51445 |
| Fannie Mae Pool #BF0379 3.50% 4/1/2059<sup>1</sup> | &nbsp;&nbsp;14102 | &nbsp;&nbsp;&nbsp;&nbsp;13056 |
| Fannie Mae Pool #BM6736 4.50% 11/1/2059<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521 |
| Fannie Mae Pool #BF0481 3.50% 6/1/2060<sup>1</sup> | &nbsp;&nbsp;10011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9269 |
| Fannie Mae Pool #BF0480 3.50% 6/1/2060<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5938 |
| Fannie Mae Pool #BF0497 3.00% 7/1/2060<sup>1</sup> | &nbsp;&nbsp;11366 | &nbsp;&nbsp;&nbsp;&nbsp;10046 |
| Fannie Mae Pool #BF0548 3.00% 7/1/2061<sup>1</sup> | &nbsp;&nbsp;15935 | &nbsp;&nbsp;&nbsp;&nbsp;14033 |

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Intermediate Bond Fund of America — Page 3 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Federal agency mortgage-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Fannie Mae Pool #BF0585 4.50% 12/1/2061<sup>1</sup> | USD3,641 | &nbsp;&nbsp;$3592 |
| Fannie Mae, Series 2001-4, Class GA, 9.00% 4/17/2025<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> |
| Fannie Mae, Series 2001-4, Class NA, 9.00% 10/25/2025<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> |
| Fannie Mae, Series 2002-W7, Class A5, 7.50% 2/25/2029<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| Fannie Mae, Series 2002-W3, Class A5, 7.50% 11/25/2041<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| Fannie Mae, Series 2001-T10, Class A1, 7.00% 12/25/2041<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Fannie Mae, Series 2016-M2, Class AV2, Multi Family, 2.152% 1/25/2023<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| Fannie Mae, Series 2013-M12, Class APT, Multi Family, 2.529% 3/25/2023<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
| Fannie Mae, Series 2017-M3, Class AV2, Multi Family, 2.623% 5/25/2024<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512 | &nbsp;&nbsp;&nbsp;&nbsp;1468 |
| Fannie Mae, Series 2017-M10, Class AV2, Multi Family, 2.625% 7/25/2024<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp;2694 |
| Fannie Mae, Series 2017-M15, Class AV2, Multi Family, 2.655% 11/25/2024<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1706 |
| Fannie Mae, Series 2016-M5, Class A1, Multi Family, 2.073% 4/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1347 |
| Fannie Mae, Series 2016-M9, Class A1, Multi Family, 2.003% 6/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Fannie Mae, Series 2016-M11, Class A1, Multi Family, 2.08% 7/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;1565 |
| Fannie Mae, Series 2016-M12, Class A1, Multi Family, 2.132% 9/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| Fannie Mae, Series 2017-M12, Class A2, Multi Family, 3.165% 6/25/2027<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8995 | &nbsp;&nbsp;&nbsp;&nbsp;8499 |
| Fannie Mae, Series 2017-M15, Class A2, Multi Family, 3.06% 9/25/2027<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10271 | &nbsp;&nbsp;&nbsp;&nbsp;9697 |
| Fannie Mae, Series 2006-96, Class MO, principal only, 0% 10/25/2036<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| Fannie Mae, Series 2006-123, Class BO, principal only, 0% 1/25/2037<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
| Freddie Mac Pool #ZK7590 3.00% 1/1/2029<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;1408 |
| Freddie Mac Pool #ZS8526 3.00% 5/1/2029<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Freddie Mac Pool #QN1073 3.00% 12/1/2034<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| Freddie Mac Pool #QK1181 2.00% 11/1/2041<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1216 |
| Freddie Mac Pool #RB5138 2.00% 12/1/2041<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20951 | &nbsp;&nbsp;17823 |
| Freddie Mac Pool #RB5145 2.00% 2/1/2042<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6467 | &nbsp;&nbsp;&nbsp;&nbsp;5501 |
| Freddie Mac Pool #RB5148 2.00% 3/1/2042<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27096 | &nbsp;&nbsp;23050 |
| Freddie Mac Pool #RB5153 2.00% 4/1/2042<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;1559 |
| Freddie Mac Pool #Q15874 4.00% 2/1/2043<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Freddie Mac Pool #Q17696 3.50% 4/1/2043<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| Freddie Mac Pool #Q18236 3.50% 5/1/2043<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
| Freddie Mac Pool #Q19133 3.50% 6/1/2043<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| Freddie Mac Pool #Q28558 3.50% 9/1/2044<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| Freddie Mac Pool #760012 3.113% 4/1/2045<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
| Freddie Mac Pool #760013 3.208% 4/1/2045<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
| Freddie Mac Pool #760014 2.745% 8/1/2045<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583 | &nbsp;&nbsp;&nbsp;&nbsp;1533 |
| Freddie Mac Pool #G60238 3.50% 10/1/2045<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5762 | &nbsp;&nbsp;&nbsp;&nbsp;5416 |
| Freddie Mac Pool #G67700 3.50% 8/1/2046<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2132 | &nbsp;&nbsp;&nbsp;&nbsp;2009 |
| Freddie Mac Pool #760015 2.557% 1/1/2047<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611 | &nbsp;&nbsp;&nbsp;&nbsp;2485 |
| Freddie Mac Pool #Q47615 3.50% 4/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| Freddie Mac Pool #Q51622 3.50% 10/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
| Freddie Mac Pool #Q52069 3.50% 11/1/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;1032 |
| Freddie Mac Pool #Q54701 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| Freddie Mac Pool #Q54709 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 |
| Freddie Mac Pool #Q55056 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| Freddie Mac Pool #Q54700 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| Freddie Mac Pool #Q54782 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
| Freddie Mac Pool #Q54781 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
| Freddie Mac Pool #Q54699 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
| Freddie Mac Pool #Q54831 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| Freddie Mac Pool #Q54698 3.50% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
| Freddie Mac Pool #G67711 4.00% 3/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7506 | &nbsp;&nbsp;&nbsp;&nbsp;7298 |
| Freddie Mac Pool #Q55060 3.50% 4/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| Freddie Mac Pool #Q55971 4.00% 5/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
| Freddie Mac Pool #Q56175 4.00% 5/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |

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Intermediate Bond Fund of America — Page 4 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Federal agency mortgage-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Freddie Mac Pool #Q55970 4.00% 5/1/2048<sup>1</sup> | USD374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$364 |
| Freddie Mac Pool #Q56590 3.50% 6/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
| Freddie Mac Pool #Q56591 3.50% 6/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
| Freddie Mac Pool #Q56589 3.50% 6/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
| Freddie Mac Pool #Q56599 4.00% 6/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 |
| Freddie Mac Pool #Q58411 4.50% 9/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571 |
| Freddie Mac Pool #Q58436 4.50% 9/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
| Freddie Mac Pool #Q58378 4.50% 9/1/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
| Freddie Mac Pool #QA0284 3.50% 6/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2612 |
| Freddie Mac Pool #RA1369 3.50% 9/1/2049<sup>1</sup> | &nbsp;&nbsp;24394 | &nbsp;&nbsp;&nbsp;&nbsp;22609 |
| Freddie Mac Pool #QA2748 3.50% 9/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
| Freddie Mac Pool #RA1580 3.50% 10/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447 |
| Freddie Mac Pool #RA1463 3.50% 10/1/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 |
| Freddie Mac Pool #SD0187 3.00% 1/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4572 |
| Freddie Mac Pool #RA2457 3.00% 4/1/2050<sup>1</sup> | &nbsp;&nbsp;10657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9596 |
| Freddie Mac Pool #SD8106 2.00% 11/1/2050<sup>1</sup> | &nbsp;&nbsp;36840 | &nbsp;&nbsp;&nbsp;&nbsp;30540 |
| Freddie Mac Pool #SD7528 2.00% 11/1/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8065 |
| Freddie Mac Pool #SD8128 2.00% 2/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| Freddie Mac Pool #SD8134 2.00% 3/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| Freddie Mac Pool #RA5288 2.00% 5/1/2051<sup>1</sup> | &nbsp;&nbsp;57671 | &nbsp;&nbsp;&nbsp;&nbsp;47798 |
| Freddie Mac Pool #RA5259 2.50% 5/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302 |
| Freddie Mac Pool #RA5605 2.50% 7/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
| Freddie Mac Pool #SD0926 2.50% 7/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
| Freddie Mac Pool #RA5747 2.50% 8/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Freddie Mac Pool #SD7545 2.50% 9/1/2051<sup>1</sup> | &nbsp;&nbsp;16245 | &nbsp;&nbsp;&nbsp;&nbsp;14132 |
| Freddie Mac Pool #RA5782 2.50% 9/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 |
| Freddie Mac Pool #QC6821 2.50% 9/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 |
| Freddie Mac Pool #QC6921 2.50% 9/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| Freddie Mac Pool #RA5971 3.00% 9/1/2051<sup>1</sup> | 116296 | &nbsp;&nbsp;104064 |
| Freddie Mac Pool #QC7814 2.50% 10/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| Freddie Mac Pool #RA6406 2.00% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 |
| Freddie Mac Pool #SD1385 2.50% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3833 |
| Freddie Mac Pool #SD7548 2.50% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797 |
| Freddie Mac Pool #RA6915 2.50% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| Freddie Mac Pool #RA6411 2.50% 11/1/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
| Freddie Mac Pool #RA6483 2.50% 12/1/2051<sup>1</sup> | &nbsp;&nbsp;13118 | &nbsp;&nbsp;&nbsp;&nbsp;11315 |
| Freddie Mac Pool #SD7552 2.50% 1/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 |
| Freddie Mac Pool #SD8189 2.50% 1/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
| Freddie Mac Pool #RA5713 2.50% 1/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| Freddie Mac Pool #SD0853 2.50% 1/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Freddie Mac Pool #QD6848 2.50% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
| Freddie Mac Pool #RA6528 2.50% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Freddie Mac Pool #SD7550 3.00% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;27875 | &nbsp;&nbsp;&nbsp;&nbsp;25098 |
| Freddie Mac Pool #SD0873 3.50% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;11052 | &nbsp;&nbsp;&nbsp;&nbsp;10262 |
| Freddie Mac Pool #QD7089 3.50% 2/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 |
| Freddie Mac Pool #QD9879 2.50% 3/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2829 |
| Freddie Mac Pool #SD8200 2.50% 3/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 |
| Freddie Mac Pool #QE0588 2.50% 3/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
| Freddie Mac Pool #QD8748 2.50% 3/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| Freddie Mac Pool #QD9071 2.50% 3/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
| Freddie Mac Pool #SD7553 3.00% 3/1/2052<sup>1</sup> | &nbsp;&nbsp;61187 | &nbsp;&nbsp;&nbsp;&nbsp;54820 |
| Freddie Mac Pool #SD7554 2.50% 4/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6087 |
| Freddie Mac Pool #QE0732 2.50% 4/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
| Freddie Mac Pool #SD8212 2.50% 5/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8468 |

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Intermediate Bond Fund of America — Page 5 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Federal agency mortgage-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Freddie Mac Pool #RA7556 4.50% 6/1/2052<sup>1</sup> | USD10,733 | &nbsp;&nbsp;$10475 |
| Freddie Mac Pool #QE8522 2.50% 8/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
| Freddie Mac Pool #SD8237 4.00% 8/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48547 | &nbsp;&nbsp;&nbsp;&nbsp;45486 |
| Freddie Mac Pool #SD8244 4.00% 9/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32388 | &nbsp;&nbsp;&nbsp;&nbsp;30346 |
| Freddie Mac Pool #RA7938 5.00% 9/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69352 | &nbsp;&nbsp;&nbsp;&nbsp;69166 |
| Freddie Mac Pool #SD8257 4.50% 10/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572 |
| Freddie Mac Pool #SD8291 2.50% 11/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 |
| Freddie Mac Pool #SD8266 4.50% 11/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;568188 | &nbsp;&nbsp;553803 |
| Freddie Mac Pool #SD8275 4.50% 12/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;119280 | &nbsp;&nbsp;116260 |
| Freddie Mac Pool #SD8287 4.50% 12/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
| Freddie Mac Pool #SD8276 5.00% 12/1/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;106190 | &nbsp;&nbsp;105806 |
| Freddie Mac, Series 1567, Class A, (1-month USD-LIBOR + 0.40%) 2.547% 8/15/2023<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Freddie Mac, Series K749, Class AM, 2.12% 6/25/2029<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
| Freddie Mac, Series T041, Class 3A, 4.424% 7/25/2032<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| Freddie Mac, Series 4582, Class GA, 3.75% 3/15/2052<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2703 |
| Freddie Mac, Series K032, Class A2, Multi Family, 3.31% 5/25/2023<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5251 |
| Freddie Mac, Series K033, Class A2, Multi Family, 3.06% 7/25/2023<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 |
| Freddie Mac, Series K034, Class A2, Multi Family, 3.531% 7/25/2023<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 |
| Freddie Mac, Series K037, Class A2, Multi Family, 3.49% 1/25/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474 |
| Freddie Mac, Series K038, Class A2, Multi Family, 3.389% 3/25/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4898 |
| Freddie Mac, Series K726, Class A2, Multi Family, 2.905% 4/25/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5569 |
| Freddie Mac, Series K040, Class A2, Multi Family, 3.241% 9/25/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 |
| Freddie Mac, Series K041, Class A2, Multi Family, 3.171% 10/25/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5171 |
| Freddie Mac, Series K042, Class A2, Multi Family, 2.67% 12/25/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216 |
| Freddie Mac, Series K043, Class A2, Multi Family, 3.062% 12/25/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5805 |
| Freddie Mac, Series K044, Class A2, Multi Family, 2.811% 1/25/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 |
| Freddie Mac, Series K046, Class A2, Multi Family, 3.205% 3/25/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7493 |
| Freddie Mac, Series K048, Class A2, Multi Family, 3.284% 6/25/2025<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 |
| Freddie Mac, Series K049, Class A2, Multi Family, 3.01% 7/25/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 |
| Freddie Mac, Series K051, Class A2, Multi Family, 3.308% 9/25/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
| Freddie Mac, Series K052, Class A2, Multi Family, 3.151% 11/25/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2885 |
| Freddie Mac, Series K053, Class A2, Multi Family, 2.995% 12/25/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 |
| Freddie Mac, Series K054, Class A2, Multi Family, 2.745% 1/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5932 |
| Freddie Mac, Series K734, Class A2, Multi Family, 3.208% 2/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14275 | &nbsp;&nbsp;&nbsp;&nbsp;13718 |
| Freddie Mac, Series K055, Class A2, Multi Family, 2.673% 3/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494 |
| Freddie Mac, Series K056, Class A2, Multi Family, 2.525% 5/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 |
| Freddie Mac, Series K057, Class A2, Multi Family, 2.57% 7/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 |
| Freddie Mac, Series K061, Class A2, Multi Family, 3.347% 11/25/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7207 |
| Freddie Mac, Series K064, Class A2, Multi Family, 3.224% 3/25/2027<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3342 |
| Freddie Mac, Series K065, Class A2, Multi Family, 3.243% 4/25/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5264 |
| Freddie Mac, Series K074, Class A2, Multi Family, 3.60% 1/25/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 |
| Freddie Mac, Series K078, Class A2, Multi Family, 3.854% 6/25/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3177 |
| Freddie Mac, Series K081, Class A2, Multi Family, 3.90% 8/25/2028<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934 |
| Freddie Mac, Series K082, Class A2, Multi Family, 3.92% 9/25/2028<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935 |
| Freddie Mac, Series K083, Class A2, Multi Family, 4.05% 9/25/2028<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7137 |
| Freddie Mac, Series K084, Class A2, Multi Family, 3.78% 10/25/2028<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9846 |
| Freddie Mac, Series K089, Class A2, Multi Family, 3.563% 1/25/2029<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7901 |
| Freddie Mac, Series K090, Class A2, Multi Family, 3.422% 2/25/2029<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9496 |
| Freddie Mac, Series K749, Class A2, Multi Family, 2.12% 6/25/2029<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 |
| Freddie Mac, Series K143, Class A2, Multi Family, 2.35% 6/25/2032<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4226 |
| Freddie Mac, Series K144, Class AM, Multi Family, 2.45% 7/25/2032<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |
| Freddie Mac, Series K144, Class A2, Multi Family, 2.45% 7/25/2032<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 |
| Freddie Mac, Series K151, Class A2, Multi Family, 3.80% 12/25/2032<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;15260 |
| Freddie Mac, Series K153, Class A2, Multi Family, 3.82% 1/25/2033<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 |

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Intermediate Bond Fund of America — Page 6 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Federal agency mortgage-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Freddie Mac, Series K105, Class A2, Multi Family, 1.872% 3/25/2053<sup>1</sup> | &nbsp;&nbsp;USD52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$44 |
| Freddie Mac, Series 3171, Class MO, principal only, 0% 6/15/2036<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| Freddie Mac, Series 3213, Class OG, principal only, 0% 9/15/2036<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| Freddie Mac, Series 3292, Class BO, principal only, 0% 3/15/2037<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 1/25/2056<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5763 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 7/25/2056<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT, 3.25% 7/25/2056<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/2056<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 8/25/2056<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3.00% 5/25/2057<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 6/25/2057<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5559 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 6/25/2057<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2833 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 8/25/2057<sup>1</sup> | &nbsp;&nbsp;21141 | &nbsp;&nbsp;&nbsp;&nbsp;20177 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 11/25/2057<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7002 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50% 7/25/2058<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7357 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA, 3.50% 7/25/2058<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3061 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MT, 3.50% 8/26/2058<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT, 3.50% 10/25/2058<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2134 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MA, 3.50% 10/25/2058<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 2/25/2059<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50% 6/25/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50% 11/25/2028<sup>1</sup> | &nbsp;&nbsp;13826 | &nbsp;&nbsp;&nbsp;&nbsp;13267 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-2, Class A1C, 2.75% 9/25/2029<sup>1</sup> | &nbsp;&nbsp;32640 | &nbsp;&nbsp;&nbsp;&nbsp;30222 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C, 2.75% 11/25/2029<sup>1</sup> | &nbsp;&nbsp;19378 | &nbsp;&nbsp;&nbsp;&nbsp;17917 |
| FREMF Mortgage Trust, Series K-142, Class A2, 2.40% 3/25/2032<sup>1</sup> | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;11957 |
| Government National Mortgage Assn. 4.00% 12/1/2052<sup>1,4</sup> | 271491 | &nbsp;&nbsp;259221 |
| Government National Mortgage Assn. 4.50% 12/1/2052<sup>1,4</sup> | 228535 | &nbsp;&nbsp;223902 |
| Government National Mortgage Assn. 5.00% 12/1/2052<sup>1,4</sup> | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;99938 |
| Government National Mortgage Assn. 2.00% 1/1/2053<sup>1,4</sup> | &nbsp;&nbsp;59922 | &nbsp;&nbsp;&nbsp;&nbsp;51065 |
| Government National Mortgage Assn. 2.50% 1/1/2053<sup>1,4</sup> | &nbsp;&nbsp;28447 | &nbsp;&nbsp;&nbsp;&nbsp;25036 |
| Government National Mortgage Assn. 3.00% 1/1/2053<sup>1,4</sup> | &nbsp;&nbsp;92739 | &nbsp;&nbsp;&nbsp;&nbsp;83866 |
| Government National Mortgage Assn. 3.50% 1/1/2053<sup>1,4</sup> | &nbsp;&nbsp;34124 | &nbsp;&nbsp;&nbsp;&nbsp;31708 |
| Government National Mortgage Assn. 5.50% 1/1/2053<sup>1,4</sup> | 189955 | &nbsp;&nbsp;192149 |
| Government National Mortgage Assn. Pool #5306 4.50% 2/20/2042<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Government National Mortgage Assn. Pool #MA4511 4.00% 6/20/2047<sup>1</sup> | &nbsp;&nbsp;24916 | &nbsp;&nbsp;&nbsp;&nbsp;24163 |
| Government National Mortgage Assn. Pool #MA5332 5.00% 7/20/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Government National Mortgage Assn. Pool #MA6042 5.00% 7/20/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Uniform Mortgage-Backed Security 2.50% 12/1/2037<sup>1,4</sup> | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;17560 |
| Uniform Mortgage-Backed Security 3.00% 12/1/2037<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
| Uniform Mortgage-Backed Security 4.00% 12/1/2037<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7823 |
| Uniform Mortgage-Backed Security 2.00% 1/1/2038<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8606 |
| Uniform Mortgage-Backed Security 2.50% 11/1/2052<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> |
| Uniform Mortgage-Backed Security 2.00% 12/1/2052<sup>1,4</sup> | &nbsp;&nbsp;70068 | &nbsp;&nbsp;&nbsp;&nbsp;57744 |
| Uniform Mortgage-Backed Security 2.50% 12/1/2052<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279 |
| Uniform Mortgage-Backed Security 3.00% 12/1/2052<sup>1,4</sup> | &nbsp;&nbsp;61863 | &nbsp;&nbsp;&nbsp;&nbsp;54774 |
| Uniform Mortgage-Backed Security 3.50% 12/1/2052<sup>1,4</sup> | &nbsp;&nbsp;43367 | &nbsp;&nbsp;&nbsp;&nbsp;39708 |
| Uniform Mortgage-Backed Security 4.00% 12/1/2052<sup>1,4</sup> | 130188 | &nbsp;&nbsp;123145 |
| Uniform Mortgage-Backed Security 4.50% 12/1/2052<sup>1,4</sup> | &nbsp;&nbsp;63874 | &nbsp;&nbsp;&nbsp;&nbsp;62187 |
| Uniform Mortgage-Backed Security 5.00% 12/1/2052<sup>1,4</sup> | 196753 | &nbsp;&nbsp;195831 |
| Uniform Mortgage-Backed Security 5.50% 12/1/2052<sup>1,4</sup> | 192997 | &nbsp;&nbsp;195248 |
| Uniform Mortgage-Backed Security 6.00% 12/1/2052<sup>1,4</sup> | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;25568 |
| Uniform Mortgage-Backed Security 6.50% 12/1/2052<sup>1,4</sup> | &nbsp;&nbsp;65950 | &nbsp;&nbsp;&nbsp;&nbsp;67897 |
| Uniform Mortgage-Backed Security 2.00% 1/1/2053<sup>1,4</sup> | 110200 | &nbsp;&nbsp;&nbsp;&nbsp;90906 |
| Uniform Mortgage-Backed Security 4.00% 1/1/2053<sup>1,4</sup> | &nbsp;&nbsp;24400 | &nbsp;&nbsp;&nbsp;&nbsp;23089 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Federal agency mortgage-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Uniform Mortgage-Backed Security 4.50% 1/1/2053<sup>1,4</sup> | USD776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$756 |
| Uniform Mortgage-Backed Security 5.00% 1/1/2053<sup>1,4</sup> | &nbsp;&nbsp;81300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80906 |
| Uniform Mortgage-Backed Security 5.50% 1/1/2053<sup>1,4</sup> | 630300 | &nbsp;&nbsp;&nbsp;&nbsp;637308 |
| Uniform Mortgage-Backed Security 6.00% 1/1/2053<sup>1,4</sup> | &nbsp;&nbsp;81795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83578 |
| Uniform Mortgage-Backed Security 6.50% 1/1/2053<sup>1,4</sup> | &nbsp;&nbsp;92165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94742 |
|  |  | &nbsp;&nbsp;5761960 |
| **Collateralized mortgage-backed obligations (privately originated) 3.96%** |  |  |
| Agate Bay Mortgage Loan Trust, Series 2016-3, Class A3, 3.50% 8/27/2046<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| Argent Securities, Inc., Series 2005-W2, Class M1, 4.751% 10/25/2035<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731 |
| Arroyo Mortgage Trust, Series 2021-1R, Class A1, 1.175% 10/25/2048<sup>1,3,5</sup> | &nbsp;&nbsp;13332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10590 |
| Arroyo Mortgage Trust, Series 2019-1, Class A1, 3.805% 1/25/2049<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4587 |
| Arroyo Mortgage Trust, Series 2020-1, Class A1A, 1.662% 3/25/2055<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 |
| Arroyo Mortgage Trust, Series 2022-1, Class A1A, 2.495% 12/25/2056 (3.495% on 2/25/2026)<sup>1,5,6</sup> | &nbsp;&nbsp;14626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13284 |
| Bear Stearns Alt-A Trust, Series 2004-12, Class 1M1, (1-month USD-LIBOR + 0.93%) 4.974% 1/25/2035<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 |
| Bellemeade Re, Ltd., Series 2019-3A, Class M1B, (1-month USD-LIBOR + 1.60%) 5.644% 7/25/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
| BINOM Securitization Trust, Series 2022-RPL1, Class A1, 3.00% 2/25/2061<sup>1,3,5</sup> | &nbsp;&nbsp;17905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15956 |
| BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1, 2.00% 5/25/2059<sup>1,3,5</sup> | &nbsp;&nbsp;11958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10839 |
| BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.50% 5/26/2059<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5092 |
| BRAVO Residential Funding Trust, Series 2022-RPL1, Class A1, 2.75% 9/25/2061<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8395 |
| BRAVO Residential Funding Trust, Series 2022-NQM1, Class A1, 3.626% 9/25/2061 (4.626% on 2/25/2026)<sup>1,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413 |
| BRAVO Residential Funding Trust, Series 2022-NQM2, Class A1, 4.272% 11/25/2061 (5.272% on 5/25/2026)<sup>1,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 |
| BRAVO Residential Funding Trust, Series 2022-NQM3, Class A1, 5.108% 7/25/2062 (6.108% on 9/1/2026)<sup>1,5,6</sup> | &nbsp;&nbsp;17373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16982 |
| BRAVO Residential Funding Trust, Series 2022-R1, Class A, 3.125% 1/29/2070 (6.125% on 1/29/2025)<sup>1,5,6</sup> | &nbsp;&nbsp;16326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14546 |
| Bunker Hill Loan Depositary Trust, Series 2019-2, Class A3, 3.185% 7/25/2049<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 |
| Cascade Funding Mortgage Trust, Series 2020-HB4, Class A, 0.946% 12/26/2030<sup>1,3,5</sup> | &nbsp;&nbsp;10776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10444 |
| Cascade Funding Mortgage Trust, Series 2020-HB4, Class M3, 2.72% 12/26/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
| Cascade Funding Mortgage Trust, Series 2021-HB5, Class A, 0.801% 2/25/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5724 |
| Cascade Funding Mortgage Trust, Series 2021-HB7, Class A, 1.151% 10/27/2031<sup>1,3,5</sup> | &nbsp;&nbsp;20512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19265 |
| Cascade Funding Mortgage Trust, Series 2021-HB7, Class M1, 2.125% 10/27/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
| Cascade Funding Mortgage Trust, Series 2021-HB6, Class A, 0.898% 6/25/2036<sup>1,3,5</sup> | &nbsp;&nbsp;69325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65614 |
| Cascade Funding Mortgage Trust, Series 2018-RM2, Class A, 4.00% 10/25/2068<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6434 |
| CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A2, 3.585% 12/10/2054<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2379 |
| Chase Mortgage Finance Corp., Series 2019-ATR2, Class A3, 3.50% 7/25/2049<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| CIM Trust, Series 2018-R3, Class A1, 5.00% 12/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4259 |
| CIM Trust, Series 2022-R2, Class A1, 3.75% 12/25/2061<sup>1,3,5</sup> | &nbsp;&nbsp;43509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40979 |
| Citigroup Mortgage Loan Trust, Series 2020-EXP1, Class A1A, 1.804% 5/25/2060<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842 |
| Citigroup Mortgage Loan Trust, Series 2018-RP1, Class M1, 3.00% 9/25/2064<sup>1,3,5</sup> | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8908 |
| COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.853% 3/25/2065<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
| COLT Mortgage Loan Trust, Series 2021-5, Class A1, 1.726% 11/26/2066<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622 |
| Connecticut Avenue Securities Trust, Series 2014-C04, Class 1M2,<br> (1-month USD-LIBOR + 4.90%) 8.916% 11/25/2024<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126 |
| Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M1,<br> (30-day Average USD-SOFR + 0.75%) 4.271% 10/25/2041<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 |
| Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M1,<br> (30-day Average USD-SOFR + 0.85%) 4.371% 12/25/2041<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922 |
| Credit Suisse Mortgage Trust, Series 2020-NET, Class A, 2.257% 8/15/2037<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3665 |
| Credit Suisse Mortgage Trust, Series 2017-RPL3, Class A1, 4.00% 8/1/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4561 |
| Credit Suisse Mortgage Trust, Series 2019-RPL1, Class A1A, 3.65% 7/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 |
| Credit Suisse Mortgage Trust, Series 2017-RPL3, Class A1, 2.00% 1/25/2060<sup>1,3,5</sup> | &nbsp;&nbsp;12486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10702 |
| Credit Suisse Mortgage Trust, Series 2022-ATH3, Class A1, 9.982% 8/25/2067<sup>1,3,5</sup> | &nbsp;&nbsp;13923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13562 |
| CS First Boston Mortgage Securities Corp., Series 2002-30, Class IA1, 7.50% 11/25/2032<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| CS First Boston Mortgage Securities Corp., Series 2002-34, Class IA1, 7.50% 12/25/2032<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| CS First Boston Mortgage Securities Corp., Series 2003-21, Class VA1, 6.50% 7/25/2033<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Collateralized mortgage-backed obligations (privately originated) (continued)** | Principal amount<br> (000) | Value<br> (000) |
| CS First Boston Mortgage Securities Corp., Series 2003-29, Class VA1, 7.00% 12/25/2033<sup>1</sup> | USD111 | &nbsp;&nbsp;&nbsp;&nbsp;$108 |
| Finance of America Structured Securities Trust, Series 2019-JR1, Class A, 2.00% 3/25/2069<sup>1,5</sup> | &nbsp;&nbsp;10644 | &nbsp;&nbsp;11314 |
| Finance of America Structured Securities Trust, Series 2019-JR2, Class A1, 2.00% 6/25/2069<sup>1,5</sup> | &nbsp;&nbsp;14359 | &nbsp;&nbsp;14945 |
| Finance of America Structured Securities Trust, Series 2019-JR3, Class A, 2.00% 9/25/2069<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2083 | &nbsp;&nbsp;&nbsp;&nbsp;2127 |
| Finance of America Structured Securities Trust, Series 2019-JR4, Class A, 2.00% 11/25/2069<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2348 | &nbsp;&nbsp;&nbsp;&nbsp;2307 |
| Flagstar Mortgage Trust, Series 2021-8INV, Class A3, 2.50% 9/25/2051<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5593 | &nbsp;&nbsp;&nbsp;&nbsp;4551 |
| Flagstar Mortgage Trust, Series 2021-10INV, Class A3, 2.50% 10/25/2051<sup>1,3,5</sup> | &nbsp;&nbsp;23928 | &nbsp;&nbsp;19441 |
| Flagstar Mortgage Trust, Series 2021-11INV, Class A2, 3.00% 11/25/2051<sup>1,3,5</sup> | &nbsp;&nbsp;17547 | &nbsp;&nbsp;14796 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2014-DN4, Class M3,<br> (1-month USD-LIBOR + 4.55%) 8.566% 10/25/2024<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M3,<br> (1-month USD-LIBOR + 4.70%) 8.716% 4/25/2028<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1883 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2016-DNA1, Class M3,<br> (1-month USD-LIBOR + 5.55%) 9.566% 7/25/2028<sup>1,3</sup> | &nbsp;&nbsp;12468 | &nbsp;&nbsp;12991 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2016-DNA2, Class M3,<br> (1-month USD-LIBOR + 4.65%) 8.666% 10/25/2028<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA2, Class M1,<br> (30-day Average USD-SOFR + 0.80%) 4.321% 8/25/2033<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA3, Class M1,<br> (1-month USD-SOFR + 0.75%) 4.271% 10/25/2033<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1617 | &nbsp;&nbsp;&nbsp;&nbsp;1598 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA6, Class M1,<br> (30-day Average USD-SOFR + 0.80%) 0.80% 10/25/2041<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5884 | &nbsp;&nbsp;&nbsp;&nbsp;5781 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA2, Class M1A,<br> (30-day Average USD-SOFR + 1.30%) 4.821% 2/25/2042<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2301 | &nbsp;&nbsp;&nbsp;&nbsp;2259 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA3, Class M1A,<br> (30-day Average USD-SOFR + 2.00%) 5.521% 4/25/2042<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA4, Class M1A,<br> (30-day Average USD-SOFR + 2.20%) 5.721% 5/25/2042<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA5, Class M1A,<br> (30-day Average USD-SOFR + 2.95%) 6.471% 6/25/2042<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp;2274 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A,<br> (30-day Average USD-SOFR + 2.15%) 5.671% 9/25/2042<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;2236 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA2, Class M2,<br> (1-month USD-LIBOR + 1.85%) 5.866% 2/25/2050<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;1435 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA5, Class M2,<br> (30-day Average USD-SOFR + 2.80%) 6.321% 10/25/2050<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2103 | &nbsp;&nbsp;&nbsp;&nbsp;2108 |
| GCAT Trust, Series 2021-NQM6, Class A1, 1.855% 8/25/2066<sup>1,3,5</sup> | &nbsp;&nbsp;31038 | &nbsp;&nbsp;26228 |
| GS Mortgage-Backed Securities Trust, Series 2020-PJ4, Class A2, 3.00% 1/25/2051<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2067 | &nbsp;&nbsp;&nbsp;&nbsp;1764 |
| GS Mortgage-Backed Securities Trust, Series 2022-PJ5, Class A4, 2.50% 10/25/2052<sup>1,3,5</sup> | &nbsp;&nbsp;54685 | &nbsp;&nbsp;44086 |
| Home Partners of America Trust, Series 2021-2, Class A, 1.901% 12/17/2026<sup>1,5</sup> | &nbsp;&nbsp;18189 | &nbsp;&nbsp;15705 |
| Home Partners of America Trust, Series 2022-1, Class A, 3.93% 4/17/2039<sup>1,5</sup> | &nbsp;&nbsp;21566 | &nbsp;&nbsp;20207 |
| Home Partners of America Trust, Series 2019-1, Class A, 2.908% 9/17/2039<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp;&nbsp;&nbsp;2509 |
| HSI Asset Securitization Corp. Trust, Series 2006-OPT2, Class M2, 4.629% 1/25/2036<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5491 | &nbsp;&nbsp;&nbsp;&nbsp;5393 |
| Hundred Acre Wood Trust, Series 2021-INV1, Class A9, 2.50% 7/25/2051<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6991 | &nbsp;&nbsp;&nbsp;&nbsp;6009 |
| Hundred Acre Wood Trust, Series 2021-INV1, Class A3, 2.50% 7/25/2051<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3378 | &nbsp;&nbsp;&nbsp;&nbsp;2745 |
| Imperial Fund Mortgage Trust, Series 2022-NQM7, Class A1, 7.369% 11/25/2067<sup>1,5,6</sup> | &nbsp;&nbsp;26327 | &nbsp;&nbsp;26377 |
| JPMorgan Mortgage Trust, Series 2017-3, Class 1A3, 3.50% 8/25/2047<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2923 | &nbsp;&nbsp;&nbsp;&nbsp;2624 |
| JPMorgan Mortgage Trust, Series 2018-3, Class A1, 3.50% 9/25/2048<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
| JPMorgan Mortgage Trust, Series 2019-1, Class A3, 4.00% 5/25/2049<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| Legacy Mortgage Asset Trust, Series 2019-GS7, Class A1, 3.25% 11/25/2059<sup>1,3,5</sup> | &nbsp;&nbsp;12929 | &nbsp;&nbsp;12689 |
| Legacy Mortgage Asset Trust, Series 2020-GS4, Class A1, 3.25% 2/25/2060<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp;&nbsp;&nbsp;9284 |
| Legacy Mortgage Asset Trust, Series 2022-GS1, Class A1, 4.00% 2/25/2061 (7.00% on 4/25/2025)<sup>1,5,6</sup> | &nbsp;&nbsp;21837 | &nbsp;&nbsp;20315 |
| Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 1.75% 4/25/2061<sup>1,3,5</sup> | &nbsp;&nbsp;12334 | &nbsp;&nbsp;11143 |
| Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1, 2.25% 7/25/2067 (5.25% on 11/25/2024)<sup>1,5,6</sup> | &nbsp;&nbsp;14410 | &nbsp;&nbsp;12872 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Collateralized mortgage-backed obligations (privately originated) (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Mello Warehouse Securitization Trust, Series 2021-3, Class A,<br> (1-month USD-LIBOR + 0.85%) 4.894% 11/25/2055<sup>1,3,5</sup> | USD51,006 | $49296 |
| MetLife Securitization Trust, Series 2018-1A, Class A, 3.75% 3/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
| MFRA Trust, Series 2020-NQM1, Class A1, 1.479% 3/25/2065<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676 | &nbsp;&nbsp;&nbsp;&nbsp;1591 |
| Mill City Mortgage Trust, Series 15-1, Class M3, 3.662% 6/25/2056<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;1395 |
| Mill City Mortgage Trust, Series 2019-3, Class A1, 3.50% 8/26/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;2210 |
| Mill City Mortgage Trust, Series 2019-GS1, Class A1, 2.75% 7/25/2059<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| Mill City Mortgage Trust, Series 2019-GS2, Class A1, 2.75% 8/25/2059<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587 | &nbsp;&nbsp;&nbsp;&nbsp;1494 |
| Mill City Mortgage Trust, Series 2017-3, Class A1, 2.75% 1/25/2061<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| Mill City Mortgage Trust, Series 2018-1, Class A1, 3.25% 5/25/2062<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| Mill City Mortgage Trust, Series 2019-1, Class A1, 3.25% 10/25/2069<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;6434 |
| New Residential Mortgage Loan Trust, Series 2016-1A, Class A1, 3.75% 3/25/2056<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
| New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1, 3.50% 12/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;1387 |
| New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00% 12/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| New Residential Mortgage Loan Trust, Series 2019-2A, Class A1, 4.25% 12/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987 | &nbsp;&nbsp;&nbsp;&nbsp;1887 |
| New Residential Mortgage Loan Trust, Series 2018-5A, Class A1, 4.75% 12/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867 | &nbsp;&nbsp;&nbsp;&nbsp;1794 |
| New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1, 2.75% 7/25/2059<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 | &nbsp;&nbsp;&nbsp;&nbsp;2725 |
| New Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1, 2.75% 11/25/2059<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;4072 |
| NewRez Warehouse Securitization Trust, Series 2021-1, Class A,<br> (1-month USD-LIBOR + 0.75%) 4.794% 5/25/2055<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68234 | &nbsp;&nbsp;66900 |
| NewRez Warehouse Securitization Trust, Series 2021-1, Class B,<br> (1-month USD-LIBOR + 0.90%) 4.944% 5/25/2055<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1659 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2022-J1, Class A2, 2.50% 2/25/2052<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16187 | &nbsp;&nbsp;13171 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2020-EXP1, Class 2A1B, 4.794% 2/25/2060<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5186 | &nbsp;&nbsp;&nbsp;&nbsp;4809 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2022-NQM7, Class A1,<br> 5.11% 8/25/2062 (6.11% on 9/1/2026)<sup>1,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8289 | &nbsp;&nbsp;&nbsp;&nbsp;8058 |
| PRKCM Trust, Series 2021-AFC2, Class A1, 2.071% 11/25/2056<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23065 | &nbsp;&nbsp;19140 |
| Progress Residential Trust, Series 2019-SFR3, Class A, 2.271% 9/17/2036<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3564 | &nbsp;&nbsp;&nbsp;&nbsp;3371 |
| Progress Residential Trust, Series 2020-SFR2, Class A, 2.078% 6/18/2037<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;3597 |
| Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617 | &nbsp;&nbsp;&nbsp;&nbsp;1464 |
| Reverse Mortgage Investment Trust, Series 2021-HB1, Class A, 1.259% 11/25/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16495 | &nbsp;&nbsp;15693 |
| RMF Proprietary Issuance Trust, Series 2019-1, Class A, 2.75% 10/25/2063<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
| Towd Point Mortgage Trust, Series 2015-4, Class M2, 3.75% 4/25/2055<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3630 |
| Towd Point Mortgage Trust, Series 2016-2, Class B2, 3.474% 8/25/2055<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5047 |
| Towd Point Mortgage Trust, Series 2016-4, Class M2, 3.75% 7/25/2056<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;4576 |
| Towd Point Mortgage Trust, Series 2016-5, Class A1, 2.50% 10/25/2056<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
| Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75% 10/25/2056<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| Towd Point Mortgage Trust, Series 2017-5, Class A1, 4.616% 2/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
| Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75% 4/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| Towd Point Mortgage Trust, Series 2017-2, Class M1, 3.75% 4/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;6962 |
| Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75% 6/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp;1090 |
| Towd Point Mortgage Trust, Series 2017-4, Class M1, 3.25% 6/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;4854 |
| Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75% 7/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp;1176 |
| Towd Point Mortgage Trust, Series 2017-3, Class A2, 3.00% 7/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5709 | &nbsp;&nbsp;&nbsp;&nbsp;5349 |
| Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 10/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5088 | &nbsp;&nbsp;&nbsp;&nbsp;4859 |
| Towd Point Mortgage Trust, Series 2017-6, Class A2, 3.00% 10/25/2057<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7835 | &nbsp;&nbsp;&nbsp;&nbsp;7081 |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00% 1/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7411 | &nbsp;&nbsp;&nbsp;&nbsp;7077 |
| Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75% 3/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5243 | &nbsp;&nbsp;&nbsp;&nbsp;4883 |
| Towd Point Mortgage Trust, Series 2018-3, Class A1, 3.75% 5/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;2807 |
| Towd Point Mortgage Trust, Series 2018-3, Class M2, 3.875% 5/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;4739 |
| Towd Point Mortgage Trust, Series 2019-HY2, Class A1, (1-month USD-LIBOR + 1.00%) 5.044% 5/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;3620 |
| Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00% 6/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8942 | &nbsp;&nbsp;&nbsp;&nbsp;8173 |
| Towd Point Mortgage Trust, Series 2018-5, Class A1A, 3.25% 7/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1704 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Collateralized mortgage-backed obligations (privately originated) (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Towd Point Mortgage Trust, Series 2018-5, Class A1, 3.25% 7/25/2058<sup>1,3,5</sup> | USD1,397 | &nbsp;&nbsp;&nbsp;&nbsp;$1297 |
| Towd Point Mortgage Trust, Series 2019-A2, Class A2, 3.75% 12/25/2058<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248 |
| Towd Point Mortgage Trust, Series 2019-4, Class A2, 3.25% 10/25/2059<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 |
| Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75% 10/25/2060<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9062 |
| Tricon American Homes Trust, Series 2020-SFR2, Class A, 1.482% 11/17/2039<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5531 |
| Tricon Residential Trust, Series 2021-SFR1, Class A, 1.943% 7/17/2038<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22756 | &nbsp;&nbsp;&nbsp;&nbsp;19852 |
| Verus Securitization Trust, Series 2020-2, Class A1, 2.226% 5/25/2060<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  |  | &nbsp;&nbsp;984186 |
| **Commercial mortgage-backed securities 3.59%** |  |  |
| 3650R Commercial Mortgage Trust, Series 2022-PF2, Class A5, 5.289% 11/15/2055<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432 |
| AMSR Trust, Series 2019-SFR1, Class A, 2.774% 1/19/2039<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 |
| Arbor Multi Family Mortgage Securities Trust, Series 2020-MF1, Class A5, 2.756% 5/15/2053<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 |
| Banc of America Commercial Mortgage, Inc., Series 2015-UBS7, Class A4, 3.705% 9/15/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3545 |
| Bank Commercial Mortgage Trust, Series 2022-BNK44, Class A5, 5.746% 10/15/2032<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6341 |
| Bank Commercial Mortgage Trust, Series 2022-BNK43, Class A5, 4.399% 8/15/2055<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 |
| Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 2.403% 3/15/2063<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 |
| Bank Commercial Mortgage Trust, Series 2022-BNK40, Class A4, 3.394% 3/15/2064<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9002 |
| Bank of America Merrill Lynch Large Loan, Inc., Series 2015-200P, Class A, 3.218% 4/14/2033<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10896 | &nbsp;&nbsp;&nbsp;&nbsp;10087 |
| Barclays Commercial Mortgage Securities, LLC, Series 2022-C17, Class A5, 4.441% 9/15/2055<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9052 |
| Benchmark Mortgage Trust, Series 2018-B2, Class A4, 3.615% 2/15/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3246 |
| Benchmark Mortgage Trust, Series 2018-B3, Class A5, 4.025% 4/10/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2359 |
| Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 3/15/2053<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 |
| Benchmark Mortgage Trust, Series 2018-B7, Class A3, 4.241% 5/15/2053<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 |
| Benchmark Mortgage Trust, Series 2022-B32, Class A5, 3.002% 1/15/2055<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| Benchmark Mortgage Trust, Series 2022-B33, Class A5, 3.458% 3/15/2055<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 |
| Benchmark Mortgage Trust, Series 2022-B35, Class A5, 4.445% 5/15/2055<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17838 | &nbsp;&nbsp;&nbsp;&nbsp;17139 |
| Benchmark Mortgage Trust, Series 2022-B36, Class A5, 4.47% 7/15/2055<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 |
| Benchmark Mortgage Trust, Series 2022-B37, Class A5, 5.943% 11/15/2055<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810 |
| Benchmark Mortgage Trust, Series 2019-B13, Class A4, 2.952% 8/15/2057<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446 |
| BMO Mortgage Trust, Series 2022-C1, Class A5, 3.374% 2/15/2055<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
| BOCA Commercial Mortgage Trust, Series 2022-BOCA, Class A,<br> (1-month USD CME Term SOFR + 1.77%) 5.564% 5/15/2039<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17453 | &nbsp;&nbsp;&nbsp;&nbsp;16938 |
| BPR Trust, Series 2022-OANA, Class A, (1-month USD CME Term SOFR + 1.898%) 5.692% 4/15/2037<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33026 | &nbsp;&nbsp;&nbsp;&nbsp;32214 |
| BX Trust, Series 2022-CSMO, Class A, (1-month USD CME Term SOFR + 2.115%) 5.909% 6/15/2027<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27203 | &nbsp;&nbsp;&nbsp;&nbsp;26975 |
| BX Trust, Series 2021-SDMF, Class A, (1-month USD-LIBOR + 0.589%) 4.462% 9/15/2034<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41644 | &nbsp;&nbsp;&nbsp;&nbsp;39753 |
| BX Trust, Series 2018-GW, Class A, (1-month USD-LIBOR + 0.80%) 4.675% 5/15/2035<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633 |
| BX Trust, Series 2021-VOLT, Class A, (1-month USD-LIBOR + 0.70%) 4.575% 9/15/2036<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52563 | &nbsp;&nbsp;&nbsp;&nbsp;50390 |
| BX Trust, Series 2021-VOLT, Class B, (1-month USD-LIBOR + 0.95%) 4.825% 9/15/2036<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4767 |
| BX Trust, Series 2021-ARIA, Class A, (1-month USD-LIBOR + 0.899%) 4.774% 10/15/2036<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48790 | &nbsp;&nbsp;&nbsp;&nbsp;45898 |
| BX Trust, Series 2022-IND, Class A, (1-month USD CME Term SOFR + 1.491%) 5.285% 4/15/2037<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14828 | &nbsp;&nbsp;&nbsp;&nbsp;14436 |
| BX Trust, Series 2021-SOAR, Class A, (1-month USD-LIBOR + 0.67%) 4.545% 6/15/2038<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30773 | &nbsp;&nbsp;&nbsp;&nbsp;29508 |
| BX Trust, Series 2021-SOAR, Class B, (1-month USD-LIBOR + 0.87%) 4.745% 6/15/2038<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5783 |
| BX Trust, Series 2021-SOAR, Class C, (1-month USD-LIBOR + 1.10%) 4.975% 6/15/2038<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2880 |
| BX Trust, Series 2021-ACNT, Class A, (1-month USD-LIBOR + 0.85%) 4.725% 11/15/2038<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14011 | &nbsp;&nbsp;&nbsp;&nbsp;13459 |
| BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 4.784% 2/15/2039<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 |
| BX Trust, Series 2022-PSB, Class A, (1-month USD CME Term SOFR + 2.451%) 6.245% 8/15/2039<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9517 |
| BXP Trust, Series 2017-GM, Class A, 3.379% 6/13/2039<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7858 |
| CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 11/13/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 |
| Citigroup Commercial Mortgage Trust, Series 2012-GC8, Class B, 4.285% 9/10/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class B, 4.328% 5/10/2047<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405 |
| Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class A4, 3.622% 7/10/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 |
| Citigroup Commercial Mortgage Trust, Series 2017-B1, Class A3, 3.197% 8/15/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7860 |
| Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4, 3.471% 10/12/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4619 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Commercial mortgage-backed securities (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class A3, 3.515% 9/10/2058<sup>1</sup> | USD12,113 | $11514 |
| Commercial Mortgage Trust, Series 2012-CR3, Class AM, 3.416% 10/15/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
| Commercial Mortgage Trust, Series 2013-CR6, Class B, 3.397% 3/10/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2230 |
| Commercial Mortgage Trust, Series 2013-CR7, Class C, 4.21% 3/10/2046<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3740 | &nbsp;&nbsp;&nbsp;&nbsp;3650 |
| Commercial Mortgage Trust, Series 2014-CR16, Class A3, 3.775% 4/10/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;1871 |
| Commercial Mortgage Trust, Series 2014-CR18, Class A5, 3.828% 7/15/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2418 |
| Commercial Mortgage Trust, Series 2014-LC17, Class B, 4.49% 10/10/2047<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2853 |
| Commercial Mortgage Trust, Series 2014-CR20, Class A4, 3.59% 11/10/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821 | &nbsp;&nbsp;&nbsp;&nbsp;1754 |
| Commercial Mortgage Trust, Series 2016-COR1, Class A4, 3.091% 10/10/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5440 |
| Commercial Mortgage Trust, Series 2015-PC1, Class A4, 3.62% 7/10/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3609 | &nbsp;&nbsp;&nbsp;&nbsp;3473 |
| Commercial Mortgage Trust, Series 2013-CR11, Class B, 5.276% 8/10/2050<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
| Commercial Mortgage Trust, Series 2017-COR2, Class A2, 3.239% 9/10/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
| CSAIL Commercial Mortgage Trust, Series 2015-C4, Class C, 4.71% 11/18/2048<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX9, Class A4, 3.176% 9/15/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2193 |
| CSAIL Commercial Mortgage Trust, Series 2019-C17, Class A5, 3.016% 9/15/2052<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
| CSAIL Commercial Mortgage Trust, Series 2015-C2, Class A3, 3.231% 6/15/2057<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;2617 |
| Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 5/10/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| Ellington Financial Mortgage Trust, Series 2020-1, Class A1, 2.006% 5/25/2065<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |
| Extended Stay America Trust, Series 2021-ESH, Class A, (1-month USD-LIBOR + 1.08%) 4.955% 7/15/2038<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17540 | &nbsp;&nbsp;16900 |
| Extended Stay America Trust, Series 2021-ESH, Class B, (1-month USD-LIBOR + 1.38%) 5.256% 7/15/2038<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 | &nbsp;&nbsp;&nbsp;&nbsp;2671 |
| Grace Mortgage Trust, Series 2020-GRCE, Class A, 2.347% 12/10/2040<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11935 | &nbsp;&nbsp;&nbsp;&nbsp;9238 |
| GS Mortgage Securities Trust, Series 2022-SHIP, Class A,<br> (1-month USD CME Term SOFR + 0.731%) 4.525% 8/15/2024<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9715 | &nbsp;&nbsp;&nbsp;&nbsp;9527 |
| GS Mortgage Securities Trust, Series 2018-HULA, Class A, 4.795% 7/15/2025<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13173 | &nbsp;&nbsp;12761 |
| GS Mortgage Securities Trust, Series 2013-GC10, Class B, 3.682% 2/10/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;3213 |
| GS Mortgage Securities Trust, Series 2013-GC12, Class A4, 3.135% 6/10/2046<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2963 |
| GS Mortgage Securities Trust, Series 2013-GC12, Class B, 3.777% 6/10/2046<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2065 |
| GS Mortgage Securities Trust, Series 2016-GS4, Class A3, 3.178% 11/10/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2581 | &nbsp;&nbsp;&nbsp;&nbsp;2380 |
| GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.377% 5/12/2053<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809 | &nbsp;&nbsp;&nbsp;&nbsp;1497 |
| Hawaii Hotel Trust, Series 2019-MAUI, Class A, (1-month USD-LIBOR + 1.15%) 5.023% 5/17/2038<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;28051 |
| Hilton USA Trust, Series 2016-HHV, Class A, 3.719% 11/5/2038<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class B, 4.927% 11/15/2045<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4893 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class A4, 3.997% 4/15/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class B, 3.951% 1/15/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;4895 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class A, 3.024% 1/5/2039<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14140 | &nbsp;&nbsp;12184 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C, 3.377% 1/5/2039<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;1425 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2021-410T, Class A, 2.287% 3/5/2042<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16514 | &nbsp;&nbsp;13602 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C10, Class B, 3.674% 12/15/2047<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1947 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C10, Class C, 4.353% 12/15/2047<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1660 |
| La Quinta Mortgage Trust, Series 2022-LAQ, Class A,<br> (1-month USD CME Term SOFR + 1.724%) 5.535% 3/15/2039<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6704 | &nbsp;&nbsp;&nbsp;&nbsp;6534 |
| LUXE Commercial Mortgage Trust, Series 2021-TRIP, Class A,<br> (1-month USD-LIBOR + 1.05%) 4.925% 10/15/2038<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10977 | &nbsp;&nbsp;10430 |
| Manhattan West Mortgage Trust, Series 2020-1MW, Class A, 2.13% 9/10/2039<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19418 | &nbsp;&nbsp;16723 |
| MHC Commercial Mortgage Trust, CMO, Series 2021-MHC, Class A,<br> (1-month USD-LIBOR + 0.801%) 4.676% 4/15/2026<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18624 | &nbsp;&nbsp;18000 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class A4, 3.102% 5/15/2046<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1979 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class B, 3.708% 5/15/2046<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032 | &nbsp;&nbsp;&nbsp;&nbsp;2965 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, 4.345% 8/15/2046<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8085 | &nbsp;&nbsp;&nbsp;&nbsp;7964 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C12, Class A4, 4.259% 10/15/2046<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;11839 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C13, Class A-4, 4.039% 11/15/2046<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3910 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A4, 4.051% 4/15/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C16, Class A4, 3.60% 6/15/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C17, Class A5, 3.741% 8/15/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2899 |

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Intermediate Bond Fund of America — Page 12 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Commercial mortgage-backed securities (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class A4, 3.753% 12/15/2047<sup>1</sup> | USD1,500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1425 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class B, 4.00% 12/15/2047<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C21, Class A4, 3.338% 3/15/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13237 |
| Morgan Stanley Capital I Trust, Series 2015-UBS8, Class AS, 4.114% 12/15/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
| Morgan Stanley Capital I Trust, Series 2016-UBS9, Class C, 4.748% 3/15/2049<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614% 2/10/2032<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10503 |
| One Market Plaza Trust, Series 2017-1MKT, Class C, 4.016% 2/10/2032<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 |
| SLG Office Trust, Series 2021-OVA, Class A, 2.585% 7/15/2041<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 |
| SREIT Trust, Series 2021-FLWR, Class A, (1-month USD-LIBOR + 0.577%) 4.452% 7/15/2036<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13866 |
| SREIT Trust, Series 2021-MFP, Class A, (1-month USD-LIBOR + 0.731%) 4.606% 11/15/2038<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35897 |
| StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A,<br> (1-month USD CME Term SOFR + 1.00%) 4.794% 1/15/2039<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31324 |
| Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class A5, 3.405% 12/15/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class A4, 3.54% 5/15/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class C, 4.219% 5/15/2048<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4, 3.695% 11/15/2048<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A4, 3.096% 6/15/2049<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14274 |
| Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class A5, 3.817% 8/15/2050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3874 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class A3, 3.888% 8/15/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10384 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class D, 3.153% 9/15/2057<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class B, 4.647% 9/17/2057<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class C, 4.708% 9/15/2058<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class A4, 3.426% 3/15/2059<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C36, Class A4, 3.065% 11/15/2059<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552 |
| WF-RBS Commercial Mortgage Trust, Series 2013-C13, Class B, 3.553% 5/15/2045<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
| WF-RBS Commercial Mortgage Trust, Series 2013-C16, Class B, 5.148% 9/15/2046<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091 |
| WF-RBS Commercial Mortgage Trust, Series 2014-C19, Class B, 4.723% 3/15/2047<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673 |
| WF-RBS Commercial Mortgage Trust, Series 2014-C25, Class A5, 3.631% 11/15/2047<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437 |
| WF-RBS Commercial Mortgage Trust, Series 2013-C12, Class B, 3.863% 3/15/2048<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2722 |
| WF-RBS Commercial Mortgage Trust, Series 2014-C22, Class A4, 3.488% 9/15/2057<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7957 |
| WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A,<br> (1-month USD CME Term SOFR + 2.789%) 6.289% 11/15/2027<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19714 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;894524 |
| **Total mortgage-backed obligations** |  | &nbsp;&nbsp;7640670 |
| **U.S. Treasury bonds & notes 28.68%<br> U.S. Treasury 15.19%** |  |  |
| U.S. Treasury 7.125% 2/15/2023<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15090 |
| U.S. Treasury 1.50% 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 |
| U.S. Treasury 0.125% 4/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11782 |
| U.S. Treasury 0.125% 6/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16754 |
| U.S. Treasury 0.125% 8/31/2023 | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96664 |
| U.S. Treasury 1.375% 9/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13376 |
| U.S. Treasury 0.375% 10/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8651 |
| U.S. Treasury 0.50% 11/30/2023 | &nbsp;&nbsp;&nbsp;143951 | &nbsp;&nbsp;&nbsp;&nbsp;138047 |
| U.S. Treasury 0.125% 12/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;69867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66633 |
| U.S. Treasury 2.25% 12/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 |
| U.S. Treasury 0.875% 1/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13884 |
| U.S. Treasury 0.25% 3/15/2024 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;283709 |
| U.S. Treasury 2.25% 3/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9057 |
| U.S. Treasury 0.375% 4/15/2024 | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94422 |
| U.S. Treasury 0.375% 7/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56170 |
| U.S. Treasury 3.00% 7/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32228 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)<br> U.S. Treasury (continued)** | Principal amount<br> (000) | Value<br> (000) |
| U.S. Treasury 3.25% 8/31/2024 | USD355,069 | $347995 |
| U.S. Treasury 1.50% 9/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14236 |
| U.S. Treasury 2.125% 9/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25250 | &nbsp;&nbsp;&nbsp;&nbsp;24251 |
| U.S. Treasury 4.25% 9/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8892 |
| U.S. Treasury 0.625% 10/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42560 | &nbsp;&nbsp;&nbsp;&nbsp;39714 |
| U.S. Treasury 1.50% 10/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;165900 |
| U.S. Treasury 4.50% 11/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26639 | &nbsp;&nbsp;&nbsp;&nbsp;26727 |
| U.S. Treasury 1.125% 1/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29035 | &nbsp;&nbsp;&nbsp;&nbsp;27175 |
| U.S. Treasury 1.50% 2/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50593 | &nbsp;&nbsp;&nbsp;&nbsp;47636 |
| U.S. Treasury 2.625% 4/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11357 | &nbsp;&nbsp;&nbsp;&nbsp;10947 |
| U.S. Treasury 2.875% 6/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29794 | &nbsp;&nbsp;&nbsp;&nbsp;28888 |
| U.S. Treasury 3.00% 7/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1749 |
| U.S. Treasury 3.125% 8/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37400 | &nbsp;&nbsp;&nbsp;&nbsp;36449 |
| U.S. Treasury 3.50% 9/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22938 | &nbsp;&nbsp;&nbsp;&nbsp;22582 |
| U.S. Treasury 4.25% 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53431 | &nbsp;&nbsp;&nbsp;&nbsp;53650 |
| U.S. Treasury 4.50% 11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242410 | &nbsp;&nbsp;245221 |
| U.S. Treasury 0.375% 1/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 |
| U.S. Treasury 0.50% 2/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;11347 |
| U.S. Treasury 0.75% 3/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;85496 |
| U.S. Treasury 0.75% 5/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673 |
| U.S. Treasury 0.875% 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13662 | &nbsp;&nbsp;&nbsp;&nbsp;12257 |
| U.S. Treasury 0.625% 7/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7722 |
| U.S. Treasury 0.75% 8/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14981 | &nbsp;&nbsp;&nbsp;&nbsp;13319 |
| U.S. Treasury 0.875% 9/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12691 | &nbsp;&nbsp;&nbsp;&nbsp;11315 |
| U.S. Treasury 1.50% 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;17258 |
| U.S. Treasury 0.625% 3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72500 | &nbsp;&nbsp;&nbsp;&nbsp;63188 |
| U.S. Treasury 2.50% 3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18694 | &nbsp;&nbsp;&nbsp;&nbsp;17672 |
| U.S. Treasury 3.25% 6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35357 | &nbsp;&nbsp;&nbsp;&nbsp;34473 |
| U.S. Treasury 2.75% 7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189000 | &nbsp;&nbsp;180286 |
| U.S. Treasury 0.50% 8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9418 |
| U.S. Treasury 3.125% 8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3397 |
| U.S. Treasury 4.125% 9/30/2027<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517942 | &nbsp;&nbsp;524781 |
| U.S. Treasury 4.125% 10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36509 | &nbsp;&nbsp;&nbsp;&nbsp;37011 |
| U.S. Treasury 3.875% 11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231755 | &nbsp;&nbsp;232801 |
| U.S. Treasury 0.75% 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081 |
| U.S. Treasury 1.25% 3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 |
| U.S. Treasury 1.25% 5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3761 |
| U.S. Treasury 1.25% 6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;13966 |
| U.S. Treasury 1.00% 7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>2</sup> |
| U.S. Treasury 1.125% 8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;15542 |
| U.S. Treasury 1.50% 11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12210 | &nbsp;&nbsp;&nbsp;&nbsp;10725 |
| U.S. Treasury 1.375% 12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 |
| U.S. Treasury 1.75% 1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13340 |
| U.S. Treasury 3.875% 9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25972 | &nbsp;&nbsp;&nbsp;&nbsp;26188 |
| U.S. Treasury 3.875% 11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76272 | &nbsp;&nbsp;&nbsp;&nbsp;77013 |
| U.S. Treasury 0.625% 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;18515 |
| U.S. Treasury 1.625% 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35940 | &nbsp;&nbsp;&nbsp;&nbsp;30786 |
| U.S. Treasury 1.25% 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13370 | &nbsp;&nbsp;&nbsp;&nbsp;11030 |
| U.S. Treasury 1.875% 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8628 |
| U.S. Treasury 2.875% 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41343 | &nbsp;&nbsp;&nbsp;&nbsp;38806 |
| U.S. Treasury 2.75% 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |
| U.S. Treasury 4.125% 11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166759 | &nbsp;&nbsp;173489 |
| U.S. Treasury 4.25% 5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14330 | &nbsp;&nbsp;&nbsp;&nbsp;15139 |
| U.S. Treasury 1.375% 11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 |

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Intermediate Bond Fund of America — Page 14 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)<br> U.S. Treasury (continued)** | Principal amount<br> (000) | Value<br> (000) |
| U.S. Treasury 1.875% 2/15/2041 | USD1,455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1055 |
| U.S. Treasury 2.25% 5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| U.S. Treasury 3.375% 8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 |
| U.S. Treasury 2.50% 2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14980 |
| U.S. Treasury 2.50% 5/15/2046<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28368 |
| U.S. Treasury 2.875% 11/15/2046<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11126 |
| U.S. Treasury 1.875% 2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 |
| U.S. Treasury 2.375% 5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
| U.S. Treasury 3.00% 8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
| U.S. Treasury 4.00% 11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
|  |  | &nbsp;&nbsp;3778800 |
| **U.S. Treasury inflation-protected securities 13.49%** |  |  |
| U.S. Treasury Inflation-Protected Security 0.125% 1/15/2023<sup>8</sup> | &nbsp;&nbsp;&nbsp;281295 | &nbsp;&nbsp;&nbsp;&nbsp;280964 |
| U.S. Treasury Inflation-Protected Security 0.625% 4/15/2023<sup>8</sup> | &nbsp;&nbsp;&nbsp;710147 | &nbsp;&nbsp;&nbsp;&nbsp;704648 |
| U.S. Treasury Inflation-Protected Security 0.375% 7/15/2023<sup>8</sup> | &nbsp;&nbsp;&nbsp;282933 | &nbsp;&nbsp;&nbsp;&nbsp;279937 |
| U.S. Treasury Inflation-Protected Security 0.625% 1/15/2024<sup>8</sup> | &nbsp;&nbsp;&nbsp;141106 | &nbsp;&nbsp;&nbsp;&nbsp;138514 |
| U.S. Treasury Inflation-Protected Security 0.50% 4/15/2024<sup>8</sup> | &nbsp;&nbsp;&nbsp;137729 | &nbsp;&nbsp;&nbsp;&nbsp;134447 |
| U.S. Treasury Inflation-Protected Security 0.125% 7/15/2024<sup>8</sup> | &nbsp;&nbsp;&nbsp;286098 | &nbsp;&nbsp;&nbsp;&nbsp;278025 |
| U.S. Treasury Inflation-Protected Security 0.125% 10/15/2024<sup>8</sup> | &nbsp;&nbsp;&nbsp;449910 | &nbsp;&nbsp;&nbsp;&nbsp;435740 |
| U.S. Treasury Inflation-Protected Security 0.25% 1/15/2025<sup>8</sup> | &nbsp;&nbsp;&nbsp;114904 | &nbsp;&nbsp;&nbsp;&nbsp;111042 |
| U.S. Treasury Inflation-Protected Security 0.125% 4/15/2025<sup>8</sup> | &nbsp;&nbsp;&nbsp;124437 | &nbsp;&nbsp;&nbsp;&nbsp;119487 |
| U.S. Treasury Inflation-Protected Security 0.125% 4/15/2026<sup>8</sup> | &nbsp;&nbsp;&nbsp;226225 | &nbsp;&nbsp;&nbsp;&nbsp;214911 |
| U.S. Treasury Inflation-Protected Security 0.125% 4/15/2027<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43154 |
| U.S. Treasury Inflation-Protected Security 1.625% 10/15/2027<sup>8</sup> | &nbsp;&nbsp;&nbsp;267863 | &nbsp;&nbsp;&nbsp;&nbsp;271714 |
| U.S. Treasury Inflation-Protected Security 0.125% 1/15/2031<sup>7,8</sup> | &nbsp;&nbsp;&nbsp;193817 | &nbsp;&nbsp;&nbsp;&nbsp;175901 |
| U.S. Treasury Inflation-Protected Security 0.625% 7/15/2032<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18581 |
| U.S. Treasury Inflation-Protected Security 2.125% 2/15/2041<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604 |
| U.S. Treasury Inflation-Protected Security 0.75% 2/15/2042<sup>7,8</sup> | &nbsp;&nbsp;&nbsp;172238 | &nbsp;&nbsp;&nbsp;&nbsp;148463 |
|  |  | &nbsp;&nbsp;3357132 |
| **Total U.S. Treasury bonds & notes** |  | &nbsp;&nbsp;7135932 |
| **Corporate bonds, notes & loans 19.20%<br> Financials 6.27%** |  |  |
| AerCap Ireland Capital DAC 1.65% 10/29/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
| AerCap Ireland Capital DAC 2.45% 10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;33108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29128 |
| AerCap Ireland Capital DAC 3.00% 10/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13185 |
| AerCap Ireland Capital DAC 3.30% 1/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 |
| AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust 1.15% 10/29/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 |
| AIB Group PLC 7.583% 10/14/2026 (USD-SOFR + 3.456% on 10/14/2025)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15881 |
| Allstate Corp. 0.75% 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6106 |
| American Express Co. 1.65% 11/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16366 |
| American Express Co. 2.55% 3/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| American Express Co. 5.85% 11/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8908 |
| American Express Co. 4.05% 5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9554 |
| Aon Corp. 2.85% 5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9904 |
| Australia & New Zealand Banking Group, Ltd. 5.088% 12/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;25636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25862 |
| Banco Santander, SA 5.147% 8/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563 |
| Bank of America Corp. 3.55% 3/5/2024 (3-month USD-LIBOR + 0.78% on 3/5/2023)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2536 |
| Bank of America Corp. 1.843% 2/4/2025 (USD-SOFR + 0.67% on 2/4/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13804 |
| Bank of America Corp. 0.976% 4/22/2025 (USD-SOFR + 0.69% on 4/22/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
| Bank of America Corp. 2.456% 10/22/2025 (3-month USD-LIBOR + 0.87% on 10/22/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12498 |
| Bank of America Corp. 1.53% 12/6/2025 (USD-SOFR + 0.65% on 12/6/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35603 |

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Intermediate Bond Fund of America — Page 15 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Financials (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Bank of America Corp. 1.319% 6/19/2026 (USD-SOFR + 1.15% on 6/19/2025)<sup>6</sup> | USD1,900 | &nbsp;&nbsp;$1715 |
| Bank of America Corp. 4.827% 7/22/2026 (USD-SOFR + 1.75% on 7/22/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;10565 |
| Bank of America Corp. 1.734% 7/22/2027 (USD-SOFR + 0.96% on 7/22/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13975 | &nbsp;&nbsp;12254 |
| Bank of America Corp. 2.551% 2/4/2028 (USD-SOFR + 1.05% on 2/4/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20775 | &nbsp;&nbsp;18599 |
| Bank of America Corp. 4.376% 4/27/2028 (USD-SOFR + 1.58% on 4/27/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8647 |
| Bank of America Corp. 4.948% 7/22/2028 (USD-SOFR + 2.04% on 7/22/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
| Bank of America Corp. 2.087% 6/14/2029 (USD-SOFR + 1.06% on 6/14/2028)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
| Bank of America Corp. 1.922% 10/24/2031 (USD-SOFR + 1.37% on 10/24/2030)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4207 | &nbsp;&nbsp;&nbsp;&nbsp;3263 |
| Bank of America Corp. 5.015% 7/22/2033 (USD-SOFR + 2.16% on 7/22/2032)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;7052 |
| Bank of America Corp. 2.676% 6/19/2041 (USD-SOFR + 1.93% on 6/19/2040)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3494 |
| Bank of Ireland Group PLC 6.253% 9/16/2026<br> (1-year UST Yield Curve Rate T Note Constant Maturity + 2.65% on 9/16/2025)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;10589 |
| Bank of New York Mellon Corp. 1.60% 4/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;26020 |
| Bank of New York Mellon Corp. 5.802% 10/25/2028 (USD-SOFR + 1.802% on 10/25/2027)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
| Bank of Nova Scotia 1.45% 1/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;15841 |
| Bank of Nova Scotia 1.35% 6/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;13347 |
| Berkshire Hathaway, Inc. 2.30% 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| Berkshire Hathaway, Inc. 2.875% 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
| BNP Paribas SA 1.323% 1/13/2027 (USD-SOFR + 1.004% on 1/13/2026)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7410 | &nbsp;&nbsp;&nbsp;&nbsp;6440 |
| BNP Paribas SA 2.591% 1/20/2028 (USD-SOFR + 1.228% on 1/20/2027)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5976 | &nbsp;&nbsp;&nbsp;&nbsp;5228 |
| BNP Paribas SA 2.159% 9/15/2029 (USD-SOFR + 1.218% on 9/15/2028)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;4325 |
| BNP Paribas SA 3.052% 1/13/2031 (USD-SOFR + 1.507% on 1/13/2030)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;1891 |
| BNP Paribas SA 2.871% 4/19/2032 (USD-SOFR + 1.387% on 4/19/2031)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| Capital One Financial Corp. 4.927% 5/10/2028 (USD-SOFR + 2.057% on 5/10/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;11523 |
| Charles Schwab Corp. 1.15% 5/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1492 |
| Charles Schwab Corp. 2.45% 3/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 |
| Citigroup, Inc. 1.281% 11/3/2025 (USD-SOFR + 0.528% on 11/3/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |
| Citigroup, Inc. 2.014% 1/25/2026 (USD-SOFR + 0.694% on 1/25/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15975 | &nbsp;&nbsp;14837 |
| Citigroup, Inc. 1.462% 6/9/2027 (USD-SOFR + 0.67% on 6/9/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
| Citigroup, Inc. 4.658% 5/24/2028 (USD-SOFR + 1.887% on 5/24/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10895 | &nbsp;&nbsp;10613 |
| Citigroup, Inc. 2.572% 6/3/2031 (USD-SOFR + 2.107% on 6/3/2030)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979 | &nbsp;&nbsp;&nbsp;&nbsp;4086 |
| Citigroup, Inc. 4.91% 5/24/2033 (USD-SOFR + 2.086% on 5/24/2032)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
| Corebridge Financial, Inc. 3.50% 4/4/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8458 | &nbsp;&nbsp;&nbsp;&nbsp;8105 |
| Corebridge Financial, Inc. 3.65% 4/5/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32226 | &nbsp;&nbsp;30183 |
| Corebridge Financial, Inc. 3.85% 4/5/2029<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
| Corebridge Financial, Inc. 3.90% 4/5/2032<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| Crédit Agricole SA 4.375% 3/17/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2913 |
| Credit Suisse Group AG 3.80% 6/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9576 |
| Credit Suisse Group AG 2.997% 12/14/2023 (3-month USD-LIBOR + 1.20% on 12/14/2022)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21863 | &nbsp;&nbsp;21645 |
| Credit Suisse Group AG 3.091% 5/14/2032 (USD-SOFR + 1.73% on 5/14/2031)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;3609 |
| Danske Bank AS 3.875% 9/12/2023<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;14784 |
| Deutsche Bank AG 2.311% 11/16/2027 (USD-SOFR + 1.219% on 11/16/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
| Deutsche Bank AG 2.552% 1/7/2028 (USD-SOFR + 1.318% on 1/7/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4200 |
| DNB Bank ASA 1.127% 9/16/2026<br> (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on 9/16/2025)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5719 |
| DNB Bank ASA 5.896% 10/9/2026 (USD-SOFR + 1.95% on 10/9/2025)<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15850 | &nbsp;&nbsp;15851 |
| DNB Bank ASA 1.535% 5/25/2027<br> (5-year UST Yield Curve Rate T Note Constant Maturity + 0.72% on 5/25/2026)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12150 | &nbsp;&nbsp;10604 |
| Goldman Sachs Group, Inc. 0.657% 9/10/2024 (USD-SOFR + 0.505% on 9/10/2023)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;1155 |
| Goldman Sachs Group, Inc. 5.70% 11/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;19175 | &nbsp;&nbsp;19414 |
| Goldman Sachs Group, Inc. 1.757% 1/24/2025 (USD-SOFR + 0.73% on 1/24/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;11155 |
| Goldman Sachs Group, Inc. 3.50% 4/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 | &nbsp;&nbsp;&nbsp;&nbsp;1387 |
| Goldman Sachs Group, Inc. 1.093% 12/9/2026 (USD-SOFR + 0.789% on 12/9/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;13661 |
| Goldman Sachs Group, Inc. 1.431% 3/9/2027 (USD-SOFR + 0.795% on 3/9/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;17595 |

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Intermediate Bond Fund of America — Page 16 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Financials (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Goldman Sachs Group, Inc. 1.948% 10/21/2027 (USD-SOFR + 0.913% on 10/21/2026)<sup>6</sup> | USD6,657 | &nbsp;&nbsp;$5831 |
| Goldman Sachs Group, Inc. 2.64% 2/24/2028 (USD-SOFR + 1.114% on 2/24/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9667 | &nbsp;&nbsp;&nbsp;&nbsp;8631 |
| Goldman Sachs Group, Inc. 3.615% 3/15/2028 (USD-SOFR + 1.846% on 3/15/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
| Goldman Sachs Group, Inc. 2.60% 2/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
| Goldman Sachs Group, Inc. 2.615% 4/22/2032 (USD-SOFR + 1.281% on 4/22/2031)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466 | &nbsp;&nbsp;&nbsp;&nbsp;3613 |
| Goldman Sachs Group, Inc. 3.102% 2/24/2033 (USD-SOFR + 1.41% on 2/24/2032)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp;1736 |
| Groupe BPCE SA 5.15% 7/21/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;7402 |
| Groupe BPCE SA 1.625% 1/14/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;11151 |
| Groupe BPCE SA 1.00% 1/20/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;21090 |
| Groupe BPCE SA 1.652% 10/6/2026 (USD-SOFR + 1.52% on 10/6/2025)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17025 | &nbsp;&nbsp;14992 |
| Groupe BPCE SA 2.045% 10/19/2027 (USD-SOFR + 1.087% on 10/19/2026)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| Groupe BPCE SA 2.277% 1/20/2032 (USD-SOFR + 1.312% on 1/20/2031)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
| Guardian Life Global Funding 2.90% 5/6/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21285 | &nbsp;&nbsp;20682 |
| Guardian Life Global Funding 0.875% 12/10/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;13103 |
| Guardian Life Global Funding 1.25% 11/19/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| HSBC Holdings PLC 0.732% 8/17/2024 (USD-SOFR + 0.534% on 8/17/2023)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;1230 |
| HSBC Holdings PLC 2.633% 11/7/2025 (3-month USD-LIBOR + 1.14% on 11/7/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;11672 |
| HSBC Holdings PLC 4.292% 9/12/2026 (3-month USD-LIBOR + 1.348% on 9/12/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp;11723 |
| HSBC Holdings PLC 1.589% 5/24/2027 (3-month USD-LIBOR + 1.29% on 5/24/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| HSBC Holdings PLC 2.206% 8/17/2029 (USD-SOFR + 1.285% on 8/17/2028)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
| HSBC Holdings PLC 2.357% 8/18/2031 (USD-SOFR + 1.947% on 8/18/2030)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774 | &nbsp;&nbsp;&nbsp;&nbsp;4413 |
| HSBC Holdings PLC 2.804% 5/24/2032 (USD-SOFR + 1.187% on 5/24/2031)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 |
| Intercontinental Exchange, Inc. 4.00% 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
| Intercontinental Exchange, Inc. 4.35% 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| Intesa Sanpaolo SpA 3.25% 9/23/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;14125 |
| Intesa Sanpaolo SpA 3.875% 7/14/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6179 | &nbsp;&nbsp;&nbsp;&nbsp;5542 |
| JPMorgan Chase & Co. 1.514% 6/1/2024 (USD-SOFR + 1.455% on 6/1/2023)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16150 | &nbsp;&nbsp;15848 |
| JPMorgan Chase & Co. 0.563% 2/16/2025 (USD-SOFR + 0.375% on 2/16/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;1371 |
| JPMorgan Chase & Co. 0.824% 6/1/2025 (USD-SOFR + 0.54% on 6/1/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 |
| JPMorgan Chase & Co. 0.768% 8/9/2025 (USD-SOFR + 0.49% on 8/9/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1754 |
| JPMorgan Chase & Co. 2.301% 10/15/2025 (USD-SOFR + 1.16% on 10/15/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41750 | &nbsp;&nbsp;39426 |
| JPMorgan Chase & Co. 1.561% 12/10/2025 (USD-SOFR + 0.605% on 12/10/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1848 |
| JPMorgan Chase & Co. 2.595% 2/24/2026 (USD-SOFR + 0.915% on 2/24/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;11325 |
| JPMorgan Chase & Co. 2.005% 3/13/2026 (USD-SOFR + 1.585% on 3/13/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22929 | &nbsp;&nbsp;21316 |
| JPMorgan Chase & Co. 2.083% 4/22/2026 (USD-SOFR + 1.85% on 4/22/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9295 |
| JPMorgan Chase & Co. 4.08% 4/26/2026 (USD-SOFR + 1.32% on 4/26/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41100 | &nbsp;&nbsp;40078 |
| JPMorgan Chase & Co. 1.04% 2/4/2027 (USD-SOFR + 0.695% on 2/4/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
| JPMorgan Chase & Co. 1.578% 4/22/2027 (USD-SOFR + 0.885% on 4/22/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15363 | &nbsp;&nbsp;13572 |
| JPMorgan Chase & Co. 2.947% 2/24/2028 (USD-SOFR + 1.17% on 2/24/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| JPMorgan Chase & Co. 4.323% 4/26/2028 (USD-SOFR + 1.56% on 4/26/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20612 | &nbsp;&nbsp;19770 |
| JPMorgan Chase & Co. 4.851% 7/25/2028 (USD-SOFR + 1.99% on 7/25/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
| JPMorgan Chase & Co. 2.069% 6/1/2029 (USD-SOFR + 1.015% on 6/1/2028)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| JPMorgan Chase & Co. 1.764% 11/19/2031 (USD-SOFR + 1.05% on 11/19/2030)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
| JPMorgan Chase & Co. 2.545% 11/8/2032 (USD-SOFR + 1.18% on 11/8/2031)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| JPMorgan Chase & Co. 2.963% 1/25/2033 (USD-SOFR + 1.26% on 1/25/2032)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
| JPMorgan Chase & Co. 4.912% 7/25/2033 (USD-SOFR + 2.08% on 7/25/2032)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| Lloyds Banking Group PLC 3.87% 7/9/2025<br> (1-year UST Yield Curve Rate T Note Constant Maturity + 3.50% on 7/9/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8475 |
| Lloyds Banking Group PLC 1.627% 5/11/2027<br> (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on 5/11/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31110 | &nbsp;&nbsp;26821 |
| Marsh & McLennan Companies, Inc. 2.375% 12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| Metropolitan Life Global Funding I 1.95% 1/13/2023<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4984 |
| Metropolitan Life Global Funding I 0.40% 1/7/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
| Metropolitan Life Global Funding I 0.70% 9/27/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |

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Intermediate Bond Fund of America — Page 17 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Financials (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Metropolitan Life Global Funding I 0.95% 7/2/2025<sup>5</sup> | USD31,676 | $28659 |
| Metropolitan Life Global Funding I 3.45% 12/18/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1550 |
| Metropolitan Life Global Funding I 1.875% 1/11/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12650 | &nbsp;&nbsp;11234 |
| Metropolitan Life Global Funding I 4.40% 6/30/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9192 |
| Morgan Stanley 0.529% 1/25/2024 (USD-SOFR + 0.455% on 1/25/2023)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22838 | &nbsp;&nbsp;22619 |
| Morgan Stanley 3.737% 4/24/2024 (3-month USD-LIBOR + 0.847% on 4/24/2023)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6479 | &nbsp;&nbsp;&nbsp;&nbsp;6435 |
| Morgan Stanley 0.79% 5/30/2025 (USD-SOFR + 0.525% on 5/30/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16965 | &nbsp;&nbsp;15725 |
| Morgan Stanley 2.72% 7/22/2025 (USD-SOFR + 1.152% on 7/22/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354 | &nbsp;&nbsp;&nbsp;&nbsp;3201 |
| Morgan Stanley 1.164% 10/21/2025 (USD-SOFR + 0.56% on 10/21/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13295 | &nbsp;&nbsp;12168 |
| Morgan Stanley 3.875% 1/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6980 |
| Morgan Stanley 2.63% 2/18/2026 (USD-SOFR + 0.94% on 2/18/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
| Morgan Stanley 2.188% 4/28/2026 (USD-SOFR + 1.99% on 4/28/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46815 | &nbsp;&nbsp;43566 |
| Morgan Stanley 4.679% 7/17/2026 (USD-SOFR + 1.669% on 7/17/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16145 | &nbsp;&nbsp;15967 |
| Morgan Stanley 3.125% 7/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 |
| Morgan Stanley 0.985% 12/10/2026 (USD-SOFR + 0.72% on 12/10/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22481 | &nbsp;&nbsp;19726 |
| Morgan Stanley 1.593% 5/4/2027 (USD-SOFR + 0.879% on 5/4/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11846 | &nbsp;&nbsp;10442 |
| Morgan Stanley 1.512% 7/20/2027 (USD-SOFR + 0.858% on 7/20/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21270 | &nbsp;&nbsp;18519 |
| Morgan Stanley 2.475% 1/21/2028 (USD-SOFR + 1.00% on 1/21/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11515 | &nbsp;&nbsp;10238 |
| Morgan Stanley 4.21% 4/20/2028 (USD-SOFR + 1.61% on 4/20/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9656 | &nbsp;&nbsp;&nbsp;&nbsp;9205 |
| Morgan Stanley 6.296% 10/18/2028 (USD-SOFR + 2.44% on 10/18/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8291 |
| Morgan Stanley 2.239% 7/21/2032 (USD-SOFR + 1.178% on 7/21/2031)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp;2761 |
| National Australia Bank, Ltd. 1.887% 1/12/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;10729 |
| NatWest Group PLC 1.642% 6/14/2027<br> (1-year UST Yield Curve Rate T Note Constant Maturity + 0.90% on 6/14/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;17131 |
| New York Life Global Funding 2.875% 4/10/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10430 | &nbsp;&nbsp;10155 |
| New York Life Global Funding 0.90% 10/29/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| New York Life Global Funding 2.00% 1/22/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;22599 |
| New York Life Global Funding 0.95% 6/24/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3368 | &nbsp;&nbsp;&nbsp;&nbsp;3051 |
| New York Life Global Funding 0.85% 1/15/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20870 | &nbsp;&nbsp;18604 |
| Nordea Bank AB 3.60% 6/6/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;19392 |
| Northwestern Mutual Global Funding 0.60% 3/25/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1274 |
| Northwestern Mutual Global Funding 0.80% 1/14/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16413 | &nbsp;&nbsp;14569 |
| Northwestern Mutual Global Funding 1.75% 1/11/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
| PNC Bank 3.30% 10/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;1080 |
| PNC Financial Services Group, Inc. 5.671% 10/28/2025 (USD-SOFR + 1.09% on 10/28/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15740 | &nbsp;&nbsp;15875 |
| Progressive Corp. 2.50% 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
| Progressive Corp. 3.00% 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| State Street Corp. 5.82% 11/4/2028 (USD-SOFR + 1.715% on 11/4/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| Sumitomo Mitsui Banking Corp. 0.948% 1/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 |
| Sumitomo Mitsui Financial Group, Inc. 2.696% 7/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;16965 |
| U.S. Bancorp 2.40% 7/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2318 |
| U.S. Bancorp 5.727% 10/21/2026 (USD-SOFR + 1.43% on 10/21/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20750 | &nbsp;&nbsp;21206 |
| U.S. Bancorp 2.215% 1/27/2028 (USD-SOFR + 0.73% on 1/27/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
| UBS Group AG 4.49% 8/5/2025 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.60% on 8/5/2024)<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
| Wells Fargo & Company 0.805% 5/19/2025 (USD-SOFR + 0.51% on 5/19/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
| Wells Fargo & Company 2.406% 10/30/2025 (3-month USD-LIBOR + 0.825% on 10/30/2024)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;51859 |
| Wells Fargo & Company 3.00% 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7847 | &nbsp;&nbsp;&nbsp;&nbsp;7373 |
| Wells Fargo & Company 3.908% 4/25/2026 (USD-SOFR + 1.32% on 4/25/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36249 | &nbsp;&nbsp;35134 |
| Wells Fargo & Company 2.188% 4/30/2026 (USD-SOFR + 2.00% on 4/30/2025)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10280 | &nbsp;&nbsp;&nbsp;&nbsp;9579 |
| Wells Fargo & Company 3.196% 6/17/2027 (3-month USD-LIBOR + 1.17% on 6/17/2026)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11244 | &nbsp;&nbsp;10474 |
| Wells Fargo & Company 3.526% 3/24/2028 (USD-SOFR + 1.51% on 3/24/2027)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Financials (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Wells Fargo & Company 3.35% 3/2/2033 (USD-SOFR + 1.50% on 3/2/2032)<sup>6</sup> | USD2,255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1931 |
| Willis North America, Inc. 4.65% 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10499 |
|  |  | &nbsp;&nbsp;1560234 |
| **Utilities 3.42%** |  |  |
| AEP Transmission Co., LLC 3.10% 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582 |
| Alabama Power Co. 3.75% 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4829 |
| Ameren Corp. 1.75% 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| American Electric Power Company, Inc. 1.00% 11/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646 |
| American Electric Power Company, Inc. 4.30% 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7949 |
| American Transmission Systems, Inc. 2.65% 1/15/2032<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4193 |
| Avangrid, Inc. 3.20% 4/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;13439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12850 |
| CenterPoint Energy, Inc. 1.45% 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 |
| CenterPoint Energy, Inc. 2.40% 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9210 |
| CenterPoint Energy, Inc. 2.65% 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4517 |
| Cleveland Electric Illuminating Co. 4.55% 11/15/2030<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6781 |
| CMS Energy Corp. 3.00% 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;16339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15233 |
| CMS Energy Corp. 3.45% 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;17501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16240 |
| Commonwealth Edison Co. 2.55% 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7552 |
| Connecticut Light and Power Co. 0.75% 12/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;13912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12384 |
| Consumers Energy Co. 3.80% 11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7828 |
| Consumers Energy Co. 3.60% 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
| Dominion Resources, Inc. 3.375% 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 |
| Dominion Resources, Inc., junior subordinated, 3.071% 8/15/2024<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5584 |
| DTE Electric Co. 2.625% 3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7443 |
| DTE Energy Company 2.85% 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9270 |
| DTE Energy Company 1.90% 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;38602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33551 |
| DTE Energy Company 3.00% 3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
| Duke Energy Carolinas, LLC 3.05% 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 |
| Duke Energy Carolinas, LLC 2.95% 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
| Duke Energy Corp. 4.50% 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| Duke Energy Florida, LLC 1.75% 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;21619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17406 |
| Duke Energy Ohio, Inc. 3.65% 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| Duke Energy Progress, LLC 2.00% 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306 |
| Edison International 3.55% 11/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 |
| Edison International 4.95% 4/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4376 |
| Edison International 4.125% 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359 |
| Edison International 6.95% 11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4457 |
| Emera US Finance, LP 0.833% 6/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
| Emera US Finance, LP 2.639% 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| Enel Finance America, LLC 7.10% 10/14/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| Enel Finance International SA 1.875% 7/12/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2874 |
| Entergy Corp. 0.90% 9/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 |
| Entergy Corp. 2.40% 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8790 |
| Entergy Corp. 3.12% 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4643 |
| Entergy Corp. 1.90% 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16965 |
| Entergy Corp. 2.40% 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
| Entergy Louisiana, LLC 0.95% 10/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 |
| Eversource Energy 1.40% 8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;39525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34853 |
| FirstEnergy Corp. 2.05% 3/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;16935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15654 |
| FirstEnergy Corp. 1.60% 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;27793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24620 |
| FirstEnergy Corp. 3.50% 4/1/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
| FirstEnergy Corp. 4.10% 5/15/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7366 |
| FirstEnergy Corp. 2.25% 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Utilities (continued)** | Principal amount<br> (000) | Value<br> (000) |
| FirstEnergy Transmission, LLC 4.35% 1/15/2025<sup>5</sup> | USD3,340 | &nbsp;&nbsp;$3260 |
| FirstEnergy Transmission, LLC 2.866% 9/15/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29900 | &nbsp;&nbsp;26128 |
| Florida Power & Light Company 2.85% 4/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3122 |
| Florida Power & Light Company 2.45% 2/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
| Gulf Power Co. 3.30% 5/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
| Jersey Central Power & Light Co. 4.30% 1/15/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19979 | &nbsp;&nbsp;19326 |
| MidAmerican Energy Holdings Co. 3.10% 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
| Monongahela Power Co. 3.55% 5/15/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28937 | &nbsp;&nbsp;27273 |
| NextEra Energy Capital Holdings, Inc. 0.65% 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1881 |
| Niagara Mohawk Power Corp. 3.508% 10/1/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2979 |
| Oncor Electric Delivery Company, LLC 2.75% 6/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2470 |
| Oncor Electric Delivery Company, LLC 0.55% 10/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;24275 | &nbsp;&nbsp;21588 |
| Oncor Electric Delivery Company, LLC 2.75% 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;2024 |
| Oncor Electric Delivery Company, LLC 4.55% 9/15/2032<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| Pacific Gas and Electric Co. 3.25% 6/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;13737 | &nbsp;&nbsp;13557 |
| Pacific Gas and Electric Co. 4.25% 8/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;10486 | &nbsp;&nbsp;10360 |
| Pacific Gas and Electric Co. 1.70% 11/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;31617 | &nbsp;&nbsp;30327 |
| Pacific Gas and Electric Co. 3.85% 11/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;8269 |
| Pacific Gas and Electric Co. 3.75% 2/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;12747 | &nbsp;&nbsp;12513 |
| Pacific Gas and Electric Co. 3.40% 8/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3651 | &nbsp;&nbsp;&nbsp;&nbsp;3489 |
| Pacific Gas and Electric Co. 3.50% 6/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;10456 | &nbsp;&nbsp;&nbsp;&nbsp;9884 |
| Pacific Gas and Electric Co. 3.30% 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;20701 | &nbsp;&nbsp;18312 |
| Pacific Gas and Electric Co. 2.10% 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;21481 | &nbsp;&nbsp;18291 |
| Pacific Gas and Electric Co. 3.30% 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3861 | &nbsp;&nbsp;&nbsp;&nbsp;3402 |
| Pacific Gas and Electric Co. 3.00% 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1595 |
| Pacific Gas and Electric Co. 2.50% 2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;31792 | &nbsp;&nbsp;24965 |
| Pacific Gas and Electric Co. 3.25% 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;7245 |
| Progress Energy, Inc. 7.00% 10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| Public Service Company of Colorado 3.70% 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 | &nbsp;&nbsp;&nbsp;&nbsp;2651 |
| Public Service Company of Colorado 1.875% 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5617 |
| Public Service Electric and Gas Co. 3.00% 5/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734 | &nbsp;&nbsp;&nbsp;&nbsp;3587 |
| Public Service Electric and Gas Co. 0.95% 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4456 |
| Public Service Electric and Gas Co. 3.70% 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| Public Service Electric and Gas Co. 3.10% 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
| Public Service Enterprise Group, Inc. 2.25% 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7177 | &nbsp;&nbsp;&nbsp;&nbsp;6564 |
| Southern California Edison Co. 0.975% 8/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;11194 | &nbsp;&nbsp;10474 |
| Southern California Edison Co. 1.20% 2/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;17535 | &nbsp;&nbsp;15619 |
| Southern California Edison Co. 4.70% 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;27672 | &nbsp;&nbsp;27335 |
| Southern California Edison Co. 5.85% 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5167 |
| Southern California Edison Co. 3.65% 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;1155 |
| Southern California Edison Co. 2.85% 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;21725 | &nbsp;&nbsp;19031 |
| Southern California Edison Co. 2.25% 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7148 | &nbsp;&nbsp;&nbsp;&nbsp;5957 |
| Southern California Edison Co. 2.50% 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563 | &nbsp;&nbsp;&nbsp;&nbsp;5417 |
| Southern California Edison Co. 2.75% 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;6715 |
| Southern California Edison Co. 5.95% 11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| Southern California Gas Company 2.55% 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3869 |
| Southwestern Electric Power Co. 1.65% 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;13068 | &nbsp;&nbsp;11737 |
| Virginia Electric and Power Co. 2.95% 11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;11937 | &nbsp;&nbsp;11148 |
| Virginia Electric and Power Co. 2.875% 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6052 |
| Virginia Electric and Power Co. 2.30% 11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858 | &nbsp;&nbsp;&nbsp;&nbsp;1519 |
| Virginia Electric and Power Co. 2.40% 3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9008 | &nbsp;&nbsp;&nbsp;&nbsp;7375 |
| WEC Energy Group, Inc. 0.55% 9/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;19299 |
| WEC Energy Group, Inc. 5.15% 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;16650 | &nbsp;&nbsp;16894 |
| WEC Energy Group, Inc. 2.20% 12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;16325 | &nbsp;&nbsp;13860 |

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Intermediate Bond Fund of America — Page 20 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Utilities (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Wisconsin Electric Power Co. 1.70% 6/15/2028 | USD1,800 | &nbsp;&nbsp;&nbsp;&nbsp;$1546 |
| Wisconsin Power and Light Co. 1.95% 9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| Xcel Energy, Inc. 3.35% 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| Xcel Energy, Inc. 1.75% 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6027 |
| Xcel Energy, Inc. 2.60% 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4741 |
| Xcel Energy, Inc. 2.35% 11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 |
|  |  | &nbsp;&nbsp;851093 |
| **Health care 2.23%** |  |  |
| AbbVie, Inc. 2.60% 11/21/2024 | &nbsp;&nbsp;&nbsp;&nbsp;15428 | &nbsp;&nbsp;&nbsp;&nbsp;14784 |
| AbbVie, Inc. 3.80% 3/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;22690 | &nbsp;&nbsp;&nbsp;&nbsp;22214 |
| AbbVie, Inc. 2.95% 11/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
| AbbVie, Inc. 3.20% 11/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4181 |
| AmerisourceBergen Corp. 0.737% 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
| AmerisourceBergen Corp. 2.70% 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
| Amgen, Inc. 3.00% 2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;16721 | &nbsp;&nbsp;&nbsp;&nbsp;15138 |
| Amgen, Inc. 4.05% 8/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;47912 | &nbsp;&nbsp;&nbsp;&nbsp;45709 |
| Amgen, Inc. 2.00% 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
| Anthem, Inc. 2.375% 1/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;33250 | &nbsp;&nbsp;&nbsp;&nbsp;31707 |
| Anthem, Inc. 4.10% 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8718 |
| AstraZeneca Finance, LLC 0.70% 5/28/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 |
| AstraZeneca Finance, LLC 1.20% 5/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;35256 | &nbsp;&nbsp;&nbsp;&nbsp;31504 |
| AstraZeneca Finance, LLC 1.75% 5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883 |
| AstraZeneca PLC 3.50% 8/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;15420 | &nbsp;&nbsp;&nbsp;&nbsp;15279 |
| AstraZeneca PLC 0.70% 4/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;17903 | &nbsp;&nbsp;&nbsp;&nbsp;15856 |
| Baxter International, Inc. 1.322% 11/29/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 |
| Baxter International, Inc. 1.915% 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
| Baxter International, Inc. 2.272% 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
| Boston Scientific Corp. 3.45% 3/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7683 |
| Boston Scientific Corp. 1.90% 6/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4557 |
| Centene Corp. 2.45% 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5814 |
| Centene Corp. 2.50% 3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6626 |
| Centene Corp. 2.625% 8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
| Cigna Corp. 4.125% 11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| Cigna Corp. 1.25% 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;29087 | &nbsp;&nbsp;&nbsp;&nbsp;26059 |
| CVS Health Corp. 3.625% 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5221 |
| CVS Health Corp. 1.30% 8/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;17161 |
| CVS Health Corp. 3.25% 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542 |
| CVS Health Corp. 1.875% 2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628 |
| Eli Lilly and Company 2.75% 6/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3703 |
| Eli Lilly and Company 3.375% 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| EMD Finance, LLC 3.25% 3/19/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32412 | &nbsp;&nbsp;&nbsp;&nbsp;31198 |
| GE Healthcare Holding, LLC 5.65% 11/15/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;20918 |
| GE Healthcare Holding, LLC 5.857% 3/15/2030<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| GlaxoSmithKline PLC 3.625% 5/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5544 |
| HCA, Inc. 3.125% 3/15/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20875 | &nbsp;&nbsp;&nbsp;&nbsp;18999 |
| HCA, Inc. 3.375% 3/15/2029<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049 |
| HCA, Inc. 2.375% 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2363 |
| Humana, Inc. 3.70% 3/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4191 |
| Johnson & Johnson 0.95% 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308 |
| Laboratory Corporation of America Holdings 1.55% 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| Merck & Co., Inc. 2.80% 5/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
| Merck & Co., Inc. 2.90% 3/7/2024 | &nbsp;&nbsp;&nbsp;&nbsp;11284 | &nbsp;&nbsp;&nbsp;&nbsp;11063 |
| Merck & Co., Inc. 2.75% 2/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |

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Intermediate Bond Fund of America — Page 21 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Health care (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Novartis Capital Corp. 2.00% 2/14/2027 | USD715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$655 |
| Pfizer, Inc. 2.95% 3/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
| Roche Holdings, Inc. 2.314% 3/10/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
| Roche Holdings, Inc. 1.93% 12/13/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 |
| Roche Holdings, Inc. 2.076% 12/13/2031<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
| Shire PLC 2.875% 9/23/2023 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5578 |
| Takeda Pharmaceutical Company, Ltd. 4.40% 11/26/2023 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9529 |
| Thermo Fisher Scientific, Inc. 4.80% 11/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| Thermo Fisher Scientific, Inc. 1.75% 10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314 |
| UnitedHealth Group, Inc. 2.375% 8/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7751 |
| UnitedHealth Group, Inc. 5.15% 10/15/2025 | &nbsp;&nbsp;22305 | &nbsp;&nbsp;&nbsp;&nbsp;22676 |
| UnitedHealth Group, Inc. 1.15% 5/15/2026 | &nbsp;&nbsp;26607 | &nbsp;&nbsp;&nbsp;&nbsp;23958 |
| UnitedHealth Group, Inc. 3.70% 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 |
| UnitedHealth Group, Inc. 5.25% 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| UnitedHealth Group, Inc. 4.00% 5/15/2029 | &nbsp;&nbsp;31625 | &nbsp;&nbsp;&nbsp;&nbsp;30410 |
| UnitedHealth Group, Inc. 2.00% 5/15/2030 | &nbsp;&nbsp;15760 | &nbsp;&nbsp;&nbsp;&nbsp;13139 |
| UnitedHealth Group, Inc. 4.20% 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 |
| Zoetis, Inc. 5.40% 11/14/2025 | &nbsp;&nbsp;26775 | &nbsp;&nbsp;&nbsp;&nbsp;27187 |
| Zoetis, Inc. 5.60% 11/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
|  |  | &nbsp;&nbsp;554687 |
| **Consumer discretionary 1.55%** |  |  |
| Amazon.com, Inc. 0.45% 5/12/2024 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251 |
| Amazon.com, Inc. 4.70% 11/29/2024 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;30060 |
| Amazon.com, Inc. 4.60% 12/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
| Amazon.com, Inc. 1.00% 5/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
| Amazon.com, Inc. 3.30% 4/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| Amazon.com, Inc. 1.20% 6/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| Amazon.com, Inc. 1.65% 5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
| American Honda Finance Corp. 0.55% 7/12/2024 | &nbsp;&nbsp;13727 | &nbsp;&nbsp;&nbsp;&nbsp;12803 |
| American Honda Finance Corp. 1.20% 7/8/2025 | &nbsp;&nbsp;15273 | &nbsp;&nbsp;&nbsp;&nbsp;13959 |
| American Honda Finance Corp. 1.00% 9/10/2025 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;11780 |
| American Honda Finance Corp. 1.30% 9/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7065 |
| American Honda Finance Corp. 2.00% 3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
| Bayerische Motoren Werke AG 3.15% 4/18/2024<sup>5</sup> | &nbsp;&nbsp;28171 | &nbsp;&nbsp;&nbsp;&nbsp;27501 |
| Bayerische Motoren Werke AG 1.25% 8/12/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| Bayerische Motoren Werke AG 2.55% 4/1/2031<sup>5</sup> | &nbsp;&nbsp;14910 | &nbsp;&nbsp;&nbsp;&nbsp;12505 |
| Daimler Trucks Finance North America, LLC 1.125% 12/14/2023<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
| Daimler Trucks Finance North America, LLC 1.625% 12/13/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| Daimler Trucks Finance North America, LLC 3.50% 4/7/2025<sup>5</sup> | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9618 |
| Daimler Trucks Finance North America, LLC 2.00% 12/14/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7878 |
| Daimler Trucks Finance North America, LLC 3.65% 4/7/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442 |
| Daimler Trucks Finance North America, LLC 2.375% 12/14/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891 |
| Daimler Trucks Finance North America, LLC 2.50% 12/14/2031<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
| DaimlerChrysler North America Holding Corp. 0.75% 3/1/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 |
| DaimlerChrysler North America Holding Corp. 2.70% 6/14/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7714 |
| DaimlerChrysler North America Holding Corp. 1.45% 3/2/2026<sup>5</sup> | &nbsp;&nbsp;18350 | &nbsp;&nbsp;&nbsp;&nbsp;16407 |
| General Motors Financial Co. 1.05% 3/8/2024 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3241 |
| General Motors Financial Co. 1.50% 6/10/2026 | &nbsp;&nbsp;11939 | &nbsp;&nbsp;&nbsp;&nbsp;10350 |
| General Motors Financial Co. 2.40% 4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
| General Motors Financial Co. 2.70% 6/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| Home Depot, Inc. 2.50% 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| Home Depot, Inc. 1.50% 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
| Hyundai Capital America 0.80% 4/3/2023<sup>5</sup> | &nbsp;&nbsp;45800 | &nbsp;&nbsp;&nbsp;&nbsp;45054 |

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Intermediate Bond Fund of America — Page 22 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Consumer discretionary (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Hyundai Capital America 0.875% 6/14/2024<sup>5</sup> | USD12,440 | &nbsp;&nbsp;$11562 |
| Hyundai Capital America 1.80% 10/15/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6106 |
| Hyundai Capital America 1.30% 1/8/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
| Hyundai Capital America 1.50% 6/15/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47606 | &nbsp;&nbsp;&nbsp;&nbsp;41108 |
| Hyundai Capital America 2.375% 10/15/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| Hyundai Capital America 2.00% 6/15/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
| Marriott International, Inc. 5.00% 10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10570 | &nbsp;&nbsp;&nbsp;&nbsp;10525 |
| Mercedes-Benz Finance North America, LLC 5.375% 11/26/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7456 |
| Mercedes-Benz Finance North America, LLC 5.25% 11/29/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5357 |
| Stellantis Finance US, Inc. 1.711% 1/29/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 |
| Stellantis Finance US, Inc. 5.625% 1/12/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984 |
| Stellantis Finance US, Inc. 2.691% 9/15/2031<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| Toyota Motor Credit Corp. 2.70% 1/11/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4879 |
| Toyota Motor Credit Corp. 3.35% 1/8/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9857 |
| Toyota Motor Credit Corp. 0.45% 1/11/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 |
| Toyota Motor Credit Corp. 2.90% 4/17/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 |
| Toyota Motor Credit Corp. 0.80% 1/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507 |
| Toyota Motor Credit Corp. 1.125% 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 |
| Toyota Motor Credit Corp. 1.90% 1/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765 |
| Toyota Motor Credit Corp. 1.90% 4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8231 |
| Volkswagen Group of America Finance, LLC 4.25% 11/13/2023<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9396 |
| Volkswagen Group of America Finance, LLC 2.85% 9/26/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 |
|  |  | &nbsp;&nbsp;386069 |
| **Communication services 1.44%** |  |  |
| AT&T, Inc. 1.70% 3/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52567 | &nbsp;&nbsp;&nbsp;&nbsp;47408 |
| AT&T, Inc. 2.30% 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33074 | &nbsp;&nbsp;&nbsp;&nbsp;29793 |
| AT&T, Inc. 1.65% 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8592 |
| AT&T, Inc. 4.35% 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221 |
| AT&T, Inc. 2.75% 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4847 |
| CCO Holdings, LLC and CCO Holdings Capital Corp. 4.50% 2/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42050 | &nbsp;&nbsp;&nbsp;&nbsp;41585 |
| CCO Holdings, LLC and CCO Holdings Capital Corp. 2.80% 4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15166 | &nbsp;&nbsp;&nbsp;&nbsp;12016 |
| CCO Holdings, LLC and CCO Holdings Capital Corp. 4.40% 4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 |
| Charter Communications Operating, LLC 2.30% 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 |
| Comcast Corp. 2.65% 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
| Meta Platforms, Inc. 3.85% 8/15/2032<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 |
| Netflix, Inc. 4.875% 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13635 | &nbsp;&nbsp;&nbsp;&nbsp;13263 |
| Netflix, Inc. 5.875% 11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11109 | &nbsp;&nbsp;&nbsp;&nbsp;11250 |
| Netflix, Inc. 6.375% 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 |
| Netflix, Inc. 5.375% 11/15/2029<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3814 |
| Netflix, Inc. 4.875% 6/15/2030<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171 |
| SBA Tower Trust 1.631% 11/15/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13740 | &nbsp;&nbsp;&nbsp;&nbsp;11697 |
| Take-Two Interactive Software, Inc. 3.30% 3/28/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735 | &nbsp;&nbsp;&nbsp;&nbsp;10454 |
| T-Mobile US, Inc. 3.50% 4/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19675 | &nbsp;&nbsp;&nbsp;&nbsp;19059 |
| T-Mobile US, Inc. 1.50% 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6723 |
| T-Mobile US, Inc. 3.75% 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;27489 |
| T-Mobile US, Inc. 2.05% 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |
| T-Mobile US, Inc. 3.875% 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 |
| T-Mobile US, Inc. 2.55% 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076 |
| T-Mobile US, Inc. 2.875% 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| Verizon Communications, Inc. 1.68% 10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12881 | &nbsp;&nbsp;&nbsp;&nbsp;10124 |
| Verizon Communications, Inc. 1.75% 1/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27538 | &nbsp;&nbsp;&nbsp;&nbsp;21600 |
| Verizon Communications, Inc. 2.55% 3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29664 | &nbsp;&nbsp;&nbsp;&nbsp;24764 |
| WarnerMedia Holdings, Inc. 3.638% 3/15/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7126 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Communication services (continued)** | Principal amount<br> (000) | Value<br> (000) |
| WarnerMedia Holdings, Inc. 3.755% 3/15/2027<sup>5</sup> | USD24,123 | &nbsp;&nbsp;$21996 |
| WarnerMedia Holdings, Inc. 4.054% 3/15/2029<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| WarnerMedia Holdings, Inc. 4.279% 3/15/2032<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  |  | &nbsp;&nbsp;357946 |
| **Consumer staples 1.23%** |  |  |
| 7-Eleven, Inc. 0.625% 2/10/2023<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8480 |
| 7-Eleven, Inc. 0.80% 2/10/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 |
| 7-Eleven, Inc. 0.95% 2/10/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12127 | &nbsp;&nbsp;&nbsp;&nbsp;10647 |
| 7-Eleven, Inc. 1.30% 2/10/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9241 |
| 7-Eleven, Inc. 1.80% 2/10/2031<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24038 | &nbsp;&nbsp;&nbsp;&nbsp;18586 |
| Altria Group, Inc. 2.35% 5/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 |
| Altria Group, Inc. 4.40% 2/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8564 |
| Altria Group, Inc. 3.40% 5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
| Altria Group, Inc. 2.45% 2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25444 | &nbsp;&nbsp;&nbsp;&nbsp;19325 |
| Anheuser-Busch InBev NV 4.75% 1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;11004 |
| British American Tobacco PLC 2.789% 9/6/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;33482 |
| British American Tobacco PLC 3.215% 9/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;23220 |
| British American Tobacco PLC 4.448% 3/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
| Coca-Cola Company 1.00% 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20250 | &nbsp;&nbsp;&nbsp;&nbsp;17169 |
| Conagra Brands, Inc. 4.30% 5/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2629 |
| Conagra Brands, Inc. 1.375% 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17415 | &nbsp;&nbsp;&nbsp;&nbsp;14500 |
| Constellation Brands, Inc. 3.60% 5/9/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
| Constellation Brands, Inc. 4.35% 5/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp;&nbsp;&nbsp;10285 |
| Constellation Brands, Inc. 4.75% 5/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| Imperial Tobacco Finance PLC 6.125% 7/27/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 |
| Keurig Dr Pepper, Inc. 4.417% 5/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 |
| Nestlé Holdings, Inc. 3.35% 9/24/2023<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 |
| Nestlé Holdings, Inc. 0.625% 1/15/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8869 |
| Nestlé Holdings, Inc. 1.15% 1/14/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19395 | &nbsp;&nbsp;&nbsp;&nbsp;16965 |
| Nestlé Holdings, Inc. 1.00% 9/15/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
| PepsiCo, Inc. 1.625% 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
| PepsiCo, Inc. 1.95% 10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9435 |
| Philip Morris International, Inc. 1.50% 5/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12728 | &nbsp;&nbsp;&nbsp;&nbsp;11784 |
| Philip Morris International, Inc. 5.00% 11/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8796 |
| Philip Morris International, Inc. 0.875% 5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
| Philip Morris International, Inc. 5.125% 11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34375 | &nbsp;&nbsp;&nbsp;&nbsp;34465 |
| Philip Morris International, Inc. 5.625% 11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 |
| Philip Morris International, Inc. 5.75% 11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| Procter & Gamble Company 0.55% 10/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816 |
| Procter & Gamble Company 1.00% 4/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954 |
| Procter & Gamble Company 1.20% 10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| Unilever Capital Corp. 2.60% 5/5/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166 |
|  |  | &nbsp;&nbsp;306310 |
| **Industrials 0.84%** |  |  |
| Boeing Company 4.508% 5/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 |
| Boeing Company 1.95% 2/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24062 |
| Boeing Company 4.875% 5/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478 |
| Boeing Company 2.75% 2/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20292 | &nbsp;&nbsp;&nbsp;&nbsp;18792 |
| Boeing Company 2.196% 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22066 | &nbsp;&nbsp;&nbsp;&nbsp;20068 |
| Boeing Company 3.25% 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9679 |
| Boeing Company 5.15% 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4866 |
| Boeing Company 3.625% 2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Industrials (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Canadian Pacific Railway, Ltd. 1.75% 12/2/2026 | USD15,798 | &nbsp;&nbsp;$14126 |
| Canadian Pacific Railway, Ltd. 2.45% 12/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3462 |
| Emerson Electric Co. 1.80% 10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5969 |
| General Dynamics Corp. 1.15% 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21150 | &nbsp;&nbsp;&nbsp;&nbsp;18872 |
| General Dynamics Corp. 2.25% 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| General Electric Capital Corp. 4.418% 11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| Honeywell International, Inc. 2.30% 8/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24100 | &nbsp;&nbsp;&nbsp;&nbsp;23245 |
| L3Harris Technologies, Inc. 1.80% 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| Lockheed Martin Corp. 4.95% 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;11237 |
| Lockheed Martin Corp. 5.10% 11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9221 |
| Lockheed Martin Corp. 5.25% 1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| Masco Corp. 1.50% 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 |
| Otis Worldwide Corp. 2.293% 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811 |
| Raytheon Technologies Corp. 1.90% 9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
| Raytheon Technologies Corp. 2.375% 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
| Siemens AG 0.40% 3/11/2023<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988 |
| Siemens AG 0.65% 3/11/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 |
| Siemens AG 1.20% 3/11/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 |
| Siemens AG 1.70% 3/11/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| Union Pacific Corp. 3.50% 6/8/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 |
| Union Pacific Corp. 3.15% 3/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9627 |
| Union Pacific Corp. 2.15% 2/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 |
| Union Pacific Corp. 2.375% 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8756 |
| Union Pacific Corp. 2.80% 2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
| United Technologies Corp. 3.65% 8/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
|  |  | &nbsp;&nbsp;208205 |
| **Real estate 0.80%** |  |  |
| Alexandria Real Estate Equities, Inc. 3.80% 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747 |
| Alexandria Real Estate Equities, Inc. 2.75% 12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 |
| American Tower Corp. 1.60% 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8339 |
| American Tower Corp. 1.45% 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14181 | &nbsp;&nbsp;&nbsp;&nbsp;12346 |
| American Tower Corp. 3.65% 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
| American Tower Corp. 2.70% 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
| American Tower Corp. 4.05% 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| Corporate Office Properties, LP 2.25% 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859 |
| Corporate Office Properties, LP 2.00% 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484 |
| Corporate Office Properties, LP 2.75% 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| Equinix, Inc. 2.625% 11/18/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30443 | &nbsp;&nbsp;&nbsp;&nbsp;28996 |
| Equinix, Inc. 1.25% 7/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14633 | &nbsp;&nbsp;&nbsp;&nbsp;13227 |
| Equinix, Inc. 1.45% 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15578 | &nbsp;&nbsp;&nbsp;&nbsp;13738 |
| Equinix, Inc. 1.80% 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303 |
| Equinix, Inc. 1.55% 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
| Equinix, Inc. 2.00% 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13563 | &nbsp;&nbsp;&nbsp;&nbsp;11417 |
| Equinix, Inc. 2.15% 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984 |
| Equinix, Inc. 2.50% 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| Extra Space Storage, Inc. 2.35% 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| Invitation Homes Operating Partnership, LP 2.30% 11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6412 |
| Invitation Homes Operating Partnership, LP 2.00% 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| Public Storage 1.85% 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15427 | &nbsp;&nbsp;&nbsp;&nbsp;13286 |
| Public Storage 1.95% 11/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2619 |
| Scentre Group 3.25% 10/28/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 |
| Sun Communities Operating, LP 2.30% 11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7105 |
| Sun Communities Operating, LP 2.70% 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Real estate (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Sun Communities Operating, LP 4.20% 4/15/2032 | USD360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$311 |
| VICI Properties, LP 4.375% 5/15/2025 | &nbsp;&nbsp;10073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9706 |
| VICI Properties, LP 4.75% 2/15/2028 | &nbsp;&nbsp;38841 | &nbsp;&nbsp;&nbsp;&nbsp;36657 |
| VICI Properties, LP 4.95% 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| WEA Finance, LLC 3.75% 9/17/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3592 |
|  |  | &nbsp;&nbsp;199616 |
| **Information technology 0.71%** |  |  |
| Analog Devices, Inc. 1.70% 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 |
| Analog Devices, Inc. 2.10% 10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| Apple, Inc. 1.80% 9/11/2024 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 |
| Apple, Inc. 0.55% 8/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 |
| Apple, Inc. 3.25% 8/8/2029 | &nbsp;&nbsp;10535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9886 |
| Apple, Inc. 3.35% 8/8/2032 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9611 |
| Broadcom Corp. 3.875% 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7104 |
| Broadcom, Inc. 3.15% 11/15/2025 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14280 |
| Broadcom, Inc. 1.95% 2/15/2028<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4701 |
| Broadcom, Inc. 4.00% 4/15/2029<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| Fidelity National Information Services, Inc. 1.15% 3/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8614 |
| Fiserv, Inc. 3.20% 7/1/2026 | &nbsp;&nbsp;49500 | &nbsp;&nbsp;&nbsp;&nbsp;46629 |
| Fiserv, Inc. 2.65% 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| Global Payments, Inc. 2.90% 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109 |
| Intuit, Inc. 0.95% 7/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
| Intuit, Inc. 1.35% 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154 |
| Mastercard, Inc. 1.90% 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
| Mastercard, Inc. 2.00% 11/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| Microsoft Corp. 2.40% 8/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 |
| Oracle Corp. 1.65% 3/25/2026 | &nbsp;&nbsp;32540 | &nbsp;&nbsp;&nbsp;&nbsp;29224 |
| Oracle Corp. 2.30% 3/25/2028 | &nbsp;&nbsp;10098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8757 |
| Oracle Corp. 2.875% 3/25/2031 | &nbsp;&nbsp;18193 | &nbsp;&nbsp;&nbsp;&nbsp;15236 |
| salesforce.com, inc. 1.50% 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6925 |
| salesforce.com, inc. 1.95% 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| VeriSign, Inc. 2.70% 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735 |
| Visa, Inc. 0.75% 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  |  | &nbsp;&nbsp;176273 |
| **Materials 0.36%** |  |  |
| Anglo American Capital PLC 5.375% 4/1/2025<sup>5</sup> | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9932 |
| ArcelorMittal 3.60% 7/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |
| Celanese US Holdings, LLC 6.05% 3/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987 |
| Celanese US Holdings, LLC 6.165% 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938 |
| Celanese US Holdings, LLC 6.33% 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
| Dow Chemical Co. 2.10% 11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5599 |
| Glencore Funding, LLC 1.625% 4/27/2026<sup>5</sup> | &nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;18690 |
| International Flavors & Fragrances, Inc. 1.23% 10/1/2025<sup>5</sup> | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8846 |
| International Flavors & Fragrances, Inc. 1.832% 10/15/2027<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4234 |
| Linde, Inc. 4.70% 12/5/2025 | &nbsp;&nbsp;10860 | &nbsp;&nbsp;&nbsp;&nbsp;10899 |
| LYB International Finance III, LLC 1.25% 10/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 |
| LYB International Finance III, LLC 2.25% 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
| Nutrien, Ltd. 5.90% 11/7/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
| Nutrien, Ltd. 5.95% 11/7/2025 | &nbsp;&nbsp;12790 | &nbsp;&nbsp;&nbsp;&nbsp;13060 |
| Praxair, Inc. 1.10% 8/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Materials (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Sherwin-Williams Company 2.20% 3/15/2032 | USD475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$377 |
| Vale Overseas, Ltd. 3.75% 7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89978 |
| **Energy 0.35%** |  |  |
| Baker Hughes Holdings, LLC 2.061% 12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2981 |
| BP Capital Markets America, Inc. 2.721% 1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7379 |
| Canadian Natural Resources, Ltd. 2.95% 1/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8993 |
| Canadian Natural Resources, Ltd. 2.05% 7/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 |
| Chevron Corp. 1.554% 5/11/2025 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9355 |
| Chevron Corp. 1.995% 5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6445 |
| Chevron USA, Inc. 0.687% 8/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3213 |
| Chevron USA, Inc. 1.018% 8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592 |
| Continental Resources, Inc. 2.875% 4/1/2032<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| EQT Corp. 5.70% 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| Exxon Mobil Corp. 2.019% 8/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7005 |
| Exxon Mobil Corp. 2.992% 3/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4846 |
| Exxon Mobil Corp. 2.61% 10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 |
| ONEOK, Inc. 5.85% 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3808 |
| Pioneer Natural Resources Company 1.125% 1/15/2026 | &nbsp;&nbsp;12333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11014 |
| Qatar Petroleum 1.375% 9/12/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
| Saudi Arabian Oil Co. 1.625% 11/24/2025<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 |
| Shell International Finance BV 2.00% 11/7/2024 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 |
| Total Capital International 2.434% 1/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5988 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86901 |
| **Total corporate bonds, notes & loans** |  | &nbsp;&nbsp;4777312 |
| **Asset-backed obligations 12.13%** |  |  |
| 522 Funding CLO, Ltd., Series 18-2, Class A, (3-month USD-LIBOR + 1.04%) 5.283% 4/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 |
| 522 Funding CLO, Ltd., Series 18-3, Class AR, (3-month USD-LIBOR + 1.04%) 5.283% 10/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
| ABPCI Direct Lending Fund CLO, Ltd., Series 2020-9, Class A1R,<br> (3-Month USD-LIBOR + 1.40%) 5.758% 11/18/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
| Aesop Funding, LLC, Series 2017-2A, Class A, 2.97% 3/20/2024<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 |
| Aesop Funding, LLC, Series 2018-1A, Class A, 3.70% 9/20/2024<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3192 |
| Aesop Funding, LLC, Series 2018-2A, Class A, 4.00% 3/20/2025<sup>1,5</sup> | &nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34801 |
| Aesop Funding, LLC, Series 2019-2A, Class A, 3.35% 9/22/2025<sup>1,5</sup> | &nbsp;&nbsp;24180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23226 |
| Aesop Funding, LLC, Series 2020-1A, Class A, 2.33% 8/20/2026<sup>1,5</sup> | &nbsp;&nbsp;15377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14108 |
| Aesop Funding, LLC, Series 2020-2, Class A, 2.02% 2/20/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060 |
| Aesop Funding, LLC, Series 2020-2A, Class B, 2.96% 2/20/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
| Aesop Funding, LLC, Series 2021-1A, Class A, 1.38% 8/20/2027<sup>1,5</sup> | &nbsp;&nbsp;21452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18518 |
| Affirm Asset Securitization Trust, Series 2021-B, Class A, 1.03% 8/17/2026<sup>1,5</sup> | &nbsp;&nbsp;28642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27006 |
| Affirm Asset Securitization Trust, Series 2021-Z2, Class A, 1.17% 11/16/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8659 |
| AGL CLO, Ltd., Series 2022-18A, Class A1, (3-month USD CME Term SOFR + 1.32%) 5.308% 4/21/2031<sup>1,3,5</sup> | &nbsp;&nbsp;11094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10965 |
| Allegro CLO, Ltd., Series 2016-1A, Class AR2, (3-month USD-LIBOR + 0.95%) 5.029% 1/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;21178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20926 |
| Allegro CLO, Ltd., Series 2017-1A, Class AR, (3-month USD-LIBOR + 0.95%) 5.029% 10/16/2030<sup>1,3,5</sup> | &nbsp;&nbsp;18082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17758 |
| ALM Loan Funding, Series 2020-1A, Class A2, (3-month USD-LIBOR + 1.85%) 5.929% 10/15/2029<sup>1,3,5</sup> | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250 |
| American Credit Acceptance Receivables Trust, Series 2022-4, Class A, 6.20% 5/13/2026<sup>1,5</sup> | &nbsp;&nbsp;14228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14229 |
| American Credit Acceptance Receivables Trust, Series 2020-3, Class C, 1.85% 6/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081 |
| American Credit Acceptance Receivables Trust, Series 2022-3, Class B, 4.55% 10/13/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818 |
| American Express Credit Account Master Trust, Series 2018-5, Class A, 4.215% 12/15/2025<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
| American Express Credit Account Master Trust, Series 2018-9, Class A,<br> (1-month USD-LIBOR + 0.38%) 4.255% 4/15/2026<sup>1,3</sup> | &nbsp;&nbsp;49425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49445 |
| American Express Credit Account Master Trust, Series 2022-3, Class A, 3.75% 8/16/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9134 |

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Intermediate Bond Fund of America — Page 27 of 40

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| American Express Credit Account Master Trust, Series 2022-4, Class A, 4.95% 10/15/2027<sup>1</sup> | USD7,270 | &nbsp;&nbsp;$7313 |
| American Homes 4 Rent, Series 2014-SFR2, Class A, 3.786% 10/17/2036<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18707 | &nbsp;&nbsp;17943 |
| American Homes 4 Rent, Series 2015-SFR1, Class A, 3.467% 4/17/2052<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;1635 |
| American Homes 4 Rent, Series 2015-SFR2, Class A, 3.732% 10/17/2052<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34945 | &nbsp;&nbsp;33143 |
| American Homes 4 Rent, Series 2015-SFR2, Class B, 4.295% 10/17/2052<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp;&nbsp;&nbsp;6296 |
| American Money Management Corp., Series 2017-21, Class C,<br> (3-month USD-LIBOR + 2.10%) 6.56% 11/2/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1237 |
| AmeriCredit Automobile Receivables Trust, Series 2020-2, Class A3, 0.66% 12/18/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| Anchorage Capital CLO, Ltd., Series 2014-4R, Class A, (3-month USD-LIBOR + 1.05%) 5.424% 1/28/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| Apidos CLO, Series 2017-27, Class A1R, (3-month USD-LIBOR + 0.93%) 5.009% 7/17/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;1105 |
| Apidos CLO, Series 2013-15, Class A1RR (3-month USD-LIBOR + 1.01%) 5.253% 4/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1186 |
| Apidos CLO, Series 2022-42, Class D, (3-month USD-LIBOR + 5.76%) 8.85% 1/20/2036<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| Ares CLO, Ltd., Series 2017-42A, Class AR, (3-month USD-LIBOR + 0.92%) 5.245% 1/22/2028<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27262 | &nbsp;&nbsp;26934 |
| Avis Budget Rental Car Funding AESOP, LLC, Series 2022-5, Class A, 6.12% 4/20/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14587 | &nbsp;&nbsp;14582 |
| BA Credit Card Trust, Series 2022-A2, Class A2, 5.00% 4/17/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25118 | &nbsp;&nbsp;25148 |
| Bain Capital Credit CLO, Ltd., Series 2017-2, Class AR2, (3-month USD-LIBOR + 1.18%) 5.538% 7/25/2034<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1933 |
| Ballyrock CLO, Ltd., Series 2019-2A, Class A1AR, (3-month USD-LIBOR + 1.00%) 5.675% 11/20/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;44485 | &nbsp;&nbsp;43877 |
| Bankers Healthcare Group Securitization Trust, Series 2020-A, Class A, 2.56% 9/17/2031<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 |
| Bankers Healthcare Group Securitization Trust, Series 2020-A, Class B, 3.59% 9/17/2031<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6545 |
| Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6091 | &nbsp;&nbsp;&nbsp;&nbsp;5643 |
| Bankers Healthcare Group Securitization Trust, Series 2021-B, Class A, 0.90% 10/17/2034<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5086 | &nbsp;&nbsp;&nbsp;&nbsp;4778 |
| Bankers Healthcare Group Securitization Trust, Series 2022-A, Class A, 1.71% 2/20/2035<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9245 | &nbsp;&nbsp;&nbsp;&nbsp;8622 |
| Battalion CLO, Ltd., Series 2018-12, Class A2R, (1-month USD-LIBOR + 1.45%) 6.10% 5/17/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2256 |
| Benefit Street Partners CLO, Ltd., Series 2015-8, Class A1AR,<br> (3-month USD-LIBOR + 1.10%) 5.343% 1/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| Betony CLO 2, Ltd., Series 2018-1, Class A2, (3-month USD LIBOR + 1.60%) 6.015% 4/30/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
| Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US, LLC, Series 2021-1, Class A,<br> 2.443% 7/15/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2128 |
| BlueMountain CLO, Ltd., Series 2015-3, Class CR, (3-month USD LIBOR + 2.60%) 6.843% 4/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| BlueMountain CLO, Ltd., Series 2018-22, Class C, (3-month USD LIBOR + 1.95%) 6.029% 7/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2127 |
| Capital One Multi-Asset Execution Trust, Series 2018-2, Class A2,<br> (1-month USD-LIBOR + 0.35%) 4.225% 3/16/2026<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48059 | &nbsp;&nbsp;48036 |
| Capital One Multi-Asset Execution Trust, Series 2022-A3, Class A, 4.95% 10/15/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16968 | &nbsp;&nbsp;17057 |
| Carlyle Global Market Strategies, CLO, Series 2013-1, Class A1RR,<br> (3-month USD-LIBOR + 0.95%) 5.60% 8/14/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| Carlyle Global Market Strategies, CLO, Series 2017-C, Class A1AR,<br> (3-month USD-LIBOR + 1.03%) 5.445% 4/30/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| Carlyle Global Market Strategies, CLO, Series 2014-5, Class A1RR,<br> (3-month USD-LIBOR + 1.14%) 5.219% 7/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
| Carlyle Global Market Strategies, CLO, Series 2014-3R, Class A1A,<br> (3-month USD-LIBOR + 1.05%) 5.408% 7/27/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;2980 |
| CarMax Auto Owner Trust, Series 2022-4, Class A2A, 5.34% 12/15/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6151 | &nbsp;&nbsp;&nbsp;&nbsp;6143 |
| Carval CLO, Ltd., Series 2021-2, Class A, (3-month USD-LIBOR + 1.20%) 5.279% 10/15/2034<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class C, 1.72% 9/11/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class A2, 1.80% 9/11/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;1363 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/2037<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12734 | &nbsp;&nbsp;10827 |
| Castlelake Aircraft Securitization Trust, Series 2017-1R, Class A, 2.741% 8/15/2041<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3787 | &nbsp;&nbsp;&nbsp;&nbsp;3285 |
| Cent CLO, Ltd., Series 2014-21A, Class AR,<br> (3-month USD-LIBOR + 0.97%) 5.328% 7/27/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53656 | &nbsp;&nbsp;52774 |
| Cerberus Loan Funding, LP, CLO, Series 2019-1A, Class AR,<br> (3-month USD-LIBOR + 1.50%) 5.579% 4/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1950 |
| Cerberus Loan Funding, LP, CLO, Series 2022-2, Class A1,<br> (3-month USD CME Term SOFR + 2.75%) 6.827% 10/15/2034<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55481 | &nbsp;&nbsp;49179 |
| CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/2060<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10588 | &nbsp;&nbsp;&nbsp;&nbsp;8812 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061<sup>1,5</sup> | USD38,357 | $33140 |
| CF Hippolyta, LLC, Series 2022-1, Class A1, 5.97% 8/15/2062<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47672 | &nbsp;&nbsp;47200 |
| CF Hippolyta, LLC, Series 2022-1, Class A2, 6.11% 8/15/2062<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11584 | &nbsp;&nbsp;11088 |
| CIFC Funding, Ltd., CLO, Series 2017-1A, Class B, (3-month USD-LIBOR + 1.70%) 5.978% 4/23/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3449 |
| CIFC Funding, Ltd., CLO, Series 2017-5, Class A1, (3-month USD-LIBOR + 1.18%) 5.259% 11/16/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| CIFC Funding, Ltd., CLO, Series 2015-1, Class ARR, (3-month USD-LIBOR + 1.11%) 5.435% 1/22/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| CIFC Funding, Ltd., CLO, Series 2018-3A, Class A, (3-month USD-LIBOR + 1.10%) 5.294% 7/18/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2258 |
| Citibank Credit Card Issuance Trust, Series 2018-A4, Class A4, 4.187% 6/9/2025<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25270 | &nbsp;&nbsp;25242 |
| Citibank Credit Card Issuance Trust, Series 2017-A5, Class A5,<br> (1-month USD-LIBOR + 0.62%) 4.577% 4/22/2026<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14879 | &nbsp;&nbsp;14870 |
| CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803 | &nbsp;&nbsp;&nbsp;&nbsp;3267 |
| CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8741 | &nbsp;&nbsp;&nbsp;&nbsp;7501 |
| CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2352 | &nbsp;&nbsp;&nbsp;&nbsp;2029 |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 1.64% 2/18/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;3678 |
| Cloud Pass-Through Trust, Series 2019-1A, Class CLOU, 3.554% 12/5/2022<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Covenant Credit Partners CLO, Ltd., Series 2017-1, Class C1,<br> (3-month USD-LIBOR + 2.55%) 6.629% 10/15/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
| CPS Auto Receivables Trust, Series 2020-B, Class D, 4.75% 4/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| CPS Auto Receivables Trust, Series 2022-B, Class A, 2.88% 6/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7384 | &nbsp;&nbsp;&nbsp;&nbsp;7230 |
| CPS Auto Receivables Trust, Series 2022-D, Class A, 6.09% 1/15/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12292 | &nbsp;&nbsp;12281 |
| CPS Auto Receivables Trust, Series 2022-C, Class A, 4.18% 4/15/2030<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6089 | &nbsp;&nbsp;&nbsp;&nbsp;6024 |
| Credit Acceptance Auto Loan Trust, Series 2020-2A, Class A, 1.37% 7/16/2029<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10749 | &nbsp;&nbsp;10624 |
| Credit Acceptance Auto Loan Trust, Series 2020-2A, Class B, 1.93% 9/17/2029<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8091 |
| Credit Acceptance Auto Loan Trust, Series 2021-3A, Class A, 1.00% 5/15/2030<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;10379 |
| Crestline Denali CLO XVII, LLC, Series 2018-1, Class C, (3-month USD-LIBOR + 2.35%) 6.429% 10/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
| Discover Card Execution Note Trust, Series 2018-A6, Class A6,<br> (1-month USD-LIBOR + 0.39%) 4.265% 3/15/2026<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49403 | &nbsp;&nbsp;49367 |
| Discover Card Execution Note Trust, Series 2022-4, Class A, 4.612% 10/15/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9970 | &nbsp;&nbsp;10015 |
| Drive Auto Receivables Trust, Series 2019-3, Class C, 2.90% 8/15/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| Drive Auto Receivables Trust, Series 2021-3, Class B, 1.11% 5/15/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9160 | &nbsp;&nbsp;&nbsp;&nbsp;8839 |
| Drive Auto Receivables Trust, Series 2020-2, Class C, 2.28% 8/17/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6269 | &nbsp;&nbsp;&nbsp;&nbsp;6222 |
| Drive Auto Receivables Trust, Series 2020-2, Class D, 3.05% 5/15/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964 | &nbsp;&nbsp;&nbsp;&nbsp;3870 |
| DriveTime Auto Owner Trust, Series 2021-2A, Class A, 0.41% 3/17/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2257 | &nbsp;&nbsp;&nbsp;&nbsp;2247 |
| DriveTime Auto Owner Trust, Series 2021-1A, Class B, 0.62% 9/15/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp;&nbsp;1493 |
| DriveTime Auto Owner Trust, Series 2020-1, Class C, 2.29% 11/17/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7279 | &nbsp;&nbsp;&nbsp;&nbsp;7241 |
| DriveTime Auto Owner Trust, Series 2020-2A, Class C, 3.28% 3/16/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4111 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
| DriveTime Auto Owner Trust, Series 2020-2A, Class D, 4.73% 3/16/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| DriveTime Auto Owner Trust, Series 2022-2A, Class A, 2.88% 6/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 | &nbsp;&nbsp;&nbsp;&nbsp;4413 |
| DriveTime Auto Owner Trust, Series 2022-3, Class A, 6.05% 10/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;14980 |
| DriveTime Auto Owner Trust, Series 2022-2A, Class C, 4.72% 3/15/2028<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9663 |
| Dryden Senior Loan Fund, CLO, Series 2017-47A, Class A1R,<br> (3-month USD-LIBOR + 0.98%) 5.059% 4/15/2028<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55112 | &nbsp;&nbsp;54506 |
| Dryden Senior Loan Fund, CLO, Series 2013-28, Class A1LR,<br> (3-month USD-LIBOR + 1.20%) 5.806% 8/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2164 |
| Dryden Senior Loan Fund, CLO, Series 2018-57, Class A,<br> (3-month USD-LIBOR + 1.01%) 5.616% 5/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1232 |
| Dryden Senior Loan Fund, CLO, Series 2019-72, Class CR,<br> (3-month USD-LIBOR + 1.85%) 6.456% 5/15/2032<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 | &nbsp;&nbsp;&nbsp;&nbsp;1970 |
| EDvestinU Private Education Loan, LLC, Series 2021-A, Class A, 1.80% 11/25/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;2395 |
| Enterprise Fleet Financing, LLC, Series 2022-1, Class A2, 3.03% 1/20/2028<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15010 | &nbsp;&nbsp;14532 |
| Enterprise Fleet Financing, LLC, Series 2022-3, Class A2, 4.38% 7/20/2029<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8754 | &nbsp;&nbsp;&nbsp;&nbsp;8531 |
| Enterprise Fleet Financing, LLC, Series 2022-4, Class A2, 5.76% 10/22/2029<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20301 | &nbsp;&nbsp;20399 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class A2, 3.99% 8/15/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 | &nbsp;&nbsp;&nbsp;&nbsp;4741 |
| Exeter Automobile Receivables Trust, Series 2020-1A, Class C, 2.49% 1/15/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| Exeter Automobile Receivables Trust, Series 2020-2A, Class C, 3.28% 5/15/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;2693 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Exeter Automobile Receivables Trust, Series 2021-4A, Class A3, 0.68% 7/15/2025<sup>1</sup> | USD5,957 | &nbsp;&nbsp;$5919 |
| Exeter Automobile Receivables Trust, Series 2022-6, Class A2, 5.73% 11/17/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6602 | &nbsp;&nbsp;&nbsp;&nbsp;6602 |
| Exeter Automobile Receivables Trust, Series 2020-2, Class D, 4.73% 4/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2501 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class B, 4.57% 1/15/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13665 | &nbsp;&nbsp;13364 |
| Exeter Automobile Receivables Trust, Series 2022-6, Class B, 6.03% 8/16/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806 | &nbsp;&nbsp;&nbsp;&nbsp;5806 |
| First Investors Auto Owner Trust, Series 2021-1A, Class A, 0.45% 3/16/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
| FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.266% 10/19/2037<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20368 | &nbsp;&nbsp;17975 |
| FirstKey Homes Trust, Series 2021-SFR3, Class A, 2.135% 12/17/2038<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4111 | &nbsp;&nbsp;&nbsp;&nbsp;3576 |
| Flagship Credit Auto Trust, Series 2022-4, Class A2, 6.15% 9/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23560 | &nbsp;&nbsp;23526 |
| Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19% 7/15/2031<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;1633 |
| Ford Credit Auto Owner Trust, Series 2020-1, Class A, 2.04% 8/15/2031<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8524 | &nbsp;&nbsp;&nbsp;&nbsp;7920 |
| Ford Credit Auto Owner Trust, Series 2021-1, Class A, 1.37% 10/17/2033<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 | &nbsp;&nbsp;&nbsp;&nbsp;5861 |
| Galaxy CLO, Ltd., Series 2013-15, Class ARR, (3-month USD-LIBOR + 0.97%) 5.049% 10/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1973 |
| Galaxy CLO, Ltd., Series 2015-21, Class AR, (3-month USD-LIBOR + 1.02%) 5.263% 4/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1468 |
| Galaxy CLO, Ltd., Series 2015-21, Class BR, (3-month USD-LIBOR + 1.35%) 5.593% 4/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 |
| GCI Funding I, LLC, Series 2020-1, Class A, 2.82% 10/18/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9657 | &nbsp;&nbsp;&nbsp;&nbsp;8519 |
| GCI Funding I, LLC, Series 2020-1, Class B, 3.81% 10/18/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;1170 |
| GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;6391 |
| Global SC Finance V SRL, Series 2019-1A, Class B, 4.81% 9/17/2039<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343 | &nbsp;&nbsp;&nbsp;&nbsp;5006 |
| Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18424 | &nbsp;&nbsp;16388 |
| Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20156 | &nbsp;&nbsp;17871 |
| Global SC Finance VII SRL, Series 2021-1A, Class A, 1.86% 4/17/2041<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36282 | &nbsp;&nbsp;31222 |
| Global SC Finance VII SRL, Series 2021-2A, Class A, 1.95% 8/17/2041<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12981 | &nbsp;&nbsp;11239 |
| GM Financial Consumer Automobile Receivables Trust, Series 2020-2, Class A3, 1.49% 12/16/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 |
| GM Financial Revolving Receivables Trust, Series 2022-1, Class A, 5.91% 10/11/2035<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13104 | &nbsp;&nbsp;13295 |
| GoldenTree Loan Management US CLO, Ltd., Series 2017-2, Class AR,<br> (3-month USD-LIBOR + 0.91%) 5.153% 11/20/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;1291 |
| Greywolf CLO, Ltd., Series 2015-1, Class BR, (3-month USD-LIBOR + 2.00%) 6.358% 1/27/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1705 |
| Halcyon Loan Advisors Funding, Ltd., Series 2018-2, Class C,<br> (3-month USD-LIBOR + 3.40%) 7.725% 1/22/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| Hayfin Kingsland VIII, Ltd., Series 2018-8, Class A, (3-month USD-LIBOR + 1.12%) 5.363% 4/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1969 |
| Hertz Vehicle Financing III, LLC, Series 2021-1A, Class A, 1.21% 12/26/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;49301 | &nbsp;&nbsp;45241 |
| Hertz Vehicle Financing III, LLC, Series 2021-1A, Class B, 1.56% 12/26/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 | &nbsp;&nbsp;&nbsp;&nbsp;3558 |
| Hertz Vehicle Financing III, LLC, Series 2021-1A, Class C, 2.05% 12/26/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| Hertz Vehicle Financing III, LLC, Series 2022-1A, Class A, 1.99% 6/25/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28105 | &nbsp;&nbsp;25742 |
| Hertz Vehicle Financing III, LLC, Series 2022-1A, Class B, 2.19% 6/25/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2195 |
| Hertz Vehicle Financing III, LLC, Series 2022-4A, Class A, 3.73% 9/25/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14390 | &nbsp;&nbsp;13628 |
| Hertz Vehicle Financing III, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;74397 | &nbsp;&nbsp;63730 |
| Hertz Vehicle Financing III, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526 | &nbsp;&nbsp;&nbsp;&nbsp;5468 |
| Hertz Vehicle Financing III, LLC, Series 2022-2A, Class A, 2.33% 6/26/2028<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16820 | &nbsp;&nbsp;14677 |
| Hertz Vehicle Financing III, LLC, Series 2022-2A, Class B, 2.65% 6/26/2028<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495 | &nbsp;&nbsp;&nbsp;&nbsp;3741 |
| Hertz Vehicle Financing III, LLC, Series 2022-5A, Class A, 3.89% 9/25/2028<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;13895 |
| ICG US CLO, Ltd., Series 2014-2, Class ARR, (3-month USD-LIBOR + 1.03%) 5.109% 1/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| KKR Financial CLO, Ltd., Series 11, Class AR, (3-month USD-LIBOR + 1.18%) 5.259% 1/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| KKR Financial CLO, Ltd., Series 28, Class A, (3-month USD-LIBOR + 1.14%) 4.433% 3/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1233 |
| KKR Financial CLO, Ltd., Series 21, Class A, (3-month USD-LIBOR + 1.00%) 5.079% 4/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557 | &nbsp;&nbsp;&nbsp;&nbsp;1533 |
| KKR Financial CLO, Ltd., Series 21, Class B, (3-month USD-LIBOR + 1.40%) 5.479% 4/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
| KKR Financial CLO, Ltd., Series 22-2, Class C, (3-month USD CME Term SOFR + 4.25%) 8.475% 10/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1000 |
| KKR Financial CLO, Ltd., Series 32, Class A1, (3-month USD-LIBOR + 1.32%) 5.399% 1/15/2032<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2467 |
| KKR Financial CLO, Ltd., Series 22-43, Class D, (3-month USD CME Term SOFR + 6.12%) 0% 7/15/2034<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;1531 |
| KKR Financial CLO, Ltd., Series 16, Class A12R, (3-month USD-LIBOR + 1.21%) 5.453% 10/20/2034<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
| LAD Auto Receivables Trust, Series 2021-1A, Class A, 1.30% 8/17/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11961 | &nbsp;&nbsp;11584 |
| LAD Auto Receivables Trust, Series 2021-1A, Class B, 1.94% 11/16/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;1839 |
| LAD Auto Receivables Trust, Series 2022-1, Class A, 5.21% 6/15/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19017 | &nbsp;&nbsp;18675 |
| LAD Auto Receivables Trust, Series 2022-1, Class B, 5.87% 9/15/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759 | &nbsp;&nbsp;&nbsp;&nbsp;1706 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Longfellow Place CLO, Ltd., Series 2013-1A, Class AR3,<br> (3-month USD-LIBOR + 1.00%) 5.079% 4/15/2029<sup>1,3,5</sup> | USD11,668 | &nbsp;&nbsp;$11592 |
| Madison Park Funding, Ltd., CLO, Series 2018-30, Class A,<br> (3-month USD-LIBOR + 0.75%) 4.829% 4/15/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| Madison Park Funding, Ltd., CLO, Series 2013-11, Class AR2,<br> (3-month USD-LIBOR + 0.90%) 5.225% 7/23/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 |
| Madison Park Funding, Ltd., CLO, Series 2015-17A, Class AR2,<br> (3-month USD-LIBOR + 1.00%) 5.278% 7/21/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47843 | &nbsp;&nbsp;&nbsp;&nbsp;47019 |
| Madison Park Funding, Ltd., CLO, Series 2017-23A, Class AR,<br> (3-month USD-LIBOR + 0.97%) 5.328% 7/27/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
| Madison Park Funding, Ltd., CLO, Series 2019-34, Class BR,<br> (3-month USD-LIBOR + 1.65%) 6.008% 4/25/2032<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
| Marathon CLO, Ltd., Series 2017-9A, Class A1AR, (3-month USD-LIBOR + 1.15%) 5.229% 4/15/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25791 | &nbsp;&nbsp;&nbsp;&nbsp;25502 |
| Marathon Static CLO, Ltd., Series 2022-18A, Class A1, (3-month USD-LIBOR + 2.22%) 5.07% 7/20/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8304 |
| Marble Point CLO XI, Ltd., Series 2017-2, Class A, (3-Month USD-LIBOR + 1.18%) 5.374% 12/18/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 |
| Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A, 1.54% 3/20/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39300 | &nbsp;&nbsp;&nbsp;&nbsp;37289 |
| MidOcean Credit CLO, Series 2018-9, Class D, (3-month USD-LIBOR + 3.30%) 7.543% 7/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 |
| MidOcean Credit CLO, Series 2016-6, Class ARR, (3-month USD-LIBOR + 1.07%) 5.313% 4/20/2033<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426 |
| Mission Lane Credit Card Master Trust, Series 2021-A, Class A, 1.59% 9/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19148 | &nbsp;&nbsp;&nbsp;&nbsp;18437 |
| Mission Lane Credit Card Master Trust, Series 2021-A, Class B, 2.24% 9/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2113 |
| Mission Lane Credit Card Master Trust, Series 2022-A, Class A, 6.92% 9/15/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14466 | &nbsp;&nbsp;&nbsp;&nbsp;14105 |
| Mountain View Funding, Series 2017-1, Class AR, CLO, 5.169% 10/16/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
| MP CLO III, Ltd., Series 2013-1, Class AR, (3-month USD-LIBOR + 1.25%) 5.493% 10/20/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| Navient Student Loan Trust, Series 2021-A, Class A, 0.84% 5/15/2069<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789 |
| Navient Student Loan Trust, Series 2021-B, Class A, 0.94% 7/15/2069<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9338 |
| Navient Student Loan Trust, Series 2021-C, Class A, 1.06% 10/15/2069<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29040 | &nbsp;&nbsp;&nbsp;&nbsp;25108 |
| Navient Student Loan Trust, Series 2021-EA, Class A, 0.97% 12/16/2069<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26040 | &nbsp;&nbsp;&nbsp;&nbsp;21542 |
| Navient Student Loan Trust, Series 2021-FA, Class A, 1.11% 2/18/2070<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7920 |
| Navient Student Loan Trust, Series 2021-G, Class A, 1.58% 4/15/2070<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32091 | &nbsp;&nbsp;&nbsp;&nbsp;27103 |
| Navigator Aircraft ABS, Ltd., Series 2021-1, Class A, 2.771% 11/15/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14630 | &nbsp;&nbsp;&nbsp;&nbsp;12142 |
| Nelnet Student Loan Trust, Series 2021-C, Class AFX, 1.32% 4/20/2062<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30557 | &nbsp;&nbsp;&nbsp;&nbsp;26922 |
| Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36913 | &nbsp;&nbsp;&nbsp;&nbsp;32550 |
| Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/2062<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95356 | &nbsp;&nbsp;&nbsp;&nbsp;84040 |
| Nelnet Student Loan Trust, Series 2021-C, Class AFL, (1-month USD-LIBOR + 0.74%) 4.679% 4/20/2062<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23164 | &nbsp;&nbsp;&nbsp;&nbsp;22283 |
| Neuberger Berman CLO, Ltd., Series 2014-17, Class CR2, (3-month USD-LIBOR + 2.00%) 6.325% 4/22/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
| Neuberger Berman CLO, Ltd., Series 2017-25, Class AR, (3-month USD-LIBOR + 0.93%) 5.124% 10/18/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;197943 | &nbsp;&nbsp;167737 |
| Newark BSL CLO 1, Ltd., Series 2016-1, Class BR, (3-month USD-LIBOR + 2.00%) 6.358% 12/21/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
| Newark BSL CLO 2, Ltd., Series 2017-1A, Class A1R,<br> (3-month USD-LIBOR + 0.97%) 5.328% 7/25/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10324 | &nbsp;&nbsp;&nbsp;&nbsp;10193 |
| Northwoods Capital, Ltd., Series 18-11B, Class A1, (3-month USD-LIBOR + 1.10%) 5.327% 4/19/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| Northwoods Capital, Ltd., Series 2018-17, Class D, (3-month USD-LIBOR + 2.85%) 7.175% 4/22/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
| Oaktree CLO, Ltd., Series 2018-1, Class A2, (3-month USD-LIBOR + 1.85%) 6.093% 10/20/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| Octagon Investment Partners 32, Ltd., CLO, Series 2017-1, Class A1R,<br> (3-month USD-LIBOR + 0.95%) 5.029% 7/15/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| Octagon Investment Partners XVII, Ltd., CLO, Series 2013-1, Class CR2,<br> (3-month USD-LIBOR + 1.70%) 6.058% 1/25/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
| Octagon Investment Partners, Ltd., CLO, Series 2018-18X, Class A1A,<br> (3-month USD-LIBOR + 0.96%) 5.039% 4/16/2031<sup>1,3,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477 |
| OnDeck Asset Securitization Trust, LLC, Series 2021-1A, Class A, 1.59% 5/17/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26257 | &nbsp;&nbsp;&nbsp;&nbsp;23894 |
| OnDeck Asset Securitization Trust, LLC, Series 2021-1A, Class B, 2.28% 5/17/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| Oportun Funding, LLC, Series 2021-A, Class A, 1.21% 3/8/2028<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;18901 |
| Oportun Funding, LLC, Series 2021-B, Class A, 1.47% 5/8/2031<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18732 | &nbsp;&nbsp;&nbsp;&nbsp;16308 |
| Oportun Funding, LLC, Series 2021-B, Class B, 1.96% 5/8/2031<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 |
| Option One Mortgage Loan Trust, Series 2007-FXD2, Class IIA6, 5.68% 3/25/2037<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Option One Mortgage Loan Trust, Series 2007-FXD2, Class IIA3, 5.715% 3/25/2037<sup>1</sup> | USD1,708 | &nbsp;&nbsp;$1599 |
| Palmer Square Loan Funding, CLO, Series 2020-4, Class A1,<br> (3-month USD-LIBOR + 1.00%) 5.757% 11/25/2028<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17326 | &nbsp;&nbsp;17177 |
| Palmer Square Loan Funding, CLO, Series 2021-1, Class A1,<br> (3-month USD-LIBOR + 0.90%) 5.143% 4/20/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8937 | &nbsp;&nbsp;&nbsp;&nbsp;8835 |
| Palmer Square Loan Funding, CLO, Series 2021-2A, Class A2,<br> (3-month USD-LIBOR + 1.25%) 5.925% 5/20/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5841 |
| Palmer Square Loan Funding, CLO, Series 2021-4A, Class A1,<br> (3-month USD-LIBOR + 0.80%) 4.879% 10/15/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18549 | &nbsp;&nbsp;18310 |
| Palmer Square Loan Funding, CLO, Series 2021-4A, Class A2,<br> (3-month USD-LIBOR + 1.40%) 5.479% 10/15/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8556 | &nbsp;&nbsp;&nbsp;&nbsp;8252 |
| Palmer Square Loan Funding, CLO, Series 2022-1A, Class A1,<br> (3-month USD CME Term SOFR + 1.05%) 4.914% 4/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10831 | &nbsp;&nbsp;10672 |
| Palmer Square Loan Funding, CLO, Series 2022-5, Class A1,<br> (3-month USD CME Term SOFR + 1.56%) 4.084% 1/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;21854 |
| Palmer Square Loan Funding, CLO, Series 2022-3, Class A1A,<br> (3-month USD CME Term SOFR + 1.82%) 5.825% 4/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;23998 |
| Palmer Square Loan Funding, CLO, Series 2022-3, Class B,<br> (3-month USD CME Term SOFR + 3.75%) 7.755% 4/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5979 |
| Palmer Square, Ltd., Series 2013-2A, Class A1A3, (3-month USD-LIBOR + 1.00%) 5.079% 10/17/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2160 |
| PFS Financing Corp., Series 2022-D, Class A, 4.27% 8/16/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12682 | &nbsp;&nbsp;12268 |
| PG&E Wildfire Recovery Funding, LLC, Series 2022-A, Class A2, 4.263% 6/1/2036<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;2946 |
| PPM CLO, Ltd., Series 2022-6, Class A, (3-month USD CME Term SOFR + 2.45%) 2.45% 1/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17905 | &nbsp;&nbsp;17905 |
| PPM CLO, Ltd., Series 2022-6, Class B, (3-month USD CME Term SOFR + 3.60%) 3.60% 1/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733 | &nbsp;&nbsp;&nbsp;&nbsp;3730 |
| PPM CLO, Ltd., Series 2022-6, Class C, (3-month USD CME Term SOFR + 4.50%) 4.90% 1/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
| Prodigy Finance DAC, Series 2021-1A, Class A, (1-month USD-LIBOR + 1.25%) 5.294% 7/25/2051<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;3886 |
| Race Point CLO, Ltd., Series 2015-9A, Class A1A2, (3-month USD-LIBOR + 0.94%) 5.019% 10/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32910 | &nbsp;&nbsp;32420 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2022-3, Class A, 5.38% 11/25/2030<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25767 | &nbsp;&nbsp;25063 |
| Rockford Tower CLO, Ltd., Series 2017-3, Class A, (3-month USD-LIBOR + 1.19%) 5.433% 10/20/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1579 |
| RRAM, CLO, Series 2018-3, Class A1R2, (3-month USD-LIBOR + 1.09%) 5.169% 1/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4794 |
| RRAM, CLO, Series 2018-3, Class A2R2, (3-month USD-LIBOR + 1.40%) 5.479% 1/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| RRAM, CLO, Series 2022-24, Class A1, (3-month USD CME Term SOFR + 2.40%) 2.40% 1/15/2032<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5000 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class A2, 3.98% 1/15/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12332 | &nbsp;&nbsp;12243 |
| Santander Drive Auto Receivables Trust, Series 2020-2, Class C, 1.46% 9/15/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934 | &nbsp;&nbsp;&nbsp;&nbsp;1926 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class A2, 5.81% 1/15/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15496 | &nbsp;&nbsp;15484 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class A3, 4.11% 8/17/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20390 | &nbsp;&nbsp;19945 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class A3, 4.49% 11/16/2026<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;7432 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class B, 4.43% 3/15/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 | &nbsp;&nbsp;&nbsp;&nbsp;5400 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class A3, 5.75% 4/15/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;&nbsp;4349 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class B, 4.72% 6/15/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9971 | &nbsp;&nbsp;&nbsp;&nbsp;9690 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class B, 4.42% 11/15/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;9742 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class B, 5.95% 1/17/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;2081 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class C, 4.74% 10/15/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;1520 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class C, 4.96% 11/15/2028<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9733 | &nbsp;&nbsp;&nbsp;&nbsp;9403 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class C, 6.69% 3/17/2031<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;1172 |
| SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07% 1/15/2053<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8358 | &nbsp;&nbsp;&nbsp;&nbsp;7026 |
| SOLRR Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6943 | &nbsp;&nbsp;&nbsp;&nbsp;5587 |
| Sound Point CLO, Ltd., Series 2015-1RA, Class AR, (3-month USD-LIBOR + 1.08%) 5.159% 4/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36320 | &nbsp;&nbsp;35843 |
| Sound Point CLO, Ltd., Series 2013-3R, Class A, (3-month USD-LIBOR + 1.15%) 5.344% 4/18/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
| Sound Point CLO, Ltd., Series 2013-3R, Class C, (3-month USD-LIBOR + 2.25%) 6.444% 4/18/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
| Sound Point CLO, Ltd., Series 2014-1R, Class A, (3-month USD-LIBOR + 1.15%) 5.344% 7/18/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7295 |
| Sprite, Ltd., Series 2021-1, Class A, 3.75% 11/15/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12275 | &nbsp;&nbsp;10551 |
| Steele Creek CLO, Ltd., Series 2017-1, Class A, (3-month USD-LIBOR + 1.25%) 5.329% 10/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
| Steele Creek CLO, Ltd., Series 2014-1RA, Class A, (3-month USD-LIBOR + 1.07%) 5.348% 4/21/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| Stellar Jay Ireland DAC, Series 2021-1, Class A, 3.967% 10/15/2041<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11444 | &nbsp;&nbsp;&nbsp;&nbsp;9648 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Stonepeak Infrastructure Partners, Series 2021-1A, Class AA, 2.301% 2/28/2033<sup>1,5</sup> | USD5,664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5035 |
| Stonepeak Infrastructure Partners, Series 2021-1A, Class A, 2.675% 2/28/2033<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 |
| Stratus Static CLO, Ltd., Series 2021-2, Class A, (3-month USD-LIBOR + 0.90%) 5.143% 12/28/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
| Stratus Static CLO, Ltd., Series 2022-2, Class A, (3-month USD CME Term SOFR + 1.90%) 5.863% 7/20/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9043 |
| Stratus Static CLO, Ltd., Series 2022-3, Class A, (3-month USD CME Term SOFR + 2.15%) 4.25% 10/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 |
| Stratus Static CLO, Ltd., Series 2022-3, Class C, (3-month USD CME Term SOFR + 4.00%) 8.077% 10/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 |
| SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25941 |
| Symphony Static CLO, Ltd., Series 2021-1, Class A, (3-month USD-LIBOR + 0.83%) 5.188% 10/25/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565 |
| Symphony, Ltd., CLO, Series 2014-15A, Class AR3, (3-month USD-LIBOR + 1.08%) 5.159% 1/17/2032<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
| TCW CLO, Series 2018-1, Class A1R, (3-month USD-LIBOR + 0.97%) 5.328% 4/25/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
| Textainer Marine Containers, Ltd., Series 2020-1A, Class A, 2.73% 8/21/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
| Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289 |
| Textainer Marine Containers, Ltd., Series 2020-3A, Class A, 2.11% 9/20/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 |
| Textainer Marine Containers, Ltd., Series 2021-1A, Class A, 1.68% 2/20/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
| Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22584 |
| TICP CLO, Ltd., Series 2018-10, Class B, (3-month USD-LIBOR + 1.47%) 5.713% 4/20/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| Toyota Auto Loan Extended Note Trust, Series 2019-1, Class A, 2.56% 11/25/2031<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45745 |
| Toyota Auto Receivables Owner Trust, Series 2019-C, Class A4, 1.88% 11/15/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605 |
| Trinitas CLO, Ltd., Series 2017-7, Class A1R, (3-month USD-LIBOR + 1.20%) 5.558% 1/25/2035<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20192 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class B, 3.74% 9/20/2045<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3708 |
| Triton Container Finance VIII, LLC, Series 2021-1, Class A, 1.86% 3/20/2046<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4441 |
| Venture XVII CLO, Ltd., Series 2014-17, Class ARR,<br> (3-month USD-LIBOR + 0.88%) 4.959% 4/15/2027<sup>1,3,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 |
| Verizon Master Trust, Series 2022-7, Class A1A, 5.23% 11/22/2027 (5.98% on 11/20/2024)<sup>1,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12596 |
| Verizon Master Trust, Series 2022-6, Class A, 3.67% 1/22/2029 (4.42% on 8/20/2025)<sup>1,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8195 |
| Verizon Owner Trust, Series 2020-A, Class A1A, 1.85% 7/22/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
| Voya, Ltd., CLO, Series 2015-1, Class A1R, (3-month USD-LIBOR + 0.90%) 5.094% 1/18/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 |
| Voya, Ltd., CLO, Series 2013-1, Class BR, (3-month USD-LIBOR + 1.90%) 5.979% 10/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
| Voya, Ltd., CLO, Series 2014-4A, Class A1RA, (3-month USD-LIBOR + 1.10%) 5.111% 7/14/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
| Voya, Ltd., CLO, Series 2018-2, Class C1, (3-month USD-LIBOR + 1.85%) 5.929% 7/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| Voya, Ltd., CLO, Series 2016-3, Class A1R, (3-month USD-LIBOR + 1.19%) 5.384% 10/18/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| Wellfleet CLO, Ltd., Series 2015-1, Class AR4, (3-month USD-LIBOR + 0.89%) 5.133% 7/20/2029<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| Wellfleet CLO, Ltd., Series 2022-1, Class C, (3-month USD CME Term SOFR + 2.85%) 6.714% 4/15/2034<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
| Westlake Automobile Receivables Trust, Series 2021-3A, Class A2, 0.57% 9/16/2024<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7909 |
| Westlake Automobile Receivables Trust, Series 2020-2, Class C, 2.01% 7/15/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 |
| Westlake Automobile Receivables Trust, Series 2022-3, Class A2, 5.24% 7/15/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19866 |
| Westlake Automobile Receivables Trust, Series 2022-2A, Class A2A, 3.36% 8/15/2025<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14881 |
| Westlake Automobile Receivables Trust, Series 2022-3, Class C, 5.49% 7/15/2026<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7136 |
| Westlake Automobile Receivables Trust, Series 2022-3, Class B, 5.99% 12/15/2027<sup>1,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16766 |
| Whitehorse CLO, Ltd., Series 2018-12, Class A, (3-month USD-LIBOR + 1.25%) 5.329% 10/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 |
| Wind River CLO, Ltd., Series 2018-1, Class B, (3-month USD-LIBOR + 1.65%) 5.729% 7/15/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| Wind River CLO, Ltd., Series 2013-2A, Class AR2, (3-month USD-LIBOR + 1.00%) 5.194% 10/18/2030<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 |
| Wind River CLO, Ltd., Series 2014-2, Class AR, (3-month USD-LIBOR + 1.14%) 5.219% 1/15/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254 |
| Wind River CLO, Ltd., Series 14-3, Class CR2, (3-month USD-LIBOR + 2.30%) 6.625% 10/22/2031<sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  |  | &nbsp;&nbsp;3017157 |
| **Bonds & notes of governments & government agencies outside the U.S. 3.84%** |  |  |
| Alberta (Province of) 1.875% 11/13/2024 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19006 |
| Asian Development Bank 2.75% 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4977 |
| Asian Development Bank 4.125% 9/27/2024 | &nbsp;&nbsp;&nbsp;&nbsp;46018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45689 |
| Asian Development Bank 0.625% 10/8/2024 | &nbsp;&nbsp;&nbsp;&nbsp;20642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19248 |
| Asian Development Bank 1.50% 10/18/2024 | &nbsp;&nbsp;&nbsp;&nbsp;19642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18594 |
| Asian Development Bank 2.50% 11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5209 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Bonds & notes of governments & government agencies outside the U.S. (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Asian Development Bank 2.75% 1/19/2028 | &nbsp;&nbsp;USD4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4 |
| Asian Development Bank 3.875% 9/28/2032 | &nbsp;&nbsp;2768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 |
| Caisse d'Amortissement de la Dette Sociale 3.375% 3/20/2024<sup>5</sup> | &nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8941 |
| Caisse d'Amortissement de la Dette Sociale 1.125% 11/29/2024<sup>5</sup> | 30000 | &nbsp;&nbsp;&nbsp;&nbsp;28049 |
| Caisse d'Amortissement de la Dette Sociale 0.375% 9/23/2025<sup>5</sup> | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;17936 |
| Canada 2.875% 4/28/2025 | 18030 | &nbsp;&nbsp;&nbsp;&nbsp;17484 |
| Canada 0.75% 5/19/2026 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;22554 |
| CPPIB Capital, Inc. 0.50% 9/16/2024<sup>5</sup> | &nbsp;&nbsp;6052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5623 |
| CPPIB Capital, Inc. (USD-SOFR + 1.25%) 3.80% 3/11/2026<sup>3,5</sup> | 21879 | &nbsp;&nbsp;&nbsp;&nbsp;22577 |
| CPPIB Capital, Inc. 0.875% 9/9/2026<sup>5</sup> | 12181 | &nbsp;&nbsp;&nbsp;&nbsp;10674 |
| Development Bank of Japan, Inc. 1.75% 2/18/2025<sup>5</sup> | 22926 | &nbsp;&nbsp;&nbsp;&nbsp;21517 |
| Development Bank of Japan, Inc. 1.25% 10/20/2026<sup>5</sup> | 25316 | &nbsp;&nbsp;&nbsp;&nbsp;22236 |
| Development Bank of Japan, Inc. 1.75% 10/20/2031<sup>5</sup> | &nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 |
| European Investment Bank 2.25% 6/24/2024 | &nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142 |
| European Investment Bank 2.75% 8/15/2025 | 31476 | &nbsp;&nbsp;&nbsp;&nbsp;30356 |
| European Investment Bank 0.75% 10/26/2026 | 15311 | &nbsp;&nbsp;&nbsp;&nbsp;13469 |
| European Investment Bank 0.625% 10/21/2027 | &nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 |
| European Stability Mechanism 0.375% 9/10/2025<sup>5</sup> | &nbsp;&nbsp;8584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7675 |
| Inter-American Development Bank 0.50% 9/23/2024 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9315 |
| Inter-American Development Bank 1.75% 3/14/2025 | &nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 |
| Inter-American Development Bank 0.625% 9/16/2027 | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 |
| Inter-American Development Bank 1.125% 7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| International Bank for Reconstruction and Development 1.625% 1/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| International Bank for Reconstruction and Development 0.75% 3/11/2025 | 14923 | &nbsp;&nbsp;&nbsp;&nbsp;13804 |
| International Bank for Reconstruction and Development 1.625% 11/3/2031 | &nbsp;&nbsp;9716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8091 |
| International Development Assn. 0.375% 9/23/2025<sup>5</sup> | 32000 | &nbsp;&nbsp;&nbsp;&nbsp;28746 |
| Italy (Republic of) 2.375% 10/17/2024 | 29500 | &nbsp;&nbsp;&nbsp;&nbsp;27685 |
| Japan Bank for International Cooperation 0.625% 5/22/2023 | 14800 | &nbsp;&nbsp;&nbsp;&nbsp;14520 |
| Japan Bank for International Cooperation 2.50% 5/23/2024 | 12280 | &nbsp;&nbsp;&nbsp;&nbsp;11889 |
| Japan Bank for International Cooperation 2.875% 4/14/2025 | 17670 | &nbsp;&nbsp;&nbsp;&nbsp;17012 |
| Japan Bank for International Cooperation 1.875% 4/15/2031 | &nbsp;&nbsp;9834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8131 |
| KfW 0.50% 9/20/2024 | 30000 | &nbsp;&nbsp;&nbsp;&nbsp;27956 |
| KfW 0.375% 7/18/2025 | 20670 | &nbsp;&nbsp;&nbsp;&nbsp;18720 |
| Kommunalbanken 0.50% 10/21/2024<sup>5</sup> | 14934 | &nbsp;&nbsp;&nbsp;&nbsp;13802 |
| Kommunalbanken 0.375% 9/11/2025<sup>5</sup> | 41068 | &nbsp;&nbsp;&nbsp;&nbsp;36898 |
| Kommuninvest i Sverige Aktiebolag 0.50% 7/5/2023<sup>5</sup> | 18739 | &nbsp;&nbsp;&nbsp;&nbsp;18298 |
| Kommuninvest i Sverige Aktiebolag 0.25% 8/9/2023<sup>5</sup> | 47515 | &nbsp;&nbsp;&nbsp;&nbsp;46090 |
| Kommuninvest i Sverige Aktiebolag 2.875% 7/3/2024<sup>5</sup> | &nbsp;&nbsp;7867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7630 |
| OMERS Finance Trust 3.50% 4/19/2032<sup>5</sup> | &nbsp;&nbsp;4988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 |
| Ontario Teachers' Finance Trust 0.875% 9/21/2026<sup>5</sup> | 36960 | &nbsp;&nbsp;&nbsp;&nbsp;32284 |
| Ontario Teachers' Finance Trust 3.00% 4/13/2027<sup>5</sup> | 31138 | &nbsp;&nbsp;&nbsp;&nbsp;29366 |
| Ontario Teachers' Finance Trust 2.00% 4/16/2031<sup>5</sup> | &nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245 |
| Poland (Republic of) 3.00% 3/17/2023 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4981 |
| Poland (Republic of) 4.00% 1/22/2024 | &nbsp;&nbsp;4607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 |
| Poland (Republic of) 3.25% 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| Portuguese Republic 5.125% 10/15/2024 | 51000 | &nbsp;&nbsp;&nbsp;&nbsp;51039 |
| PSP Capital, Inc. 1.625% 10/26/2028<sup>5</sup> | 22052 | &nbsp;&nbsp;&nbsp;&nbsp;18924 |
| Qatar (State of) 3.875% 4/23/2023<sup>5</sup> | 11737 | &nbsp;&nbsp;&nbsp;&nbsp;11705 |
| Qatar (State of) 3.375% 3/14/2024<sup>5</sup> | &nbsp;&nbsp;9928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9754 |
| Quebec (Province of) 0.60% 7/23/2025 | 56321 | &nbsp;&nbsp;&nbsp;&nbsp;51137 |
| Saskatchewan (Province of) 3.25% 6/8/2027 | 29305 | &nbsp;&nbsp;&nbsp;&nbsp;28184 |
| Sweden (Kingdom of) 2.375% 2/15/2023<sup>5</sup> | 12135 | &nbsp;&nbsp;&nbsp;&nbsp;12082 |
| Swedish Export Credit Corp. 3.625% 9/3/2024 | 22643 | &nbsp;&nbsp;&nbsp;&nbsp;22245 |
|  |  | &nbsp;&nbsp;954223 |

---

Intermediate Bond Fund of America — Page 34 of 40

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unaudited

---

| | | | |
|:---|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Federal agency bonds & notes 0.35%** |  | Principal amount<br> (000) | Value<br> (000) |
| Fannie Mae 0.25% 5/22/2023 | Fannie Mae 0.25% 5/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD3,995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3912 |
| Fannie Mae 0.75% 10/8/2027 | Fannie Mae 0.75% 10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 |
| Fannie Mae 0.875% 8/5/2030 | Fannie Mae 0.875% 8/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30807 |
| Federal Farm Credit Banks 1.125% 1/6/2025 | Federal Farm Credit Banks 1.125% 1/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906 |
| Federal Farm Credit Banks 1.75% 2/14/2025 | Federal Farm Credit Banks 1.75% 2/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22743 |
| Federal Farm Credit Banks 1.60% 7/13/2033 | Federal Farm Credit Banks 1.60% 7/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238 |
| Freddie Mac 0.25% 6/26/2023 | Freddie Mac 0.25% 6/26/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445 |
| Freddie Mac 0.25% 9/8/2023 | Freddie Mac 0.25% 9/8/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87736 |
| **Municipals 0.16%<br> California 0.04%** |  |  |  |
| Golden State Tobacco Securitization Corp., Enhanced Tobacco Settlement Asset-Backed Bonds, Series 2021-A-1, 2.532% 6/1/2028 | Golden State Tobacco Securitization Corp., Enhanced Tobacco Settlement Asset-Backed Bonds, Series 2021-A-1, 2.532% 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9573 |
| **Florida 0.07%** |  |  |  |
| Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 1.258% 7/1/2025 | Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 1.258% 7/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10389 |
| Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 1.705% 7/1/2027 | Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 1.705% 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 |
| Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 2.154% 7/1/2030 | Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 2.154% 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16735 |
| **New York 0.05%** |  |  |  |
| Dormitory Auth., Taxable State Personal Income Tax Rev. Bonds (General Purpose), Series 2021-C,<br> 1.748% 3/15/2028 | Dormitory Auth., Taxable State Personal Income Tax Rev. Bonds (General Purpose), Series 2021-C,<br> 1.748% 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12991 |
| **Total municipals** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39299 |
| **Total bonds, notes & other debt instruments (cost: $24,824,460,000)** |  |  | &nbsp;&nbsp;23652329 |
| Preferred securities 0.01%<br> **Financials 0.01%** |  | Shares |  |
| CoBank, ACB, Class E, 5.006% noncumulative preferred shares<sup>3,5</sup> | CoBank, ACB, Class E, 5.006% noncumulative preferred shares<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 |
| **Total preferred securities (cost: $3,985,000)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 |
| Short-term securities 20.34%<br> **Money market investments 19.76%** |  |  |  |
| Capital Group Central Cash Fund 3.94%<sup>10,11</sup> | Capital Group Central Cash Fund 3.94%<sup>10,11</sup> | &nbsp;&nbsp;49178205 | &nbsp;&nbsp;&nbsp;&nbsp;4917329 |
| **U.S. Treasury bills 0.58%** | Weighted<br> average yield<br> at acquisition | Principal amount<br> (000) |  |
| U.S. Treasury 11/2/2023 | 4.530% | USD150,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143728 |
| **Total short-term securities (cost: $5,060,313,000)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;5061057 |
| **Total investment securities 115.42% (cost: $29,888,758,000)** |  |  | &nbsp;&nbsp;28716576 |
| **Other assets less liabilities (15.42)%** |  |  | &nbsp;&nbsp;&nbsp;(3837564) |
| **Net assets 100.00%** |  |  | $24879012 |

---

Intermediate Bond Fund of America — Page 35 of 40

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unaudited

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | Number of<br> contracts | Expiration | Notional<br> amount<br> (000) | Value and<br> unrealized<br> appreciation<br> (depreciation)<br> at 11/30/2022<br> (000) |
| 30 Day Federal Funds Futures | Long | 6356 | December 2022 | USD2,548,364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$66 |
| 30 Day Federal Funds Futures | Short | 60 | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| 2 Year U.S. Treasury Note Futures | Long | 6730 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382069 | &nbsp;&nbsp;&nbsp;&nbsp;3635 |
| 5 Year U.S. Treasury Note Futures | Long | 55181 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5991018 | &nbsp;&nbsp;&nbsp;28544 |
| 10 Year U.S. Treasury Note Futures | Long | 6112 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693712 | &nbsp;&nbsp;&nbsp;&nbsp;3555 |
| 10 Year Ultra U.S. Treasury Note Futures | Short | 15823 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1893321) | &nbsp;&nbsp;(10456) |
| 20 Year U.S. Treasury Bond Futures | Long | 230 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102) |
| 30 Year Ultra U.S. Treasury Bond Futures | Short | 1569 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(213825) | &nbsp;&nbsp;&nbsp;&nbsp;(1002) |
|  |  |  |  |  | $24224 |

---

Swap contracts

------

#### Interest rate swaps

#### Centrally cleared interest rate swaps

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 11/30/2022<br> (000) | Upfront<br> premium<br> received<br> (000) | Unrealized<br> (depreciation)<br> appreciation<br> at 11/30/2022<br> (000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;Payment<br> frequency | Rate | Payment<br> frequency | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 11/30/2022<br> (000) | Upfront<br> premium<br> received<br> (000) | Unrealized<br> (depreciation)<br> appreciation<br> at 11/30/2022<br> (000) |
| 3.497% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | &nbsp;&nbsp;6/16/2024 | USD231,800 | &nbsp;&nbsp;&nbsp;$(4028) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(4028) |
| 3.52647% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | &nbsp;&nbsp;6/16/2024 | 480632 | &nbsp;&nbsp;&nbsp;&nbsp;(8145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(8145) |
| 3.5291% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | &nbsp;&nbsp;6/16/2024 | 519368 | &nbsp;&nbsp;&nbsp;&nbsp;(8781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(8781) |
| 3.4585% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | &nbsp;&nbsp;6/17/2024 | 35882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(644) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(644) |
| 3.4325% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | &nbsp;&nbsp;6/17/2024 | 170100 | &nbsp;&nbsp;&nbsp;&nbsp;(3118) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3118) |
| 4.5645% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | 10/19/2024 | 302300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
| 4.533% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | 10/20/2024 | 378100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
| 4.56% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | 10/27/2024 | 378600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
| 4.5245% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | 10/27/2024 | 454300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| 3-month USD-LIBOR | &nbsp;&nbsp;&nbsp;Quarterly | 0.81% | Semi-annual | &nbsp;&nbsp;7/28/2045 | 328100 | &nbsp;&nbsp;140698 | &nbsp;&nbsp;(194) | &nbsp;&nbsp;140892 |
| 3-month USD-LIBOR | &nbsp;&nbsp;&nbsp;Quarterly | 0.811% | Semi-annual | &nbsp;&nbsp;7/27/2050 | 8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 |
|  |  |  |  |  |  | $121776 | $(194) | $121970 |

---

#### Credit default swaps

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference<br> index | Financing<br> rate paid | Payment<br> frequency | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 11/30/2022<br> (000) | Upfront<br> premium<br> received<br> (000) | Unrealized<br> depreciation<br> at 11/30/2022<br> (000) |
| CDX.NA.IG.39 | 1.00% | Quarterly | 12/20/2027 | USD1,639,978 | $(17909) | $(1930) | $(15979) |

---

Investments in affiliates<sup>11</sup>

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value of<br> affiliate at<br> 9/1/2022<br> (000) | &nbsp;&nbsp;Additions<br> (000) | &nbsp;&nbsp;Reductions<br> (000) | &nbsp;&nbsp;Net<br> realized<br> loss<br> (000) | &nbsp;&nbsp;Net<br> unrealized<br> appreciation<br> (000) | &nbsp;&nbsp;Value of<br> affiliate at<br> 11/30/2022<br> (000) | &nbsp;&nbsp;Dividend<br> income<br> (000) |
| **Short-term securities 19.76%** | **Short-term securities 19.76%** | **Short-term securities 19.76%** | **Short-term securities 19.76%** | **Short-term securities 19.76%** | **Short-term securities 19.76%** | **Short-term securities 19.76%** | **Short-term securities 19.76%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Money market investments 19.76%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital Group Central Cash Fund 3.94%<sup>10</sup> | $5542019 | &nbsp;&nbsp;$2067761 | &nbsp;&nbsp;$2693027 | &nbsp;&nbsp;$(163) | &nbsp;&nbsp;$739 | &nbsp;&nbsp;$4917329 | &nbsp;&nbsp;$41439 |

---

Intermediate Bond Fund of America — Page 36 of 40

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unaudited

Restricted securities<sup>9</sup>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition<br> date | Cost<br> (000) | Value<br> (000) | Percent<br> of net<br> assets |
| Octagon Investment Partners, Ltd., CLO, Series 2018-18X, Class A1A,<br> (3-month USD-LIBOR + 0.96%) 5.039% 4/16/2031<sup>1,3</sup> | 10/28/2022 | $1461 | $1477 | .01% |
| Venture XVII CLO, Ltd., Series 2014-17, Class ARR,<br> (3-month USD-LIBOR + 0.88%) 4.959% 4/15/2027<sup>1,3</sup> | 10/4/2022 | &nbsp;&nbsp;&nbsp;1474 | &nbsp;&nbsp;&nbsp;1472 | .00 |
| **Total** |  | $2935 | $2949 | .01% |

---

<sup>1</sup> Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.

<sup>2</sup> Amount less than one thousand.

<sup>3</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>4</sup> Purchased on a TBA basis.

<sup>5</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 $5,592,393,000, which represented 22.48% of the net assets of the fund.

<sup>6</sup> Step bond; coupon rate may change at a later date.

<sup>7</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $135,096,000, which represented .54% of the net assets of the fund.

<sup>8</sup> Index-linked bond whose principal amount moves with a government price index.

<sup>9</sup> Restricted security, other than Rule 144A securities or commercial paper issued pursuant to Section 4(a)(2) of the Securities Act of 1933. The total value of all such restricted securities was $2,949,000, which represented .01% of the net assets of the fund.

<sup>10</sup> Rate represents the seven-day yield at 11/30/2022.

<sup>11</sup> Part of the same "group of investment companies" as the fund as defined under the Investment Company Act of 1940, as amended.

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.

**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.

Intermediate Bond Fund of America — Page 37 of 40

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unaudited

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.

---

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

---

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 of the exchange or market on which such instruments are traded, as of the close of business on the day the futures are being valued. The average month-end notional amount of futures contracts while held was $8,710,089,000. 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 $1,916,783,000 and $1,500,296,000,<br> respectively.

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, contractual or legal 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 each share class 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 "Fair Valuation Committee") to administer, implement and oversee the fair valuation process, and to make fair value decisions. The Fair Valuation 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 Fair Valuation Committee reviews changes in fair value measurements from period to period and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. The Fair Valuation Committee reports any 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.**

Intermediate Bond Fund of America — Page 38 of 40

------

unaudited

The fund's investment adviser has also established a Fixed-Income Pricing Review Group to administer and oversee the fixed-income valuation process, including the use of fixed-income pricing vendors. This group regularly reviews pricing vendor information and market data. 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.

**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 following tables present the fund's valuation levels as of November 30, 2022 (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;Mortgage-backed obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$7640670 | $— | &nbsp;&nbsp;$7640670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury bonds & notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;7135932 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;7135932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds, notes & loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4777312 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4777312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3017157 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3017157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bonds & notes of governments & government agencies outside the U.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954223 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal agency bonds & notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87736 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipals | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39299 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term securities | &nbsp;&nbsp;&nbsp;4917329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143728 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;5061057 |
| Total | $4920519 | $23796057 | $— | $28716576 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | 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 | $35800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | &nbsp;&nbsp;$35800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized appreciation on centrally cleared interest rate swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;146686 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;146686 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized depreciation on futures contracts | &nbsp;&nbsp;&nbsp;(11576) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(11576) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized depreciation on centrally cleared interest rate swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(24716) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(24716) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized depreciation on centrally cleared credit default swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(15979) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(15979) |
| Total | $24224 | $105991 | $— | $130215 |

---

\* Futures contracts, interest rate swaps and credit default swaps are not included in the fund's investment portfolio.

---

| |
|:---|
| **Key to abbreviations** |
| Assn. = Association |
| Auth. = Authority |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| CMO = Collateralized Mortgage Obligations |
| DAC = Designated Activity Company |
| EFFR = Effective Federal Funds Rate |

---

---

| |
|:---|
| Fin. = Finance |
| LIBOR = London Interbank Offered Rate |
| Rev. = Revenue |
| SOFR = Secured Overnight Financing Rate |
| TBA = To be announced |
| USD = U.S. dollars |

---

Intermediate Bond Fund of America — Page 39 of 40

------

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.

American Funds Distributors, Inc., member FINRA.© 2023 Capital Group. All rights reserved.

MFGEFP1-023-0123O-S89765 Intermediate Bond Fund of America — Page 40 of 40

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Intermediate Bond Fund of America

- **b. Investment Company Act file number:** 811-05446

- **c. CIK number of Registrant:** 0000826813

- **d. LEI of Registrant:** R8LBW477MUD2IBLY9S75

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

  - **Street Address 1:** 333 South Hope Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Intermediate Bond Fund of America

- **b. EDGAR series identifier (if any):** S000009236

- **c. LEI of Series:** R8LBW477MUD2IBLY9S75

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $32862428241.49

**Total Liabilities:** $7987372208.98

**Net Assets:** $24875056032.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -40848.480000000000 | **1-Year:** -901565.550000000000 | **5-Year:** -1572031.040000000000 | **10-Year:** -480773.770000000000 | **30-Year:** -44813.980000000000

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

- **3-Month:** -5431.460000000000 | **1-Year:** -86217.580000000000 | **5-Year:** -815695.760000000000 | **10-Year:** -26488.100000000000 | **30-Year:** -1325.450000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025146 | -3.11%               | -0.60%               | 2.09%                |
| Class ID C000025147 | -3.17%               | -0.58%               | 1.95%                |
| Class ID C000025148 | -3.17%               | -0.58%               | 1.95%                |
| Class ID C000025149 | -3.13%               | -0.62%               | 2.06%                |
| Class ID C000025150 | -3.11%               | -0.52%               | 2.00%                |
| Class ID C000025151 | -3.08%               | -0.49%               | 2.03%                |
| Class ID C000025153 | -3.25%               | -0.58%               | 1.95%                |
| Class ID C000025154 | -3.11%               | -0.52%               | 2.00%                |
| Class ID C000025155 | -3.11%               | -0.60%               | 2.08%                |
| Class ID C000025157 | -3.26%               | -0.59%               | 2.03%                |
| Class ID C000025158 | -3.13%               | -0.62%               | 2.07%                |
| Class ID C000025159 | -3.17%               | -0.50%               | 2.02%                |
| Class ID C000068597 | -3.09%               | -0.58%               | 2.11%                |
| Class ID C000077900 | -3.08%               | -0.57%               | 2.12%                |
| Class ID C000148469 | -3.15%               | -0.55%               | 1.97%                |
| Class ID C000164803 | -3.09%               | -0.58%               | 2.10%                |
| Class ID C000179993 | -3.08%               | -0.49%               | 2.04%                |
| Class ID C000189436 | -3.17%               | -0.50%               | 2.02%                |
| Class ID C000189437 | -3.16%               | -0.49%               | 2.03%                |
| Class ID C000224561 | -3.09%               | -0.49%               | 2.03%                |
| Class ID C000224562 | -3.08%               | -0.49%               | 2.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-199961529.09           | $-1820386131.80                            |
| Month 2  | $-277551329.81           | $138367747.77                              |
| Month 3  | $-83187016.48            | $507970328.41                              |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.125% 09-30-24                                                | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25250000 | PA      | $24250882.75   | 0.10%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | U S TREASURY BILL 11/2/2023                                                     | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $143728245.00  | 0.58%             | 2023-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 4.25% 05-15-39                                                 | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14330000 | PA      | $15138613.24   | 0.06%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 2.125% 02-15-41                                                 | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1477321 | PA      | $1604267.45    | 0.01%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.75% 02-15-42                                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 172251068 | PA      | $148463047.77  | 0.60%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.125% 01-15-23                                                 | CUSIP: 912828UH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 281315052 | PA      | $280964357.08  | 1.13%             | 2023-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.375% 07-15-23                                                 | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 282952592 | PA      | $279936486.47  | 1.13%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.5% 02-15-46                                                  | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $14979597.75   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.5% 02-28-23                                                  | CUSIP: 912828P79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13900000 | PA      | $13800050.66   | 0.06%             | 2023-02-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.5% 05-15-46                                                  | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $28368066.50   | 0.11%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.375% 09-30-23                                                | CUSIP: 912828T26<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13750000 | PA      | $13375634.25   | 0.05%             | 2023-09-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.875% 11-15-46                                                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $11125691.55   | 0.04%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.5% 09-30-24                                                  | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14235916.50   | 0.06%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.5% 10-31-24                                                  | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 175000000 | PA      | $165900350.00  | 0.67%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.5% 01-31-27                                                  | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $17257831.10   | 0.07%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 0.5% 08-31-27                                                  | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $9418445.30    | 0.04%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.125% 12-15-23                                                | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121193600 | PA      | $115583657.33  | 0.46%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 0.75% 01-31-28                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1260600 | PA      | $1081087.66    | 0.00%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.375% 01-31-26                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3346311.00    | 0.01%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 0.5% 02-28-26                                                  | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $11346837.86   | 0.05%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.25% 03-31-28                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2458030.12    | 0.01%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.75% 03-31-26                                                 | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95000000 | PA      | $85496485.00   | 0.34%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.375% 04-15-24                                                | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $94421580.00   | 0.38%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.125% 04-30-23                                                | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17672301.00   | 0.07%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.625% 05-15-31                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35940000 | PA      | $30785585.83   | 0.12%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.375% 05-15-51                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2056000 | PA      | $1532664.32    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.25% 05-31-28                                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $3761004.46    | 0.02%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.75% 05-31-26                                                 | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5222400 | PA      | $4672770.60    | 0.02%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.125% 06-30-23                                                | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17200000 | PA      | $16753821.68   | 0.07%             | 2023-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.25% 06-30-28                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $13965944.00   | 0.06%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.375% 07-15-24                                                | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140000000 | PA      | $131063254.00  | 0.53%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.625% 07-31-26                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8708000 | PA      | $7722454.68    | 0.03%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.0% 07-31-28                                                  | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100 | PA      | $85.87         | 0.00%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.25% 08-15-31                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13370000 | PA      | $11030390.39   | 0.04%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.75% 08-31-26                                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14980800 | PA      | $13318866.00   | 0.05%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.125% 08-31-28                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000400 | PA      | $15542353.58   | 0.06%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.625% 10-15-24                                                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42560000 | PA      | $39713714.88   | 0.16%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.5% 11-30-23                                                  | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 143951400 | PA      | $138047146.96  | 0.55%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.50% 11-30-28                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12210000 | PA      | $10724962.41   | 0.04%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.875% 01-31-24                                                | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $13884316.95   | 0.06%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.625% 04-15-25                                                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11356700 | PA      | $10947309.14   | 0.04%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.875% 05-15-32                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41343000 | PA      | $38806081.89   | 0.16%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK 2.5% 11-02-27                                                      | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |   5573000 | PA      | $5209278.16    | 0.02%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK 2.75% 01-19-28                                                     | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      4000 | PA      | $3775.96       | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK 2.75% 03-17-23                                                     | CUSIP: 045167EH2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |   5000000 | PA      | $4977325.50    | 0.02%             | 2023-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK SR UNSEC 1.5% 10-18-24                                             | CUSIP: 045167EQ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |  19642000 | PA      | $18594177.87   | 0.07%             | 2024-10-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK 0.625% 10-08-24                                                    | CUSIP: 045167FG3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |  20642000 | PA      | $19248293.44   | 0.08%             | 2024-10-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK 4.125% 09-27-24                                                    | CUSIP: 045167FS7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |  46018000 | PA      | $45688741.21   | 0.18%             | 2024-09-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK 3.875% 09-28-32                                                    | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |   2768000 | PA      | $2771357.58    | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK 2.25% 06-24-24                                                 | CUSIP: 298785HX7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   2215000 | PA      | $2141661.35    | 0.01%             | 2024-06-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                    | EURO STABILITY MECHANISM 144A LIFE UNSEC 0.375% 09-10-25                        | CUSIP: 29881WAD4<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | LU        |   8584000 | PA      | $7674928.65    | 0.03%             | 2025-09-10      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK SR UNSEC 0.625% 10-21-27                                       | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   2450000 | PA      | $2095475.20    | 0.01%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK UNSEC 0.75% 10-26-26                                           | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |  15311000 | PA      | $13469102.01   | 0.05%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK UNSEC 2.75% 08-15-25                                           | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |  31476000 | PA      | $30355800.64   | 0.12%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTL BK RECON/DEV SR UNSEC 1.625% 01-15-25                                      | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      3000 | PA      | $2840.93       | 0.00%             | 2025-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTERAMER DEV BK 1.75% 03-14-25                                                 | CUSIP: 4581X0DK1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1704000 | PA      | $1611474.50    | 0.01%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTL BK RECON/DEV SR UNSEC 0.75% 03-11-25                                       | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |  14923000 | PA      | $13803685.46   | 0.06%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTERAMER DEV BK 0.625% 09-16-27                                                | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   7000000 | PA      | $5985854.00    | 0.02%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                           | INTERNATIONAL DEVELOPMENT ASSOC 144A LIFE 0.375% 09-23-25                       | CUSIP: 45939EAB6<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |  32000000 | PA      | $28745536.00   | 0.12%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTERAMER DEV BK 1.125% 07-20-28                                                | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      1000 | PA      | $857.64        | 0.00%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTERAMER DEV BK 0.5% 09-23-24                                                  | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |  10000000 | PA      | $9314760.00    | 0.04%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTL BK RECON/DEV SR UNSEC 1.625% 11-03-31                                      | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   9716000 | PA      | $8090804.68    | 0.03%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-410T              | JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28                                 | CUSIP: 46652WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16514000 | PA      | $13602201.98   | 0.05%             | 2042-03-05      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| 3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST                                        | 3650R 22-PF2 A5 FRN 11-15-55/10-18-32                                           | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3412000 | PA      | $3432154.68    | 0.01%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-1                                                 | ARRW 19-1 A1 144A FRN 01-25-49                                                  | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4967054 | PA      | $4587317.79    | 0.02%             | 2049-01-25      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE LOAN TRUST ABMT_16-3                                         | ABMT 16-3 A3 3.5% 08-25-46/05-26-37                                             | CUSIP: 00842VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    442135 | PA      | $389135.93     | 0.00%             | 2046-08-27      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                 | ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26                                     | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1724742 | PA      | $1573571.73    | 0.01%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                | ARRW 21-1R A1 144A FRN 10-25-48                                                 | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13332450 | PA      | $10589645.32   | 0.04%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                                 | ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26                                     | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14625500 | PA      | $13284224.66   | 0.05%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA6593 08-01-50                                                   | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12370854 | PA      | $10762098.65   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS0965 11-01-51                                                   | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    429469 | PA      | $356490.56     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR1035 05-01-51                                                   | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53680 | PA      | $44418.64      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BP6715 09-01-50                                                   | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2885 | PA      | $2391.07       | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0041 04-01-51                                                   | CUSIP: 3140QKBK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  23677089 | PA      | $21257929.50   | 0.09%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0480 06-01-60                                                      | CUSIP: 3140FXRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6413465 | PA      | $5938349.36    | 0.02%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.5 BM6736 11-01-59                                                      | CUSIP: 3140JBPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1541249 | PA      | $1521057.36    | 0.01%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8266 11-01-52                                                   | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        | 568188207 | PA      | $553803385.81  | 2.23%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4208 12-01-50                                                   | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1942010 | PA      | $1610163.12    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4387 07-01-41                                                   | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12643617 | PA      | $10818587.06   | 0.04%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8257 10-01-52                                                   | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1612680 | PA      | $1571851.80    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4840 12-01-52                                                   | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 171523640 | PA      | $167181347.53  | 0.67%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AS8583 01-01-47                                                   | CUSIP: 3138WJRD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19615913 | PA      | $18357218.71   | 0.07%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI3 5.5 BF0320 01-01-49                                                      | CUSIP: 3140FXLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2535732 | PA      | $2680090.95    | 0.01%             | 2049-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV3870 02-01-52                                                   | CUSIP: 3140MHJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87930 | PA      | $75501.92      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8291 11-01-52                                                   | CUSIP: 3132DWF81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1710261 | PA      | $1466051.12    | 0.01%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU6901 04-01-52                                                   | CUSIP: 3140M8U31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45977 | PA      | $39412.22      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3408 04-01-52                                                   | CUSIP: 3140QNYE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6584220 | PA      | $5645014.26    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9879 03-01-52                                                   | CUSIP: 3133B76Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3299999 | PA      | $2828801.63    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV7771 04-01-52                                                   | CUSIP: 3140MMT57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5415773 | PA      | $4652571.76    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 AB1084 05-01-40                                                   | CUSIP: 31416WF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    105542 | PA      | $107396.66     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G67700 08-01-46                                                       | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2132181 | PA      | $2008540.13    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G60238 10-01-45                                                       | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5761558 | PA      | $5416175.91    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                            | FSMT 21-8INV A3 144A FRN 09-25-51/08-25-44                                      | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5593095 | PA      | $4550850.04    | 0.02%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4805 11-01-52                                                   | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  85509596 | PA      | $83344750.02   | 0.34%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR4996 02-01-51                                                   | CUSIP: 3140L3RS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    299106 | PA      | $257371.86     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-10INV                                           | FSMT 21-10INV A3 144A FRN 10-25-51                                              | CUSIP: 33851RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23927985 | PA      | $19440530.61   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                           | FSMT 21-11INV A2 144A FRN 11-25-51                                              | CUSIP: 33851TAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17546512 | PA      | $14795885.88   | 0.06%             | 2051-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4414 09-01-51                                                   | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    281027 | PA      | $241658.33     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9632 11-01-51                                                   | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10806044 | PA      | $9649353.84    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9631 11-01-51                                                   | CUSIP: 3140XDVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4583271 | PA      | $4101188.68    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2292 11-01-51                                                   | CUSIP: 3140QMRN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1326917 | PA      | $1189751.22    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2293 12-01-51                                                   | CUSIP: 3140QMRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1326279 | PA      | $1184578.01    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR3                                                | FKH 21-SFR3 A 144A 2.135% 12-17-38/12-18-26                                     | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4111258 | PA      | $3575557.15    | 0.01%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2371 12-01-51                                                   | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6425898 | PA      | $5560348.48    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2375 12-01-51                                                   | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14999832 | PA      | $12938629.98   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6483 12-01-51                                                   | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13117934 | PA      | $11315372.25   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7545 09-01-51                                                   | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16244561 | PA      | $14132101.71   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8275 12-01-52                                                   | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        | 119280000 | PA      | $116260188.24  | 0.47%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW5602 05-01-52                                                   | CUSIP: 3140MXGL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    521016 | PA      | $446883.33     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9492 11-01-51                                                   | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9432864 | PA      | $8162323.07    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2319 12-01-51                                                   | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15353841 | PA      | $13265887.88   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2584 07-01-52                                                   | CUSIP: 3140MF2S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    197939 | PA      | $169694.30     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW4142 07-01-52                                                   | CUSIP: 3140MVS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    448777 | PA      | $384590.71     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2372 12-01-51                                                   | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7331567 | PA      | $6334569.01    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9804 12-01-51                                                   | CUSIP: 3140XD3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5014961 | PA      | $4344907.02    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9694 11-01-51                                                   | CUSIP: 3140XDXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4690006 | PA      | $4068481.53    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT9510 12-01-51                                                   | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5785512 | PA      | $5006191.54    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2291 12-01-51                                                   | CUSIP: 3140QMRM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217756 | PA      | $187058.08     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8730 06-01-52                                                   | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    499999 | PA      | $428756.93     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2655 03-01-52                                                   | CUSIP: 3140MF5R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    299999 | PA      | $257093.25     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0588 03-01-52                                                   | CUSIP: 3133B9UM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    499999 | PA      | $429019.77     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6528 02-01-52                                                   | CUSIP: 3133KNHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25161 | PA      | $21604.80      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5747 08-01-51                                                   | CUSIP: 3133KML45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23420 | PA      | $20135.46      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6915 11-01-51                                                   | CUSIP: 3133KNVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    452075 | PA      | $388368.75     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU0365 09-01-51                                                   | CUSIP: 3140M1MP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $429714.29     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD6848 02-01-52                                                   | CUSIP: 3133B4TD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    998181 | PA      | $856599.32     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5713 01-01-52                                                   | CUSIP: 3133KMK20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    349113 | PA      | $299769.76     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU9507 04-01-52                                                   | CUSIP: 3140MBR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27707 | PA      | $23773.68      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6921 09-01-51                                                   | CUSIP: 3133ARVN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    155867 | PA      | $134007.34     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0853 01-01-52                                                   | CUSIP: 3132DM5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27561 | PA      | $23626.11      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7741 05-01-51                                                   | CUSIP: 3140XBS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    413405 | PA      | $355086.15     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9067 10-01-51                                                   | CUSIP: 3140XDCD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    935034 | PA      | $803931.91     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1892 02-01-52                                                   | CUSIP: 3140LQC65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $171775.53     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC7814 10-01-51                                                   | CUSIP: 3133ASVF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    190000 | PA      | $163255.53     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8436 09-01-51                                                   | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    951418 | PA      | $822897.94     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8890 04-01-52                                                   | CUSIP: 3140MA2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    382261 | PA      | $327697.61     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD8748 03-01-52                                                   | CUSIP: 3133B6WH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    460021 | PA      | $394810.67     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9291 02-01-51                                                   | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    944732 | PA      | $809812.00     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8692 09-01-51                                                   | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28940 | PA      | $24810.05      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0732 04-01-52                                                   | CUSIP: 3133B9Y57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    493802 | PA      | $425334.48     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0520 05-01-51                                                   | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1672626 | PA      | $1434219.57    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5971 09-01-51                                                   | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        | 116295825 | PA      | $104063481.14  | 0.42%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT9483 12-01-51                                                   | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5799879 | PA      | $5011164.97    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9071 03-01-52                                                   | CUSIP: 3133B7CG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    399061 | PA      | $342576.24     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5605 07-01-51                                                   | CUSIP: 3133KMGN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    744012 | PA      | $639738.31     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1279 08-01-51                                                   | CUSIP: 3140QLM52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    312848 | PA      | $270354.08     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1868 10-01-51                                                   | CUSIP: 3140QMCE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    463572 | PA      | $397362.98     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB4274 07-01-52                                                   | CUSIP: 3140QPXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14121396 | PA      | $12109689.79   | 0.05%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV7830 07-01-52                                                   | CUSIP: 3140MMVY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    401844 | PA      | $344631.25     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BM1179 04-01-47                                                   | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1611945 | PA      | $1456940.22    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 AS8310 11-01-46                                                   | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1317348 | PA      | $1191996.77    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR3                                      | FASST 19-JR3 A 144A 2.0% 09-25-69                                               | CUSIP: 31739LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2083173 | PA      | $2127038.07    | 0.01%             | 2069-09-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR4                                      | FASST 19-JR4 A 144A 2.0% 11-25-69                                               | CUSIP: 31740BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2347546 | PA      | $2307069.24    | 0.01%             | 2069-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6411 11-01-51                                                   | CUSIP: 3133KNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    330143 | PA      | $283779.48     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6821 09-01-51                                                   | CUSIP: 3133ARSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    326175 | PA      | $280328.13     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0926 07-01-51                                                   | CUSIP: 3132DNA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    384566 | PA      | $331426.16     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE8522 08-01-52                                                   | CUSIP: 3133BJPF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    304525 | PA      | $261049.38     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1038 07-01-51                                                   | CUSIP: 3140QLEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    369887 | PA      | $318481.98     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4743 08-01-52                                                   | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1303313 | PA      | $1117374.96    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8884 03-01-52                                                   | CUSIP: 3140MA2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1224291 | PA      | $1049729.51    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW8745 10-01-52                                                   | CUSIP: 3140N1WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8883000 | PA      | $8659832.28    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW8996 10-01-52                                                   | CUSIP: 3140N17J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  28761981 | PA      | $28033814.10   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW7795 10-01-52                                                   | CUSIP: 3140N0UV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $487342.69     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2544 01-01-52                                                   | CUSIP: 3140QMZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13797088 | PA      | $12304077.52   | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5145 02-01-42                                                   | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6467151 | PA      | $5501443.90    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8276 12-01-52                                                   | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        | 106190000 | PA      | $105806016.96  | 0.43%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4841 12-01-52                                                   | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  51600000 | PA      | $51445045.20   | 0.21%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5148 03-01-42                                                   | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  27096229 | PA      | $23050030.19   | 0.09%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4540 02-01-42                                                   | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5853081 | PA      | $4979057.97    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8287 01-01-53                                                   | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    890000 | PA      | $867466.98     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4867 01-01-53                                                   | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4670000 | PA      | $4551769.61    | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K040                             | FHMS K040 A2 (MF) 3.241% 09-25-24                                               | CUSIP: 3137BEVH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4500000 | PA      | $4374643.50    | 0.02%             | 2024-09-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K042                             | FHMS K042 A2 (MF) 2.67% 12-25-24                                                | CUSIP: 3137BFXT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2310000 | PA      | $2216297.16    | 0.01%             | 2024-12-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K043 A2 (MF) 3.062% 12-25-24                                               | CUSIP: 3137BGK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   6000000 | PA      | $5805324.00    | 0.02%             | 2024-12-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 01-4 GA WAC FRN 04-17-25                                                    | CUSIP: 31359SGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |        56 | PA      | $57.55         | 0.00%             | 2025-04-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4570 03-01-42                                                   | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5535271 | PA      | $4708688.80    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5153 04-01-42                                                   | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1835449 | PA      | $1559090.92    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2001-4 NA WAC FRN 10-25-25                                                  | CUSIP: 31359SGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       327 | PA      | $332.00        | 0.00%             | 2025-10-25      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K046                             | FHMS K046 A2 (MF) 3.205% 03-25-25                                               | CUSIP: 3137BJP64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7750000 | PA      | $7492862.75    | 0.03%             | 2025-03-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4586 04-01-42                                                   | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1886000 | PA      | $1604397.89    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7548 11-01-51                                                   | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4364599 | PA      | $3797288.08    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K044 A2 (MF) 2.811% 01-25-25                                               | CUSIP: 3137BHCY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   1245774 | PA      | $1197596.40    | 0.00%             | 2025-01-25      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K038                             | FHMS K038 A2 (MF) 3.389% 03-25-24                                               | CUSIP: 3137BBBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5000000 | PA      | $4897580.00    | 0.02%             | 2024-03-25      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K041                             | FHMS K041 A2 (MF) 3.171% 10-25-24                                               | CUSIP: 3137BFE98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5336000 | PA      | $5171229.66    | 0.02%             | 2024-10-25      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNGT 01-T10 A1 7.0% 12-25-41                                                    | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     38358 | PA      | $39415.86      | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K033                            | FHMS K033 A2 (MF) 3.06% 07-25-23                                                | CUSIP: 3137B4WB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1500000 | PA      | $1481880.00    | 0.01%             | 2023-07-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 5306 02-20-42                                                          | CUSIP: 36202F3P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7058 | PA      | $7132.45       | 0.00%             | 2042-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GCJ12                                      | GSMS 13-GC12 B FRN 06-10-46/05-12-23                                            | CUSIP: 36197XAQ7<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2064495.30    | 0.01%             | 2046-06-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMA 0.25% 05-22-23                                                             | CUSIP: 3135G04Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3995000 | PA      | $3912034.64    | 0.02%             | 2023-05-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHLMC UNSEC 0.25% 06-26-23                                                      | CUSIP: 3137EAES4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9687000 | PA      | $9445038.11    | 0.04%             | 2023-06-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GCJ12                                      | GSMS 13-GC12 A4 3.135% 06-10-46/23                                              | CUSIP: 36197XAK0<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2963370.00    | 0.01%             | 2046-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_16-GS4                                        | GSMS 16-GS4 A3 3.178% 11-10-49/09-14-26                                         | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2580949 | PA      | $2380298.54    | 0.01%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0433 12-01-51                                                   | CUSIP: 3140XFPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  29948511 | PA      | $26183264.64   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7550 02-01-52                                                   | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  27875203 | PA      | $25097689.96   | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9976 12-01-51                                                   | CUSIP: 3140XECN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6926893 | PA      | $6238068.99    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD0873 02-01-52                                                   | CUSIP: 3132DM6J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11051565 | PA      | $10261543.67   | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA4511 06-20-47                                                        | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24916486 | PA      | $24162836.82   | 0.10%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION II GSMS_13-GC10                              | GSMS 13-GC10 B 144A 3.682% 02-10-46                                             | CUSIP: 36192CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3220000 | PA      | $3213363.58    | 0.01%             | 2046-02-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K143                                      | FHMS K143 A2 (MF) 2.35% 06-25-32                                                | CUSIP: 3137H6MG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4990000 | PA      | $4225916.23    | 0.02%             | 2032-06-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                      | FHMS K749 AM (MF) 2.12% 06-25-29                                                | CUSIP: 3137H6ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2069000 | PA      | $1808272.90    | 0.01%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF MA5332 07-20-48                                                            | CUSIP: 36179T4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2911 | PA      | $2934.65       | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA6042 07-20-49                                                        | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5741 | PA      | $5814.98       | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                      | FHMS K749 A2 (MF) 2.12% 06-25-29                                                | CUSIP: 3137H6MM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2113000 | PA      | $1860673.99    | 0.01%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7553 03-01-52                                                   | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  61186647 | PA      | $54819687.16   | 0.22%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                       | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                       | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1809000 | PA      | $1496980.06    | 0.01%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_18-HULA                                       | GSMS 18-HULA A 144A FRN 07-15-25/20                                             | CUSIP: 36259AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13172725 | PA      | $12760853.70   | 0.05%             | 2025-07-15      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMA 0.875% 08-05-30                                                            | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  38662000 | PA      | $30806484.73   | 0.12%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMA 0.75% 10-08-27                                                             | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10000000 | PA      | $8650274.00    | 0.03%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GRACE MORTGAGE TRUST GRCE_20-GRCE                                               | GRCE 20-GRCE A 144A 2.347% 12-10-40/12-12-30                                    | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11934678 | PA      | $9237703.33    | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_20-PJ4                                      | GSMBS 20-PJ4 A2 144A FRN 01-25-51/06-25-42                                      | CUSIP: 36259VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2067434 | PA      | $1763877.23    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 1567 A FRN (L+40) 08-15-23                                                  | CUSIP: 3133T0WA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       526 | PA      | $522.55        | 0.00%             | 2023-08-15      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                            | FHMS K144 AM (MF) 2.45% 07-25-32                                                | CUSIP: 3137H73K7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3000000 | PA      | $2533260.00    | 0.01%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                                         | GCAT 21-NQM6 A1 144A FRN 08-25-66                                               | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31038038 | PA      | $26228010.93   | 0.11%             | 2066-08-25      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_22-PJ5                                 | GSMBS 22-PJ5 A4 144A FRN 10-25-52/01-26-43                                      | CUSIP: 362925AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  54685429 | PA      | $44085752.27   | 0.18%             | 2052-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                 | GSMS 22-SHIP A 144A FRN (TSFR1M+73.1) 08-15-24                                  | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9715000 | PA      | $9526966.18    | 0.04%             | 2024-08-15      | Variable      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 TBA 12-01-52                                                           | CUSIP: 21H0506C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 100000000 | PA      | $99937500.00   | 0.40%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                            | FHMS K144 A2 (MF) 2.45% 07-25-32                                                | CUSIP: 3137H73J0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2536000 | PA      | $2164536.86    | 0.01%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_22-K142                                              | FREMF K-142 A2 2.4% 03-25-32                                                    | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  14000000 | PA      | $11956812.00   | 0.05%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 TBA 12-01-52                                                           | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 271490934 | PA      | $259220901.24  | 1.04%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 TBA 12-01-52                                                           | CUSIP: 21H0426C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 228535202 | PA      | $223902107.85  | 0.90%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K032 A2 (MF) 3.31% 05-25-23                                                | CUSIP: 3137B4GY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5300000 | PA      | $5250975.00    | 0.02%             | 2023-05-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                        | JBIC GLOBAL SR UNSEC 2.875% 04-14-25                                            | CUSIP: 471048CR7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |  17670000 | PA      | $17012022.21   | 0.07%             | 2025-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4501 12-01-41                                                   | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25054075 | PA      | $21313251.00   | 0.09%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5138 12-01-41                                                   | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  20951042 | PA      | $17822820.55   | 0.07%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                        | JBIC GLOBAL UNSEC 2.5% 05-23-24                                                 | CUSIP: 471048BY3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |  12280000 | PA      | $11888562.72   | 0.05%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                        | JBIC GLOBAL UNSEC 0.625% 05-22-23                                               | CUSIP: 471048CH9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |  14800000 | PA      | $14519569.60   | 0.06%             | 2023-05-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 TBA 01-01-53                                                           | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 189955258 | PA      | $192148671.36  | 0.77%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.0 TBA 01-01-53                                                           | CUSIP: 21H020618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  59922019 | PA      | $51064825.53   | 0.21%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                        | JBIC GLOBAL SR UNSEC 1.875% 04-15-31                                            | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |   9834000 | PA      | $8131439.58    | 0.03%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | KFW GLOBAL USD 0.375% 07-18-25                                                  | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | USGA              | DE        |  20670000 | PA      | $18719847.51   | 0.08%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 TBA 01-01-53                                                           | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  34123765 | PA      | $31708450.79   | 0.13%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 TBA 01-01-53                                                           | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  28446666 | PA      | $25036394.34   | 0.10%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                               | KOMMUNALBANKEN USD 144A LIFE 0.375% 09-11-25                                    | CUSIP: 50048MCW8<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | USGA              | NO        |  41068000 | PA      | $36898242.76   | 0.15%             | 2025-09-11      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                               | KOMMUNALBANKEN USD 144A LIFE 0.5% 10-21-24                                      | CUSIP: 50048MDA5<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | USGA              | NO        |  14934000 | PA      | $13801733.99   | 0.06%             | 2024-10-21      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                             | KFW GLOBAL USD 0.5% 09-20-24                                                    | CUSIP: 500769JP0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | USGA              | DE        |  30000000 | PA      | $27956520.00   | 0.11%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                  | ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27                       | CUSIP: 68329AAL2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |  31138000 | PA      | $29366110.79   | 0.12%             | 2027-04-13      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 QK1181 11-01-41                                                   | CUSIP: 3133D4J20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1429566 | PA      | $1216120.49    | 0.00%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7743 11-01-50                                                   | CUSIP: 3140QFS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30275 | PA      | $25968.64      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                             | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                            | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   4988000 | PA      | $4565880.52    | 0.02%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                  | ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 2.0% 04-16-31                          | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |   5070000 | PA      | $4244703.37    | 0.02%             | 2031-04-16      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4305 04-01-51                                                   | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91050 | PA      | $75388.00      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8200 03-01-52                                                   | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    754022 | PA      | $646361.40     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                  | ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 0.875% 09-21-26                        | CUSIP: 68329AAK4<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |  36960000 | PA      | $32284449.12   | 0.13%             | 2026-09-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| PSP CAPITAL INC                                                                 | PSP CAPITAL INC 144A LIFE SR UNSEC 1.625% 10-26-28                              | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | USGA              | CA        |  22052000 | PA      | $18923857.64   | 0.08%             | 2028-10-26      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | QUEBEC PROV 0.6% 07-23-25                                                       | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  56321000 | PA      | $51137113.78   | 0.21%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT CORP                                                      | SWEDISH EXPORT CREDIT CORP SR UNSEC 3.625% 09-03-24                             | CUSIP: 87031CAG8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | USGA              | SE        |  22643000 | PA      | $22245253.06   | 0.09%             | 2024-09-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8128 02-01-51                                                   | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    316651 | PA      | $262487.59     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8134 03-01-51                                                   | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    526542 | PA      | $436047.49     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 1.625% 11-24-25                         | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1920000 | PA      | $1753800.96    | 0.01%             | 2025-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| ALBERTA (PROVINCE OF)                                                           | ALBERTA PROV UNSEC 1.875% 11-13-24                                              | CUSIP: 013051EH6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  20000000 | PA      | $19005826.00   | 0.08%             | 2024-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8106 11-01-50                                                   | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  36840407 | PA      | $30540365.78   | 0.12%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8189 01-01-52                                                   | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    399999 | PA      | $342733.24     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT GLOBAL 0.75% 05-19-26                                               | CUSIP: 427028AB1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $22554005.00   | 0.09%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT BOND 2.875% 04-28-25                                                | CUSIP: 135087N75<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  18030000 | PA      | $17484116.51   | 0.07%             | 2025-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 1.5 FS0305 01-01-42                                                   | CUSIP: 3140XFKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  42176858 | PA      | $34531838.90   | 0.14%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0457 05-01-51                                                   | CUSIP: 3140QKQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3914633 | PA      | $3370620.20    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT 2.375% 10-17-24                                                      | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |  29500000 | PA      | $27685189.50   | 0.11%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                                             | SWEDEN GOVT USD 144A LIFE 2.375% 02-15-23                                       | CUSIP: 87020DBC7<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  12135000 | PA      | $12081593.87   | 0.05%             | 2023-02-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AB                                                       | KOMMUNINVEST I SVERIGE 144A LIFE UNSEC 0.25% 08-09-23                           | CUSIP: 50046PEM3<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |  47515000 | PA      | $46090262.73   | 0.19%             | 2023-08-09      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AB                                                       | KOMMUNINVEST I SVERIGE 144A LIFE SR UNSEC 0.5% 07-05-23                         | CUSIP: 50046PBV6<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |  18739000 | PA      | $18297734.03   | 0.07%             | 2023-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5259 05-01-51                                                   | CUSIP: 3133KLZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3835953 | PA      | $3302307.05    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7554 04-01-52                                                   | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7034057 | PA      | $6087034.06    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AB                                                       | KOMMUNINVEST I SVERIGE 144A LIFE SR UNSEC 2.875% 07-03-24                       | CUSIP: 50046PBY0<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   7867000 | PA      | $7629872.89    | 0.03%             | 2024-07-03      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | POLAND GOVT BOND USD 3.0% 03-17-23                                              | CUSIP: 731011AT9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   5000000 | PA      | $4980855.00    | 0.02%             | 2023-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_16-DNA2                                     | STACR 16-DNA2 M3 FRN (L+465) 10-25-28                                           | CUSIP: 3137G0JU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    676042 | PA      | $694344.03     | 0.00%             | 2028-10-25      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8828 02-01-51                                                   | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20188851 | PA      | $17536782.81   | 0.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                | STATE OF QATAR 144A LIFE 3.375% 03-14-24                                        | CUSIP: 74727PAZ4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   9928000 | PA      | $9754091.22    | 0.04%             | 2024-03-14      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL GOVT REG S 5.125% 10-15-24                                             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |  51000000 | PA      | $51039525.00   | 0.21%             | 2024-10-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | POLAND GOVT BOND USD 4.0% 01-22-24                                              | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   4607000 | PA      | $4559289.91    | 0.02%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | POLAND GOVT BOND USD 3.25% 04-06-26                                             | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    472000 | PA      | $450876.58     | 0.00%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS0647 02-01-52                                                   | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5300948 | PA      | $4772729.49    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA8046 12-01-50                                                   | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6146204 | PA      | $5541368.76    | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7599 11-01-50                                                   | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6318844 | PA      | $5504907.61    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6406 11-01-51                                                   | CUSIP: 3133KNDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4940061 | PA      | $4100710.05    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                | STATE OF QATAR 144A LIFE 3.875% 04-23-23                                        | CUSIP: 74727PAW1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |  11737000 | PA      | $11704946.25   | 0.05%             | 2023-04-23      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                      | SASKATCHEWAN PROV 3.25% 06-08-27                                                | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |  29305000 | PA      | $28183720.37   | 0.11%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L FRN 0.625% 04-15-23                                             | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 710200463 | PA      | $704648047.17  | 2.83%             | 2023-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L FRN 0.5% 04-15-24                                               | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 137739707 | PA      | $134446847.65  | 0.54%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.125% 10-15-24                                                 | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 449941306 | PA      | $435740063.63  | 1.75%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 0.625% 03-31-27                                                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72500000 | PA      | $63187549.00   | 0.25%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.0 BF0548 07-01-61                                                      | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15934723 | PA      | $14033009.14   | 0.06%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WIK151                             | FHLMC K151 A2 (MF) 3.8% 12-25-32                                                | CUSIP: 3137H8WB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16000000 | PA      | $15260448.00   | 0.06%             | 2032-12-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.125% 04-15-25                                                 | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124445364 | PA      | $119486956.80  | 0.48%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 0.625% 05-15-30                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $18515092.00   | 0.07%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RA7938 09-01-52                                                   | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  69352300 | PA      | $69165811.45   | 0.28%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM9416 07-01-45                                                   | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  35833725 | PA      | $33437308.91   | 0.13%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM3280 05-01-49                                                   | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9368593 | PA      | $8747267.92    | 0.04%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA5968 06-01-50                                                   | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4481064 | PA      | $3902706.44    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2765 02-01-52                                                   | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6465850 | PA      | $5382891.51    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7552 01-01-52                                                   | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3077815 | PA      | $2659475.65    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L FRN 0.625% 01-15-24                                             | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 141115630 | PA      | $138514190.16  | 0.56%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.375% 11-15-40                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1970000 | PA      | $1309880.19    | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.125% 01-15-31                                                 | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 193830600 | PA      | $175901210.00  | 0.71%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.875% 02-15-51                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1156200 | PA      | $764137.78     | 0.00%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.875% 02-15-41                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1455200 | PA      | $1054588.24    | 0.00%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.25% 03-15-24                                                 | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 300000000 | PA      | $283709490.00  | 1.14%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.125% 04-15-26                                                 | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 226240823 | PA      | $214911090.70  | 0.86%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.25% 05-15-41                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    354800 | PA      | $273362.05     | 0.00%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE WI 0.875% 06-30-26                                             | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13662300 | PA      | $12257027.25   | 0.05%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.125% 08-31-23                                                | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $96664060.00   | 0.39%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.875% 09-30-26                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12691200 | PA      | $11314942.16   | 0.05%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.375% 10-31-23                                                | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8650547.10    | 0.03%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.375% 12-31-28                                                | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4361032.00    | 0.02%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.125% 01-15-25                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29035000 | PA      | $27174834.98   | 0.11%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.75% 01-31-29                                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13340412.00   | 0.05%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.875% 02-15-32                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8628281.00    | 0.03%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.5% 02-15-25                                                  | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50593000 | PA      | $47636031.40   | 0.19%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.25% 03-31-24                                                 | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9340800 | PA      | $9056896.66    | 0.04%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.5% 03-31-27                                                  | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18694100 | PA      | $17672323.49   | 0.07%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.125% 04-15-27                                                 | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45697374 | PA      | $43153680.51   | 0.17%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.875% 06-15-25                                                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29794400 | PA      | $28887792.16   | 0.12%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.25% 06-30-27                                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35357100 | PA      | $34473048.75   | 0.14%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.0% 07-15-25                                                  | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1749015.90    | 0.01%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.625% 07-15-32                                                 | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19715722 | PA      | $18580534.60   | 0.07%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.0% 07-31-24                                                  | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $32227842.90   | 0.13%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.75% 07-31-27                                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 189000000 | PA      | $180286287.30  | 0.72%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.125% 08-15-25                                                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37400000 | PA      | $36449060.12   | 0.15%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.75% 08-15-32                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1391483.25    | 0.01%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.0% 08-15-52                                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1973000 | PA      | $1693010.98    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.375% 08-15-42                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4431800 | PA      | $4063306.91    | 0.02%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.25% 08-31-24                                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 355069000 | PA      | $347994711.76  | 1.40%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.5% 09-15-25                                                  | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11938300 | PA      | $11753073.69   | 0.05%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.125% 09-30-27                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 517942000 | PA      | $524780854.37  | 2.11%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.875% 09-30-29                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25971900 | PA      | $26188264.11   | 0.11%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.25% 09-30-24                                                 | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8915700 | PA      | $8891663.27    | 0.04%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.25% 10-15-25                                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53430900 | PA      | $53649614.05   | 0.22%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 1.625% 10-15-27                                                 | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 267884126 | PA      | $271714059.23  | 1.09%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.125% 10-31-27                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36509300 | PA      | $37011120.33   | 0.15%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.5% 11-15-25                                                  | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 242410000 | PA      | $245220501.54  | 0.99%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 4.0% 11-15-52                                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    622000 | PA      | $647828.86     | 0.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 3.55% 03-05-24/23                                 | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2536405.39    | 0.01%             | 2024-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP SR UNSEC 3.45% 03-01-24                                  | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   7820000 | PA      | $7683243.84    | 0.03%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.15% 04-18-24                            | CUSIP: 05565EBH7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  28171000 | PA      | $27500840.08   | 0.11%             | 2024-04-18      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 2.789% 09-06-24                                       | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $33481560.00   | 0.13%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                       | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $23219875.00   | 0.09%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.456% 10-22-25/24                                | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13274000 | PA      | $12497763.03   | 0.05%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SA 144A LIFE SR NON PREF 3.052% 01-13-31/30                         | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2278000 | PA      | $1891350.50    | 0.01%             | 2031-01-13      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 1.6% 04-24-25                             | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $26020036.00   | 0.10%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 4.508% 05-01-23                                              | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3985956.00    | 0.02%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 4.875% 05-01-25                                              | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2478252.50    | 0.01%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 5.15% 05-01-30                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4981000 | PA      | $4865963.81    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP SR UNSEC 1.9% 06-01-25                                   | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4557480.80    | 0.02%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.319% 06-19-26/25                                | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1715067.30    | 0.01%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.676% 06-19-41/40                                | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3493680.00    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 3.15% 11-15-25                                            | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14279895.00   | 0.06%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25                                | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  17025000 | PA      | $14991993.68   | 0.06%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4207000 | PA      | $3263045.96    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 1.95% 02-01-24                                               | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24062000.00   | 0.10%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 2.75% 02-01-26                                               | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  20292000 | PA      | $18792279.16   | 0.08%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 3.25% 02-01-28                                               | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10621000 | PA      | $9678938.54    | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 3.625% 02-01-31                                              | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    430000 | PA      | $379359.33     | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 1.95% 02-15-28                                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5558000 | PA      | $4701089.79    | 0.02%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SA 144A LIFE SR UNSEC 1.323% 01-13-27/26                            | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7410000 | PA      | $6439549.35    | 0.03%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR UNSEC 1.0% 01-20-26                                        | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  24000000 | PA      | $21089712.00   | 0.08%             | 2026-01-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR UNSEC 2.277% 01-20-32/31                                   | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1267000 | PA      | $946366.65     | 0.00%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 2.196% 02-04-26                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  22066000 | PA      | $20068100.23   | 0.08%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.55% 04-01-31                            | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  14910000 | PA      | $12505106.46   | 0.05%             | 2031-04-01      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                         | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $474310.20     | 0.00%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 0.976% 04-22-25/24                                | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    845000 | PA      | $789655.04     | 0.00%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.734% 07-22-27/26                                | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13975000 | PA      | $12253741.18   | 0.05%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28                                | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $506950.20     | 0.00%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                       | BANK OF NOVA SCOTIA SR UNSEC 1.35% 06-24-26                                     | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $13347060.00   | 0.05%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 1.25% 08-12-26                            | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    925000 | PA      | $811731.90     | 0.00%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                         | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5325000 | PA      | $4325188.65    | 0.02%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 2.045% 10-19-27/26                                | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $214428.00     | 0.00%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.53% 12-06-25/24                                 | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  38750000 | PA      | $35603035.00   | 0.14%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                       | BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26                              | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   3307000 | PA      | $2980933.11    | 0.01%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                       | BANK OF NOVA SCOTIA SR UNSEC 1.45% 01-10-25                                     | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  17000000 | PA      | $15840498.00   | 0.06%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                  | BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.721% 01-12-32                         | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $7379192.10    | 0.03%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25                                      | CUSIP: 05578AAV0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  12000000 | PA      | $11150904.00   | 0.04%             | 2025-01-14      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27                         | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5976000 | PA      | $5228085.67    | 0.02%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.551% 02-04-28/27                                | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20775000 | PA      | $18598943.40   | 0.07%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.843% 02-04-25/24                                | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14450000 | PA      | $13803608.15   | 0.06%             | 2025-02-04      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 2.3% 03-15-27                          | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    850000 | PA      | $791950.95     | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 2.875% 03-15-32                        | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    462000 | PA      | $408017.61     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                          | CUSIP: 05530QAP5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466174.50     | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54709 03-01-48                                                       | CUSIP: 3132XXGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    797192 | PA      | $746264.39     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56590 06-01-48                                                       | CUSIP: 3132Y0KC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    389189 | PA      | $364161.91     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                        | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    181000 | PA      | $165257.53     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 4.376% 04-27-28/27                                | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8647200.00    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1248 06-01-41                                                   | CUSIP: 31419BL60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    246129 | PA      | $251929.16     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56589 06-01-48                                                       | CUSIP: 3132Y0KB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243283 | PA      | $227663.66     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                               | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $648568.50     | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27                               | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891663.00     | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA4151 09-01-49                                                   | CUSIP: 3140QBTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8298970 | PA      | $7783230.22    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q15874 02-01-43                                                       | CUSIP: 3132J66L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31741 | PA      | $31157.53      | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 1.322% 11-29-24                               | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1163301.25    | 0.00%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 4.827% 07-22-26/25                                | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10700000 | PA      | $10564612.90   | 0.04%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                                | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $637602.55     | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32                                | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7299000 | PA      | $7051812.07    | 0.03%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25                                  | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6600000 | PA      | $6562558.20    | 0.03%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                       | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25                 | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  10800000 | PA      | $10589464.80   | 0.04%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC FRN 10-25-28                              | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622740.60     | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 144A LIFE SUB 4.375% 03-17-25                                | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3025000 | PA      | $2913126.43    | 0.01%             | 2025-03-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE5017 02-01-45                                                   | CUSIP: 3140FQSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    897742 | PA      | $842797.81     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58378 09-01-48                                                       | CUSIP: 3132Y2JY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    604505 | PA      | $599441.93     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                          | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  16339000 | PA      | $15233013.09   | 0.06%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                     | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 2.55% 06-15-26                           | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   8078000 | PA      | $7551734.46    | 0.03%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC SR SEC 1ST LIEN 2.4% 09-01-26           | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9210080.00    | 0.04%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING GUERNSEY LTD                                        | CREDIT SUISSE GROUP AG SR UNSEC 3.8% 06-09-23                                   | CUSIP: 225433AT8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | GG        |  10000000 | PA      | $9576240.00    | 0.04%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP SR UNSEC 3.45% 08-15-27                                         | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  17501000 | PA      | $16240332.97   | 0.07%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 01-15-23                          | CUSIP: 136385AW1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $8992710.00    | 0.04%             | 2023-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                          | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.997% 12-14-23/22                    | CUSIP: 225401AD0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  21863000 | PA      | $21644610.49   | 0.09%             | 2023-12-14      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                              | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28             | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4563975.45    | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AY1829 12-01-44                                                   | CUSIP: 3138YFA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74115 | PA      | $69896.37      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT0412 03-01-43                                                   | CUSIP: 3138WMN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    166434 | PA      | $156899.07     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q51622 10-01-47                                                       | CUSIP: 3132XTYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    860627 | PA      | $805560.93     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q47615 04-01-47                                                       | CUSIP: 3132WMN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    711110 | PA      | $665682.40     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT3954 04-01-43                                                   | CUSIP: 3138WRMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77432 | PA      | $73110.03      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q56599 06-01-48                                                       | CUSIP: 3132Y0KM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1088842 | PA      | $1058670.23    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q18236 05-01-43                                                       | CUSIP: 3132J9S25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    570692 | PA      | $539433.01     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE8740 05-01-47                                                   | CUSIP: 3140FUWA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    811156 | PA      | $759187.29     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.5% 02-01-24              | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42050000 | PA      | $41584800.85   | 0.17%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC SR UNSEC 4.3% 05-01-24                                       | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2628856.72    | 0.01%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54782 03-01-48                                                       | CUSIP: 3132XXJ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    511308 | PA      | $478431.28     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58411 09-01-48                                                       | CUSIP: 3132Y2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1578525 | PA      | $1571017.77    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.8% 11-15-28                               | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   8225000 | PA      | $7827929.90    | 0.03%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                              | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 4.55% 11-15-30            | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7150000 | PA      | $6780738.25    | 0.03%             | 2030-11-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q55970 05-01-48                                                       | CUSIP: 3132XYT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    373519 | PA      | $363977.81     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q17696 04-01-43                                                       | CUSIP: 3132J87J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    422547 | PA      | $399405.20     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 3.25% 08-15-29                                         | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1541734.32    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP SR UNSEC 4.125% 11-15-25                                             | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34443.40      | 0.00%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 2.65% 02-01-30                                            | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1476000 | PA      | $1290564.22    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ1873 10-01-41                                                   | CUSIP: 3138ATCK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    250886 | PA      | $244803.18     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q55060 04-01-48                                                       | CUSIP: 3132XXTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    228517 | PA      | $213350.52     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54698 03-01-48                                                       | CUSIP: 3132XXGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203797 | PA      | $190651.12     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AL3829 06-01-43                                                   | CUSIP: 3138ELHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1650357 | PA      | $1562223.20    | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58436 09-01-48                                                       | CUSIP: 3132Y2LS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    828900 | PA      | $823521.58     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                         | BX 21-VOLT A 144A FRN (L+70) 09-15-36/23                                        | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  52563000 | PA      | $50390360.96   | 0.20%             | 2036-09-15      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                         | BX 21-SDMF A 144A FRN (L+58.9) 09-15-34/23                                      | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  41644000 | PA      | $39753195.82   | 0.16%             | 2034-09-15      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                             | BX 21-ARIA A 144A FRN (L+89.91) 10-15-36/26                                     | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  48790000 | PA      | $45898119.12   | 0.18%             | 2036-10-15      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                             | BX 21-ACNT A 144A FRN (L+85) 11-15-38/11-16-26                                  | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14011000 | PA      | $13459064.68   | 0.05%             | 2038-11-15      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                   | BRAVO 22-RPL1 A1 144A 2.75% 09-25-61                                            | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9386486 | PA      | $8395038.53    | 0.03%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                          | BX 22-AHP A 144A FRN (TSFR1M+99) 02-15-39/01-16-24                              | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9575050.00    | 0.04%             | 2039-02-15      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                                           | BMARK 22-B32 A5 3.0019% 01-15-55/01-21-32                                       | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $850640.00     | 0.00%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                        | BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27                                     | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17904747 | PA      | $15956048.04   | 0.06%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BMO CAPITAL MARKETS CORP BMO_22-C1                                              | BMO 22-C1 A5 3.374% 02-15-55/01-15-32                                           | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    833333 | PA      | $727323.88     | 0.00%             | 2055-02-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B33                                           | BMARK 22-B33 A5 3.4582% 03-15-55/01-15-32                                       | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2670654.00    | 0.01%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK40                                                              | BANK 22-BNK40 A4 FRN 03-15-64/02-17-32                                          | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10201000 | PA      | $9002229.49    | 0.04%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM1                                   | BRAVO 22-NQM1 A1 144A FRN 09-25-61/02-25-26                                     | CUSIP: 10569FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2654678 | PA      | $2413076.04    | 0.01%             | 2061-09-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST BPR_22-OANA                                                           | BPR 22-OANA A 144A FRN (TSFR1M+189.8) 04-15-37/24                               | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  33026000 | PA      | $32213890.66   | 0.13%             | 2037-04-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                              | BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27                                 | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14827958 | PA      | $14435610.63   | 0.06%             | 2037-04-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA                                          | BOCA 22-BOCA A 144A FRN (TSFR1M+176.96) 05-15-39/05-17-27                       | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17453000 | PA      | $16937525.65   | 0.07%             | 2039-05-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B35                                           | BMARK 22-B35 A5 FRN 05-15-55                                                    | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17838000 | PA      | $17139463.92   | 0.07%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                          | BX 22-CSMO A 144A FRN (TSFR1M+211.48) 06-15-27                                  | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27203000 | PA      | $26975011.66   | 0.11%             | 2027-06-15      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                              | BX 22-PSB A 144A FRN  (TSFR1M+245.1) 08-15-29/08-16-27                          | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9587543 | PA      | $9516499.49    | 0.04%             | 2039-08-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B36                                           | BMARK 22-B36 A5 FRN 07-15-55                                                    | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4895000 | PA      | $4690291.10    | 0.02%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2                                   | BRAVO 22-NQM2 A1 144A FRN 11-25-61/05-25-26                                     | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1301171 | PA      | $1239943.05    | 0.00%             | 2061-11-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                              | BANK 22-BNK43 A5 4.399% 08-15-55/07-15-32                                       | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2476000 | PA      | $2361004.66    | 0.01%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C17                        | BBCMS 22-C17 A5 4.441% 09-15-55/08-17-32                                        | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9497000 | PA      | $9052445.43    | 0.04%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3                                   | BRAVO 22-NQM3 A1 144A FRN 07-25-62/09-01-26                                     | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17373285 | PA      | $16982403.28   | 0.07%             | 2062-07-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B37                                           | BMARK 22-B37 A5 FRN 11-15-55                                                    | CUSIP: 08161QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4522000 | PA      | $4809644.42    | 0.02%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                          | AH4R 14-SFR2 A 144A 3.786% 10-17-36/10-18-24                                    | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18706570 | PA      | $17942668.39   | 0.07%             | 2036-10-17      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 15-SFR2 A 144A 3.732% 10-17-52/25                                          | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34944737 | PA      | $33142671.60   | 0.13%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 15-SFR2 B 144A 4.295% 10-17-52/25                                          | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6605000 | PA      | $6295833.16    | 0.03%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR1                                              | AH4R 15-SFR1 A 144A 3.467% 04-17-52/25                                          | CUSIP: 02666AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1718371 | PA      | $1634782.10    | 0.01%             | 2052-04-17      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                                              | BANK 22-BNK44 A5 FRN 10-15-32/10-18-32                                          | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6340842.00    | 0.03%             | 2032-10-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN BAMLL_15-200P                          | BAMLL 15-200P A 144A 3.218% 04-14-33/25                                         | CUSIP: 05526QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10896324 | PA      | $10086530.99   | 0.04%             | 2033-04-14      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_20-MF1                        | AMMST 20-MF1 A5 144A 2.7563% 05-15-53/02-15-30                                  | CUSIP: 03881BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1274143.50    | 0.01%             | 2053-05-15      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_19-SFR1                                                         | AMSR 19-SFR1 A 144A 2.774% 01-19-39/01-20-27                                    | CUSIP: 00178XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3149622.00    | 0.01%             | 2039-01-19      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR11                                                | COMM 13-CR11 B FRN 08-10-50/09-12-23                                            | CUSIP: 12626LBP6<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $977745.00     | 0.00%             | 2050-08-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC21                               | CGCMT 14-GC21 B FRN 05-10-47/04-10-24                                           | CUSIP: 17322MAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1404930.00    | 0.01%             | 2047-05-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_15-UBS7                          | BACM 15-UBS7 A4 3.705% 09-15-48/09-17-25                                        | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3544668.75    | 0.01%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                            | BMARK 18-B2 A4 3.6147% 02-15-51/11-18-27                                        | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3245522.00    | 0.01%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR18                                                | COMM 14-CR18 A5 3.828% 07-15-47/06-17-24                                        | CUSIP: 12632QAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2418437.50    | 0.01%             | 2047-07-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-PC1                                                 | COMM 15-PC1 A4 3.62% 07-10-50/02-12-25                                          | CUSIP: 12593GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3608536 | PA      | $3473345.75    | 0.01%             | 2050-07-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4                                     | CSAIL 15-C4 C FRN 11-15-48/11-18-25                                             | CUSIP: 12635RBD9<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |    137500 | PA      | $123776.81     | 0.00%             | 2048-11-18      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC33                               | CGCMT 15-GC33 A3 3.515% 09-10-58/08-12-25                                       | CUSIP: 29425AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12113223 | PA      | $11513945.09   | 0.05%             | 2058-09-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B3                                            | BMARK 18-B3 A5 4.025% 04-10-51/02-11-28                                         | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2359442.50    | 0.01%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B7                                            | BMARK 18-B7 A3 4.241% 05-15-53/10-17-28                                         | CUSIP: 08162TBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2081884.20    | 0.01%             | 2053-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_19-3                                                     | BMIR 19-3A M1B 144A FRN (L+160) 07-25-29                                        | CUSIP: 07877GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    648345 | PA      | $647849.50     | 0.00%             | 2029-07-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                                           | BMARK 19-B13 A4 2.952% 08-15-57/10-17-29                                        | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1445617.80    | 0.01%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR16                                                | COMM 14-CR16 A3 3.775% 04-10-47/03-12-24                                        | CUSIP: 12591VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1921197 | PA      | $1870886.87    | 0.01%             | 2047-04-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC23                               | CGCMT 14-GC23 A4 3.622% 07-10-47/24                                             | CUSIP: 17322VAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1544224.00    | 0.01%             | 2047-07-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK_20-BN26                                                                    | BANK 20-BN26 A4 2.403% 03-15-63/02-15-30                                        | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2157000 | PA      | $1810426.18    | 0.01%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                           | BMARK 20-B17 A5 2.289% 03-15-53/02-15-30                                        | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2202000 | PA      | $1830293.59    | 0.01%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-LC17                                                | COMM 14-LC17 B FRN 10-10-47/09-12-24                                            | CUSIP: 12592MBN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2853108.00    | 0.01%             | 2047-10-10      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP.  CSFB_02-30                           | CSFB 02-30 1A1 PT 7.5% 11-25-32                                                 | CUSIP: 22541NTQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70759 | PA      | $69468.51      | 0.00%             | 2032-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2                                     | BHLD 19-2 A3 144A FRN 07-25-49/23                                               | CUSIP: 12061RAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1258024 | PA      | $1168229.60    | 0.00%             | 2049-07-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                   | BRAVO 20-RPL1 A1 144A FRN 05-26-59                                              | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5390734 | PA      | $5092178.92    | 0.02%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C2                                     | CSAIL 15-C2 A3 3.2312% 06-15-57/03-17-25                                        | CUSIP: 12634NAS7<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-CBDO         | CORP              | US        |   2760308 | PA      | $2617352.08    | 0.01%             | 2057-06-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34                             | CSFB 02-34 1A1 PT 7.5% 12-25-32                                                 | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75795 | PA      | $76807.06      | 0.00%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_18-GW                                                               | BX 18-GW A 144A FRN 05-15-35/25                                                 | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1684000 | PA      | $1633232.45    | 0.01%             | 2035-05-15      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                   | BRAVO 20-RPL2 A1 144A FRN 05-25-59                                              | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11957678 | PA      | $10839407.46   | 0.04%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST BXP_17-GM                                                             | BXP 17-GM A 144A 3.379% 06-13-39/06-15-27                                       | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8755000 | PA      | $7857831.38    | 0.03%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                         | BX 21-SOAR A 144A FRN (L+67) 06-15-38/23                                        | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30772889 | PA      | $29508184.95   | 0.12%             | 2038-06-15      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21                             | CSFB 03-21 5A1 PT 6.5% 07-25-33                                                 | CUSIP: 22541QQA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    106659 | PA      | $100101.75     | 0.00%             | 2033-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29                             | CSFB 03-29 5A1 PT 7.0% 12-25-33                                                 | CUSIP: 22541Q4B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110920 | PA      | $107845.33     | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                         | BX 21-SOAR B 144A FRN (L+87) 06-15-38/23                                        | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6076966 | PA      | $5783290.31    | 0.02%             | 2038-06-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                         | BX 21-SOAR C 144A FRN (L+110) 06-15-38/23                                       | CUSIP: 05608WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3048904 | PA      | $2879573.91    | 0.01%             | 2038-06-15      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                         | BX 21-VOLT B 144A FRN (L+95) 09-15-36/23                                        | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5089000 | PA      | $4767136.02    | 0.02%             | 2036-09-15      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST CFCRE_16-C7                                     | CFCRE 16-C7 A2 3.5853% 12-10-54/11-13-26                                        | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550472 | PA      | $2378847.96    | 0.01%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_16-COR1                                                | COMM 16-COR1 A4 3.091% 10-10-49/08-10-26                                        | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5975000 | PA      | $5440398.83    | 0.02%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-B1                                 | CGCMT 17-B1 A3 3.197% 08-15-50/07-16-27                                         | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8625707 | PA      | $7859890.81    | 0.03%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_17-CX9                                    | CSAIL 17-CX9 A4 3.1755% 09-15-50/04-16-27                                       | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2375000 | PA      | $2193483.50    | 0.01%             | 2050-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                                | COMM 17-COR2 A2 3.239% 09-10-50/05-12-27                                        | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850980 | PA      | $781883.34     | 0.00%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-C4                                 | CGCMT 17-C4 A4 3.471% 10-12-50/09-14-27                                         | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4618850.00    | 0.02%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_17-CD6                                          | CD 17-CD6 A5 3.456% 11-13-50/10-18-27                                           | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8609000 | PA      | $8000025.17    | 0.03%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES CGCMT_12-GC8                      | CGCMT 12-GC8 B 144A 4.285% 09-10-45/07-12-22                                    | CUSIP: 17318UAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137803 | PA      | $135305.89     | 0.00%             | 2045-09-10      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_12-CR3                                                 | COMM 12-CR3 AM 144A 3.416% 10-15-45/09-16-22                                    | CUSIP: 12624PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $905301.00     | 0.00%             | 2045-10-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR7                                                 | COMM 13-CR7 C 144A FRN 03-10-46/10-10-23                                        | CUSIP: 12625FAY2<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-CBDO         | CORP              | US        |   3739500 | PA      | $3649587.46    | 0.01%             | 2046-03-10      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY SR UNSEC 1.4% 08-15-26                                        | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  39525000 | PA      | $34853382.15   | 0.14%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32                                  | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     79000 | PA      | $60159.37      | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 0.95% 10-01-24                            | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1115554.80    | 0.00%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP SR UNSEC 0.833% 06-15-24                                    | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    550000 | PA      | $510037.00     | 0.00%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR6                                                 | COMM 13-CR6 B 144A 3.397% 03-10-46/02-10-23                                     | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2230407.00    | 0.01%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C17                                    | CSAIL 19-C17 A5 3.0161% 09-15-52/09-17-29                                       | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2583105.00    | 0.01%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP SR UNSEC 2.639% 06-15-31                                    | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $316134.80     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP SR UNSEC 5.7% 04-01-28                                                 | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    214000 | PA      | $214051.36     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_17-RPL3                                       | CSMC 17-RPL3 A1 144A FRN 08-01-57                                               | CUSIP: 12651YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5041978 | PA      | $4561149.68    | 0.02%             | 2057-08-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1                            | CSMC 19-RPL1 A1A 144A FRN 07-25-58                                              | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1687906 | PA      | $1606778.70    | 0.01%             | 2058-07-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                                        | ENEL FINANCE AMERICA LLC 144A LIFE SR UNSEC 7.1% 10-14-27                       | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780048.75     | 0.00%             | 2027-10-14      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4457115.25    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_19-ATR2                                | CHASE 19-ATR2 A3 144A FRN 07-25-49                                              | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275961 | PA      | $247546.10     | 0.00%             | 2049-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_20-2                                                      | COLT 20-2 A1 144A 1.853% 03-25-65                                               | CUSIP: 19688JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    178784 | PA      | $174977.78     | 0.00%             | 2065-03-25      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 4.35% 01-15-25                  | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3259776.54    | 0.01%             | 2025-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC SR UNSEC 3.2% 07-01-26                                               | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  49500000 | PA      | $46629396.00   | 0.19%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 2.05% 03-01-25                                        | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  16935000 | PA      | $15654459.98   | 0.06%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.85% 04-01-25                         | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3121540.50    | 0.01%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                 | CMLTI 20-EXP1 A1A 144A FRN 05-25-60                                             | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2005532 | PA      | $1842356.22    | 0.01%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET                                      | CSMC 20-NET A 144A 2.2569% 08-15-37/25                                          | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4095944 | PA      | $3665022.22    | 0.01%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC SR UNSEC 2.65% 06-01-30                                              | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    258000 | PA      | $218631.78     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26                                         | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  27793000 | PA      | $24620039.95   | 0.10%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4                                      | CFMT 20-HB4 A 144A FRN 12-26-30/04-25-23                                        | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10775510 | PA      | $10443829.13   | 0.04%             | 2030-12-26      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB5                                      | CFMT 21-HB5 A 144A FRN 02-25-31                                                 | CUSIP: 12526PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5939741 | PA      | $5724235.40    | 0.02%             | 2031-02-25      | Variable      | 0.80%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                        | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1194855.00    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 1.15% 03-01-26              | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   9760000 | PA      | $8613629.44    | 0.03%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                 | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |  29900000 | PA      | $26127487.10   | 0.11%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                          | FED FARM CR UNSEC 1.125% 01-06-25                                               | CUSIP: 3133ENKS8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   4181000 | PA      | $3906419.10    | 0.02%             | 2025-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3                                       | CSMC 21-RPL3 A1 144A FRN 01-25-60                                               | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12486308 | PA      | $10702438.77   | 0.04%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1                                  | CMLTI 18-RP1 M1 144A FRN 09-25-64                                               | CUSIP: 17326QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $8908430.00    | 0.04%             | 2064-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.45% 02-03-32                         | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420298.00     | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                          | FED FARM CR 1.75% 02-14-25                                                      | CUSIP: 3133ENPG9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |  24055000 | PA      | $22742888.75   | 0.09%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6                                      | CFMT 21-HB6 A 144A FRN 06-25-36                                                 | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  69325257 | PA      | $65613513.02   | 0.26%             | 2036-06-25      | Variable      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01                                  | CAS 21-R01 1M1 144A FRN (SOFR30A+75) 10-25-41                                   | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1617483 | PA      | $1601949.11    | 0.01%             | 2041-10-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO                                | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO SR UNSEC 4.418% 11-15-35       | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $307365.83     | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GULF POWER COMPANY                                                              | GULF POWER CO SR UNSEC 3.3% 05-30-27                                            | CUSIP: 402479CF4<br>LEI: BLVY3B5CY5IDPCFLQ577 | Long             | DBT              | CORP              | US        |    528000 | PA      | $497913.50     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                      | CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24                                        | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20512440 | PA      | $19264688.65   | 0.08%             | 2031-10-27      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                      | CFMT 21-HB7 M1 144A FRN 10-27-31/09-25-24                                       | CUSIP: 12530BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    527000 | PA      | $484396.79     | 0.00%             | 2031-10-27      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                                                     | GLAXOSMITHKLINE CAPITAL INC SR UNSEC 3.625% 05-15-25                            | CUSIP: 377372AM9<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   5650000 | PA      | $5543717.85    | 0.02%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                    | GUARDIAN LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 2.9% 05-06-24        | CUSIP: 40139LAF0<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  21285000 | PA      | $20681612.82   | 0.08%             | 2024-05-06      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                              | COLT 21-5 A1 144A FRN 11-26-66                                                  | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1975188 | PA      | $1621953.58    | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R03                                  | CAS 21-R03 1M1 144A FRN (SOFR30A+85) 12-25-41                                   | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1960013 | PA      | $1921577.30    | 0.01%             | 2041-12-25      | Variable      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                             | CIM 22-R2 A1 144A FRN 12-25-61                                                  | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  43508809 | PA      | $40978467.05   | 0.16%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_18-R3                                                             | CIM 18-R3 A1 144A FRN 12-25-57                                                  | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4355711 | PA      | $4259388.60    | 0.02%             | 2057-12-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                               | SEACO 19-1A B 144A 4.81% 09-17-39                                               | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5342625 | PA      | $5006434.98    | 0.02%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.6% 02-07-30                                  | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $838159.00     | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.5% 04-01-25                                  | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1387443.50    | 0.01%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC SR UNSEC 2.9% 05-15-30                                      | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1108838.98    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-C04A                                                         | CAS 14-C04 1M2 FRN (L+490) 11-25-24                                             | CUSIP: 30711XAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1096096 | PA      | $1125505.85    | 0.00%             | 2024-11-25      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                                       | CSMC 22-ATH3 A1 144A FRN 08-25-67                                               | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13922960 | PA      | $13561896.19   | 0.05%             | 2067-08-25      | Variable      | 9.98%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                    | GUARDIAN LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 1.25% 11-19-27           | CUSIP: 40139LBA0<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    925000 | PA      | $779601.10     | 0.00%             | 2027-11-19      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.093% 12-09-26/25                             | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $13661421.00   | 0.05%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                    | GUARDIAN LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.875% 12-10-25          | CUSIP: 40139LBC6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  14800000 | PA      | $13103446.40   | 0.05%             | 2025-12-10      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.431% 03-09-27/26                             | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $17595300.00   | 0.07%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.595% 02-24-26/25                                 | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11324676.00   | 0.05%             | 2026-02-24      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27                                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    675000 | PA      | $614557.13     | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                 | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20612000 | PA      | $19769670.01   | 0.08%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CCRE20                                              | COMM 14-CR20 A4 3.59% 11-10-47/10-10-24                                         | CUSIP: 12592LBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1821000 | PA      | $1753692.20    | 0.01%             | 2047-11-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                             | DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26                                         | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $136529.85     | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2                                   | EART 20-2 C 144A 3.28% 05-15-25/07-17-23                                        | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2708945 | PA      | $2692953.72    | 0.01%             | 2025-05-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1                                    | EFMT 2020-1 A1 144A 2.006% 05-25-65                                             | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    583901 | PA      | $564568.80     | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                          | ESA 21-ESH A 144A FRN (L+108) 07-15-38/26                                       | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17540222 | PA      | $16900108.96   | 0.07%             | 2038-07-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                          | ESA 21-ESH B 144A FRN (L+138) 07-15-38/26                                       | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2805576 | PA      | $2671046.24    | 0.01%             | 2038-07-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 02-W3 A5 7.5% 11-25-41/01-25-28                                             | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    178279 | PA      | $192638.23     | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FSPC T-41 3A FRN 07-25-32                                                       | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    130786 | PA      | $126392.16     | 0.00%             | 2032-07-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.08% 04-26-26/25                                  | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  41100000 | PA      | $40078089.60   | 0.16%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106151.98     | 0.00%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.05% 03-08-24                         | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3241358.35    | 0.01%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                          | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $506836.20     | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K048-A2                          | FHMS K048 A2 (MF) 3.284% 06-25-25                                               | CUSIP: 3137BLAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3365000 | PA      | $3255361.57    | 0.01%             | 2025-06-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 02-W7 A5 7.5% 02-25-29                                                      | CUSIP: 31392DD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     93648 | PA      | $101167.70     | 0.00%             | 2029-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K054                            | FHMS K054 A2 (MF) 2.745% 01-25-26                                               | CUSIP: 3137BNGT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6250000 | PA      | $5932218.75    | 0.02%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K055 A2 (MF) 2.673% 03-25-26                                               | CUSIP: 3137BPW21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3697000 | PA      | $3493550.39    | 0.01%             | 2026-03-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.615% 04-22-32/31                             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4466000 | PA      | $3612627.79    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | GLENCORE FUNDING LLC 144A LIFE SR UNSEC 1.625% 04-27-26                         | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $18689748.00   | 0.08%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K056 A2 (MF) 2.525% 05-25-26                                               | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   4750000 | PA      | $4459148.00    | 0.02%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049                             | FHMS K049 A2 (MF) 3.01% 07-25-25                                                | CUSIP: 3137BLMZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6665000 | PA      | $6400039.59    | 0.03%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K057                            | FHMS K057 A2 (MF) 2.57% 07-25-26                                                | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1500000 | PA      | $1408317.00    | 0.01%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_13-M12                                                      | FNA 13-M12 APT (MF) FRN 03-25-23                                                | CUSIP: 3136AGMB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    763524 | PA      | $756852.53     | 0.00%             | 2023-03-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K052                             | FHMS K052 A2 (MF) 3.151% 11-25-25                                               | CUSIP: 3137BMTX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3000000 | PA      | $2884590.00    | 0.01%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3171 MO PAC PO .0% 06-15-36                                                 | CUSIP: 31396TUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    402920 | PA      | $360082.63     | 0.00%             | 2036-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_16-M2                                                       | FNA 16-M2 AV2 (MF) 2.152% 01-25-23                                              | CUSIP: 3136AQ5E6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    162190 | PA      | $161683.70     | 0.00%             | 2023-01-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K053                             | FHMS K053 A2 (MF) 2.995% 12-25-25/12-26-25                                      | CUSIP: 3137BN6G4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1575000 | PA      | $1507846.73    | 0.01%             | 2025-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP SR UNSEC 1.15% 06-01-26                                   | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |  21150000 | PA      | $18871912.35   | 0.08%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP SR UNSEC 2.25% 06-01-31                                   | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    273000 | PA      | $232465.51     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 0.657% 09-10-24/23                             | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1155096.13    | 0.00%             | 2024-09-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.5% 06-10-26                          | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11939000 | PA      | $10349632.56   | 0.04%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 06-10-31                          | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235766.10     | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26                             | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6657000 | PA      | $5831372.23    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                             | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $1735712.64    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.757% 01-24-25/24                             | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $11155283.10   | 0.04%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                              | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9667000 | PA      | $8630707.27    | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27                             | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    575000 | PA      | $535127.20     | 0.00%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.7% 11-01-24                                  | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  19175000 | PA      | $19414284.83   | 0.08%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HOLDING LLC                                                       | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.65% 11-15-27                     | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  20500000 | PA      | $20917503.00   | 0.08%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    435000 | PA      | $426210.39     | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC SR UNSEC 4.417% 05-25-25                                   | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1271883.35    | 0.01%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HOLDING LLC                                                       | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.857% 03-15-30                    | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518682.50     | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26/25                                   | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12300000 | PA      | $11723351.40   | 0.05%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTERNATIONAL INC SR UNSEC 2.3% 08-15-24                              | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  24100000 | PA      | $23244522.30   | 0.09%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25/24                                   | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12550000 | PA      | $11672378.50   | 0.05%             | 2025-11-07      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 2.5% 04-15-27                                           | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $696365.25     | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.357% 08-18-31/30                                   | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5774000 | PA      | $4413247.19    | 0.02%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25                        | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6831000 | PA      | $6106080.62    | 0.02%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                      | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    745000 | PA      | $632151.13     | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 3.87% 07-09-25/24                             | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8800000 | PA      | $8475024.80    | 0.03%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 2.25% 10-01-30                       | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1192000 | PA      | $950947.80     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26                        | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    885000 | PA      | $769803.98     | 0.00%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.8% 04-03-23                        | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  45800000 | PA      | $45054330.20   | 0.18%             | 2023-04-03      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 1.25% 10-01-25                       | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1092850.86    | 0.00%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC SR UNSEC 1.8% 01-15-31                                | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    275000 | PA      | $214180.18     | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                   | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1042000 | PA      | $810479.06     | 0.00%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                        | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    575000 | PA      | $465769.55     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.875% 06-14-24                      | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12440000 | PA      | $11561549.40   | 0.05%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                        | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  47606000 | PA      | $41107542.97   | 0.17%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 2.375% 07-15-31                                                | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3023000 | PA      | $2363411.63    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 0.732% 08-17-24/23                                   | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1285000 | PA      | $1230327.11    | 0.00%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                   | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $424692.98     | 0.00%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 1.5% 09-15-28                                           | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $945395.88     | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.251% 11-22-27/26                                   | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4780000 | PA      | $4122974.66    | 0.02%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 144A SR UNSEC 3.125% 03-15-27                                           | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  20875000 | PA      | $18999256.00   | 0.08%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 144A SR UNSEC 3.375% 03-15-29                                           | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3049423.27    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 3.7% 03-23-29                                               | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4547000 | PA      | $4190665.25    | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27                          | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   6179000 | PA      | $5541537.29    | 0.02%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24                           | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  15000000 | PA      | $14125080.00   | 0.06%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26                            | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  31110000 | PA      | $26820739.86   | 0.11%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                             | LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 1.55% 06-01-26                     | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    874000 | PA      | $774654.17     | 0.00%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 4.95% 10-15-25                             | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11237029.50   | 0.05%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27                              | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   8960000 | PA      | $9220888.32    | 0.04%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33                             | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    271000 | PA      | $282155.17     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                       | LINDE INC SR UNSEC 4.70% 12-05-25                                               | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |  10860000 | PA      | $10899117.72   | 0.04%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | MERCK & CO INC SR UNSEC 2.75% 02-10-25                                          | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1044214.52    | 0.00%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 3.875% 01-27-26                                         | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $6979536.00    | 0.03%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 3.125% 07-27-26                                         | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    770000 | PA      | $722653.47     | 0.00%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP SR UNSEC 2.4% 08-08-26                                           | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1295942.90    | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26 | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1550212.95    | 0.01%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                      | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 3.1% 05-01-27                             | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    773000 | PA      | $730018.88     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | INTUIT INC SR UNSEC 0.95% 07-15-25                                              | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1330999.08    | 0.01%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | INTUIT INC SR UNSEC 1.35% 07-15-27                                              | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1153949.13    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 3.737% 04-24-24/23                                      | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6479000 | PA      | $6434910.41    | 0.03%             | 2024-04-24      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                        | MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A LIFE SR UNSEC 4.1% 05-15-28       | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7365742.80    | 0.03%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    228000 | PA      | $168974.22     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.3% 11-15-28                | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   7745000 | PA      | $6411589.82    | 0.03%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.0% 09-15-27                            | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    775000 | PA      | $758832.34     | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.35% 06-15-29                           | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    615000 | PA      | $604943.21     | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 6.125% 07-27-27                  | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1810000 | PA      | $1812242.59    | 0.01%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                            | JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 4.3% 01-15-26                | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |  19979000 | PA      | $19325726.66   | 0.08%             | 2026-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | MERCK & CO INC SR UNSEC 2.9% 03-07-24                                           | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  11284000 | PA      | $11063194.69   | 0.04%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 2.72% 07-22-25/24                                       | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3354000 | PA      | $3201436.60    | 0.01%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 1.95% 01-13-23     | CUSIP: 59217GEE5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4984405.00    | 0.02%             | 2023-01-13      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 2.188% 04-28-26/25                                      | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  46815000 | PA      | $43566366.71   | 0.18%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A SR SEC 1ST LIEN 0.95% 07-02-25          | CUSIP: 59217GEJ4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  31676000 | PA      | $28658544.24   | 0.12%             | 2025-07-02      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 0.985% 12-10-26/25                                      | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  22481000 | PA      | $19726133.30   | 0.08%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 0.4% 01-07-24      | CUSIP: 59217GGV5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    950000 | PA      | $904182.45     | 0.00%             | 2024-01-07      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 0.529% 01-25-24/23                                      | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  22838000 | PA      | $22619394.66   | 0.09%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP SR UNSEC 1.5% 02-15-28                                               | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   4158000 | PA      | $3460283.44    | 0.01%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 1.9% 03-15-31                                           | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414005.50     | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                              | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.6% 03-25-24      | CUSIP: 66815L2B4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1273864.05    | 0.01%             | 2024-03-25      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 1.642% 06-14-27/26                                   | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $17131200.00   | 0.07%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                            | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.15% 01-14-27                           | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  19395000 | PA      | $16964631.95   | 0.07%             | 2027-01-14      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.9% 10-29-24            | CUSIP: 64952WEJ8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926093.00     | 0.00%             | 2024-10-29      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                              | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 1.75% 01-11-27     | CUSIP: 66815L2F5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    650000 | PA      | $576600.05     | 0.00%             | 2027-01-11      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                     | NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 1.887% 01-12-27                  | CUSIP: 6325C0EB3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  12000000 | PA      | $10729356.00   | 0.04%             | 2027-01-12      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                 | NORDEA BANK ABP 144A LIFE SR UNSEC 3.6% 06-06-25                                | CUSIP: 65558RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |  20000000 | PA      | $19391700.00   | 0.08%             | 2025-06-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD SR UNSEC 5.9% 11-07-24                                              | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    716000 | PA      | $724617.06     | 0.00%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD SR UNSEC 5.95% 11-07-25                                             | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  12790000 | PA      | $13060406.18   | 0.05%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                | NIAGARA MOHAWK POWER CORP 144A LIFE SR UNSEC 3.508% 10-01-24                    | CUSIP: 65364UAK2<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2979007.00    | 0.01%             | 2024-10-01      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                       | MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27                   | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28937000 | PA      | $27273035.69   | 0.11%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26                                      | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11846000 | PA      | $10442023.93   | 0.04%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 2.75% 06-01-24                   | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2469669.90    | 0.01%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC SR UNSEC 5.85% 01-15-26                                               | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3753000 | PA      | $3808079.03    | 0.02%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 0.79% 05-30-25/24                                       | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16965000 | PA      | $15724807.61   | 0.06%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26                                      | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  21270000 | PA      | $18519087.09   | 0.07%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31                                      | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3537000 | PA      | $2761091.85    | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 0.7% 09-27-24      | CUSIP: 59217GEP0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    934000 | PA      | $863291.53     | 0.00%             | 2024-09-27      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 2.75% 05-15-30                   | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2023888.88    | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP SR UNSEC 2.293% 04-05-27                                    | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1811022.00    | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.164% 10-21-25/24                                      | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13295000 | PA      | $12168381.70   | 0.05%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                           | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    163000 | PA      | $134301.41     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 2.375% 12-15-31                               | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $130065.44     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | MERCK & CO INC SR UNSEC 2.8% 05-18-23                                           | CUSIP: 58933YAF2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1783560.60    | 0.01%             | 2023-05-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 1.65% 03-25-26                                             | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  32540000 | PA      | $29223913.68   | 0.12%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 2.3% 03-25-28                                              | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10098000 | PA      | $8756955.31    | 0.04%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 2.875% 03-25-31                                            | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  21359000 | PA      | $17887692.60   | 0.07%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 0.55% 10-01-25                   | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  24275000 | PA      | $21588024.53   | 0.09%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC 144A SR SEC 1ST LIEN 4.55% 09-15-32              | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315686.08     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PNC BANK NATIONAL ASSOCIATION                                                   | PNC BANK NA SR UNSEC 3.3% 10-30-24                                              | CUSIP: 69353REF1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1079567.13    | 0.00%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.0% 05-15-25                | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   3734000 | PA      | $3586824.39    | 0.01%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 06-15-25                       | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10456000 | PA      | $9884370.48    | 0.04%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 02-15-24                      | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  12747000 | PA      | $12512710.14   | 0.05%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                             | PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31                                      | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    840000 | PA      | $922085.64     | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.25% 09-15-26               | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   7177000 | PA      | $6563990.90    | 0.03%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 03-15-27                       | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  20701000 | PA      | $18311690.58   | 0.07%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                       | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3861000 | PA      | $3402089.26    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.7% 05-01-28                | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133514.22     | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                              | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 3.7% 06-15-28                     | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2794000 | PA      | $2651285.27    | 0.01%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC SR UNSEC 2.95% 03-15-24                                              | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220985.33     | 0.00%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.5% 05-01-25                          | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  12728000 | PA      | $11783696.95   | 0.05%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC SR UNSEC 1.625% 05-01-30                                            | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $1850035.10    | 0.01%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 1.875% 01-11-27    | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  12650000 | PA      | $11233528.90   | 0.05%             | 2027-01-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 2.475% 01-21-28/27                                      | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11515000 | PA      | $10238228.32   | 0.04%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 2.63% 02-18-26/25                                       | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941197.00     | 0.00%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.638% 03-15-25                          | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7458000 | PA      | $7125992.21    | 0.03%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                       | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  21481000 | PA      | $18290985.58   | 0.07%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                       | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  31792000 | PA      | $24965272.05   | 0.10%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.25% 08-01-23                      | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10486000 | PA      | $10360356.75   | 0.04%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                       | LINDE INC/CT SR UNSEC 1.1% 08-10-30                                             | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   4191000 | PA      | $3243779.52    | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                             | PROCTER & GAMBLE CO/THE SR UNSEC 0.55% 10-29-25                                 | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1816412.28    | 0.01%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                             | PROCTER & GAMBLE CO/THE SR UNSEC 1.2% 10-29-30                                  | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $795641.00     | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 0.875% 05-01-26                        | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $4499968.20    | 0.02%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                    | PIONEER NATURAL RESOURCES CO SR UNSEC 1.125% 01-15-26                           | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |  12333000 | PA      | $11013775.99   | 0.04%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                              | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 1.875% 06-15-31                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5616842.00    | 0.02%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 0.95% 03-15-26               | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4455740.00    | 0.02%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8795000 | PA      | $7245153.90    | 0.03%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE SR UNSEC 1.85% 05-01-28                                          | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  15427000 | PA      | $13285886.67   | 0.05%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                             | PROCTER & GAMBLE CO/THE SR UNSEC 1.0% 04-23-26                                  | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   3286000 | PA      | $2954445.89    | 0.01%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                       | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1594877.60    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC SR UNSEC 1.95% 10-21-31                                             | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  11471000 | PA      | $9434610.73    | 0.04%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                          | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3041000 | PA      | $2618592.94    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.054% 03-15-29                          | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    233000 | PA      | $204211.69     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.279% 03-15-32                          | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    291000 | PA      | $247361.93     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 1.7% 11-15-23                       | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4854000 | PA      | $4655932.53    | 0.02%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.4% 08-15-24                       | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3489205.94    | 0.01%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                          | PROGRESSIVE CORP SR UNSEC 2.5% 03-15-27                                         | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    852000 | PA      | $784139.05     | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                          | PROGRESSIVE CORP SR UNSEC 3.0% 03-15-32                                         | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    375000 | PA      | $331765.88     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.755% 03-15-27                          | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  24123000 | PA      | $21995785.61   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.21% 04-20-28/27                                       | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9656000 | PA      | $9204968.24    | 0.04%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 4.4% 06-30-27      | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9191714.80    | 0.04%             | 2027-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25                                      | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16145000 | PA      | $15967405.00   | 0.06%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.1% 03-15-32                | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    925000 | PA      | $819212.38     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-15-23                      | CUSIP: 694308HC4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  13737000 | PA      | $13557223.88   | 0.05%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.85% 11-15-23                      | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  28608000 | PA      | $28013268.29   | 0.11%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.671% 10-28-25/24                    | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  15740000 | PA      | $15874718.66   | 0.06%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 144A SR UNSEC 3.85% 08-15-32                                 | CUSIP: 30303M8D7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313447.40     | 0.00%             | 2032-08-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 5.0% 10-15-27                               | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  10570000 | PA      | $10524496.15   | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 6.296% 10-18-28/27                                      | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8291040.00    | 0.03%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 11-29-27       | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5356916.70    | 0.02%             | 2027-11-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.0% 11-17-25                          | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8796541.60    | 0.04%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                        | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  34375000 | PA      | $34465131.25   | 0.14%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                        | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2361024.56    | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    281000 | PA      | $289582.58     | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                    | QATARENERGY TRADING LLC 144A LIFE SR UNSEC 1.375% 09-12-26                      | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1700000 | PA      | $1507534.50    | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 1.9% 09-01-31                               | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    788000 | PA      | $628028.12     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25      | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7455699.80    | 0.03%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                            | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 3.35% 09-24-23                           | CUSIP: 641062AD6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980026.00    | 0.01%             | 2023-09-24      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 4.875% 04-15-28                                            | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  13635000 | PA      | $13263378.08   | 0.05%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 2.875% 04-10-24      | CUSIP: 64952WDG5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  10430000 | PA      | $10154898.32   | 0.04%             | 2024-04-10      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 2.375% 03-15-32                             | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    425000 | PA      | $349160.03     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28                            | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1037946.00    | 0.00%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29                                  | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3814055.52    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 5.875% 11-15-28                                            | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  11109000 | PA      | $11250195.39   | 0.05%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30                                  | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2170920.83    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 6.375% 05-15-29                                            | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335712.00     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.076% 12-13-31                           | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    800000 | PA      | $661362.40     | 0.00%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.314% 03-10-27                           | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915353.00     | 0.00%             | 2027-03-10      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                   | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.25% 10-28-25                         | CUSIP: 806213AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1360000 | PA      | $1274831.36    | 0.01%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                      | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 2.875% 09-23-23             | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   5685000 | PA      | $5578065.15    | 0.02%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 2.0% 01-22-25            | CUSIP: 64952WDL4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $22599288.00   | 0.09%             | 2025-01-22      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27                                    | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    715000 | PA      | $654671.88     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.95% 06-24-25       | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3368000 | PA      | $3051344.01    | 0.01%             | 2025-06-24      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                            | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.0% 09-15-27                            | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $596626.10     | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                            | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 0.625% 01-15-26                          | CUSIP: 641062AR5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8869270.00    | 0.04%             | 2026-01-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.23% 10-01-25        | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8846400.00    | 0.04%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27       | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   5062000 | PA      | $4233618.89    | 0.02%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                              | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.8% 01-14-26      | CUSIP: 66815L2A6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  16413000 | PA      | $14568490.65   | 0.06%             | 2026-01-14      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.85% 01-15-26           | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  20870000 | PA      | $18603956.27   | 0.07%             | 2026-01-15      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 0.65% 03-01-23                     | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1880665.60    | 0.01%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28                    | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1008570.33    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 2.696% 07-16-24                    | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  17700000 | PA      | $16964653.50   | 0.07%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                    | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  21725000 | PA      | $19031360.70   | 0.08%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.0% 11-07-24                           | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   3200000 | PA      | $3054608.00    | 0.01%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                 | SOUTHERN CALIFORNIA GAS CO SR SEC 1ST LIEN 2.55% 02-01-30                       | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3868465.50    | 0.02%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                    | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7148000 | PA      | $5956757.21    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 1.2% 02-01-26                     | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  17535000 | PA      | $15619336.32   | 0.06%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 0.948% 01-12-26                    | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    866000 | PA      | $764080.46     | 0.00%             | 2026-01-12      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                          | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 0.4% 03-11-23           | CUSIP: 82620KAV5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   2011000 | PA      | $1987879.53    | 0.01%             | 2023-03-11      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                          | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 0.65% 03-11-24          | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1363000 | PA      | $1291980.89    | 0.01%             | 2024-03-11      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                          | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.2% 03-11-26           | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   5147000 | PA      | $4591417.38    | 0.02%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                          | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.7% 03-11-28           | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $536818.75     | 0.00%             | 2028-03-11      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                             | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26                          | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |  13068000 | PA      | $11737403.17   | 0.05%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.5% 06-01-31                     | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6563000 | PA      | $5416824.55    | 0.02%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                             | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    353000 | PA      | $274937.93     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC SR UNSEC 1.5% 07-15-28                                           | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   8025000 | PA      | $6924933.00    | 0.03%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC SR UNSEC 1.95% 07-15-31                                          | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122304.30     | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 0.975% 08-01-24                   | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  21394000 | PA      | $20018151.86   | 0.08%             | 2024-08-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                    | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5120248.73    | 0.02%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31                    | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    900000 | PA      | $695772.00     | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 2.2% 03-15-32                                      | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $376887.33     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                    | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6715408.00    | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 4.2% 04-15-32                             | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    360000 | PA      | $310932.00     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.7% 06-01-27                     | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  27672000 | PA      | $27335397.79   | 0.11%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8212 05-01-52                                                   | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9878591 | PA      | $8468461.37    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RA7556 06-01-52                                                   | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10733063 | PA      | $10474632.70   | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5288 05-01-51                                                   | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  57671363 | PA      | $47798082.96   | 0.19%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153               | FHLMC K153 A2 (MF) 3.82% 01-25-33                                               | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $9495410.00    | 0.04%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5782 09-01-51                                                   | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6531899 | PA      | $5650053.23    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0290 04-01-51                                                   | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10096246 | PA      | $8361236.63    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD7089 02-01-52                                                   | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1241336 | PA      | $1139723.84    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ3005 10-01-50                                                   | CUSIP: 3140KNKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5149185 | PA      | $4433097.80    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1385 11-01-51                                                   | CUSIP: 3132DNRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4425816 | PA      | $3832920.52    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7900 07-01-51                                                   | CUSIP: 3140XBX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1635972 | PA      | $1418333.55    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0523 02-01-52                                                   | CUSIP: 3140XFSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1764791 | PA      | $1524911.49    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.5 BF0585 12-01-61                                                      | CUSIP: 3140FXUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3640579 | PA      | $3592362.93    | 0.01%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2286 12-01-51                                                   | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16821734 | PA      | $14534129.87   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 3.625% 04-01-27                                        | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5440000 | PA      | $5220882.24    | 0.02%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.8% 04-01-31              | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15166000 | PA      | $12015642.65   | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                    | CHEVRON CORP SR UNSEC 1.995% 05-11-27                                           | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7111000 | PA      | $6444606.86    | 0.03%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                    | CHEVRON CORP SR UNSEC 1.554% 05-11-25                                           | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9355560.00    | 0.04%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                       | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4979000 | PA      | $4086125.89    | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.05% 07-15-25                          | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1840000 | PA      | $1718729.28    | 0.01%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC SR UNSEC 1.018% 08-12-27                                        | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2992000 | PA      | $2591808.03    | 0.01%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC SR UNSEC 0.687% 08-12-25                                        | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   3543000 | PA      | $3212852.63    | 0.01%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.3% 08-21-27                                          | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $17160720.00   | 0.07%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                  | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.25% 03-15-26                          | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   3253000 | PA      | $2858814.47    | 0.01%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO/THE SR UNSEC 1.0% 03-15-28                                         | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |  20250000 | PA      | $17168800.50   | 0.07%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.125% 11-15-32                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 163629000 | PA      | $170232461.01  | 0.68%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.5% 11-30-24                                                  | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14516000 | PA      | $14564097.31   | 0.06%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.875% 11-30-29                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76272000 | PA      | $77013135.02   | 0.31%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.875% 11-30-27                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 231530000 | PA      | $232575242.19  | 0.93%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L FRN 0.125% 07-15-24                                             | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 286118250 | PA      | $278024765.84  | 1.12%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L FRN 0.25% 01-15-25                                              | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114912021 | PA      | $111042189.30  | 0.45%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.25% 12-31-23                                                 | CUSIP: 912828V23<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34855000 | PA      | $33952311.27   | 0.14%             | 2023-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNMA_16-M5                                                      | FNA 16-M5 A1 (MF) 2.073% 04-25-26                                               | CUSIP: 3136AR4Z8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1380321 | PA      | $1347159.02    | 0.01%             | 2026-04-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3213 OG PAC PO .0% 09-15-36                                                 | CUSIP: 31397B2P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    254265 | PA      | $225533.21     | 0.00%             | 2036-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K037                             | FHMS K037 A2 (MF) 3.49% 01-25-24                                                | CUSIP: 3137B7YY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1500000 | PA      | $1473874.50    | 0.01%             | 2024-01-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 06-123 BO PAC PO .0% 01-25-37                                               | CUSIP: 31396PBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    470578 | PA      | $406036.05     | 0.00%             | 2037-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 06-96 MO PAC PO .0% 10-25-36                                                | CUSIP: 31396LCF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    144980 | PA      | $127563.76     | 0.00%             | 2036-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K051                             | FHMS K051 A2 (MF) 3.308% 09-25-25                                               | CUSIP: 3137BM7C4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    630000 | PA      | $608690.88     | 0.00%             | 2025-09-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_16-M9                                                      | FNA 16-M9 A1 (MF) 2.003% 06-25-26                                               | CUSIP: 3136ATYS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5027 | PA      | $5011.58       | 0.00%             | 2026-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_16-M11                                                      | FNA 16-M11 A1 (MF) 2.08% 07-25-26                                               | CUSIP: 3136ATZ80<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1595229 | PA      | $1564950.38    | 0.01%             | 2026-07-25      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_16-M12                                                      | FNA 16-M12 A1 (MF) 2.132% 09-25-26                                              | CUSIP: 3136AUKW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    138504 | PA      | $137450.01     | 0.00%             | 2026-09-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K061 A2 (MF) 3.347% 11-25-26                                               | CUSIP: 3137BTUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   7500000 | PA      | $7207147.50    | 0.03%             | 2026-11-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760014 08-01-45                                                       | CUSIP: 31342WAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1583424 | PA      | $1532891.85    | 0.01%             | 2045-08-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K064 A2 (MF) FRN 03-25-27                                                  | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3500000 | PA      | $3342468.50    | 0.01%             | 2027-03-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M3                                                      | FNA 17-M3 AV2 (MF) FRN 05-25-24                                                 | CUSIP: 3136AVPR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1511804 | PA      | $1467919.10    | 0.01%             | 2024-05-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K726 A2 (MF) 2.905% 04-25-24                                               | CUSIP: 3137BYPQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5723015 | PA      | $5568648.29    | 0.02%             | 2024-04-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3292 BO PAC PO .0% 03-15-37                                                 | CUSIP: 31397FRD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     82275 | PA      | $70428.64      | 0.00%             | 2037-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K065                             | FHMS K065 A2 (MF) 3.243% 04-25-27/04-26-27                                      | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5500000 | PA      | $5263549.50    | 0.02%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FNMA_17-M10                                                                     | FNA 17-M10 AV2 (MF) FRN 07-25-24                                                | CUSIP: 3136AXVB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2788731 | PA      | $2693839.28    | 0.01%             | 2024-07-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNIONP 7.0 888698 10-01-37                                                      | CUSIP: 31410GKK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17069 | PA      | $17890.89      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNA_17-M12                                                       | FNA 17-M12 A2 (MF) FRN 06-25-27                                                 | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8994505 | PA      | $8498701.15    | 0.03%             | 2027-06-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M15                                                     | FNA 17-M15 A2 (MF) FRN 09-25-27                                                 | CUSIP: 3136AY6X6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10271214 | PA      | $9697011.67    | 0.04%             | 2027-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M15                                                     | FNA 17-M15 AV2 (MF) FRN 11-15-24                                                | CUSIP: 3136AY6S7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1780319 | PA      | $1706234.60    | 0.01%             | 2024-11-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074                             | FHMS K074 A2 (MF) 3.6% 01-25-28                                                 | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1500000 | PA      | $1452189.00    | 0.01%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BK4873 05-01-48                                                   | CUSIP: 3140HJMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    503810 | PA      | $504233.66     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K078                             | FHMS K078 A2 (MF) 3.854% 06-25-28                                               | CUSIP: 3137FGR31<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3250000 | PA      | $3176998.50    | 0.01%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR_4582                                                     | FHR 4582 GA 3.75% 03-15-52                                                      | CUSIP: 3137BPHR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2715665 | PA      | $2703146.04    | 0.01%             | 2052-03-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 MA3463 09-01-33                                                   | CUSIP: 31418CZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9980661 | PA      | $9791148.08    | 0.04%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081                              | FHLMC K081 A2 (MF) FRN 08-25-28                                                 | CUSIP: 3137FJEH8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3000000 | PA      | $2933739.00    | 0.01%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083                              | FHMS K083 A2 (MF) 4.05% 09-25-28                                                | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   7250000 | PA      | $7136697.00    | 0.03%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082                             | FHLMC K082 A2 (MF) FRN 09-25-28                                                 | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3000000 | PA      | $2935110.00    | 0.01%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K084                             | FHMS K084 A2 (MF) 3.78% 10-25-28                                                | CUSIP: 3137FJZ93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10180000 | PA      | $9846106.18    | 0.04%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BJ9182 05-01-33                                                   | CUSIP: 3140HBFY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1018522 | PA      | $962289.97     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BJ6880 06-01-33                                                   | CUSIP: 3140H8UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23089 | PA      | $21818.88      | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 BN1087 01-01-34                                                   | CUSIP: 3140JHF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10401 | PA      | $10220.78      | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BN3184 06-01-33                                                   | CUSIP: 3140JKRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    293462 | PA      | $280976.62     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHLMC POOL #760015 ARH5 FRN 01-01-47                                            | CUSIP: 31342WAQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2610918 | PA      | $2484810.47    | 0.01%             | 2047-01-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760012 04-01-45                                                       | CUSIP: 31342WAM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    908219 | PA      | $884054.11     | 0.00%             | 2045-04-01      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760013 04-01-45                                                       | CUSIP: 31342WAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    519764 | PA      | $506898.18     | 0.00%             | 2045-04-01      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                         | SCRT 18-3 MA 3.5% 08-25-57                                                      | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  21140735 | PA      | $20176569.78   | 0.08%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK7590 01-01-29                                                   | CUSIP: 3131XBNF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1464401 | PA      | $1407626.14    | 0.01%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCN UMBS 3.0 MA2973 04-01-27                                                   | CUSIP: 31418CJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2157 | PA      | $2090.62       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 TBA 01-01-53                                                           | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  92739271 | PA      | $83866441.25   | 0.34%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BK0499 12-01-34                                                   | CUSIP: 3140HDRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69869 | PA      | $65979.48      | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AU6682 09-01-28                                                   | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2388 | PA      | $2299.44       | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_19-1                                         | HPA 191-A 144A 2.908% 09-17-39/27                                               | CUSIP: 43731QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2773360 | PA      | $2508856.34    | 0.01%             | 2039-09-17      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI                                        | HHT 19-MAUI A FRN (L+115) 05-15-38/21                                           | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29000000 | PA      | $28050685.00   | 0.11%             | 2038-05-17      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                                    | HILT 16-HHV A 144A 3.719% 11-05-38/26                                           | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    795000 | PA      | $725717.34     | 0.00%             | 2038-11-05      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                                            | HAWT 21-INV1 A3 144A FRN 07-25-51                                               | CUSIP: 44590HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3378308 | PA      | $2744739.83    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                                            | HAWT 21-INV1 A9 144A FRN 07-25-51                                               | CUSIP: 44590HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6991072 | PA      | $6008986.92    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                         | HPA 21-2 A 144A 1.901% 12-17-26                                                 | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18188571 | PA      | $15705412.92   | 0.06%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 QN1073 12-01-34                                                   | CUSIP: 3133G7FN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88990 | PA      | $84052.70      | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BM3501 04-01-32                                                   | CUSIP: 3140J73K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    226963 | PA      | $218986.15     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                         | HPA 22-1 A 144A 3.93% 04-17-39/04-19-27                                         | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21565721 | PA      | $20207447.57   | 0.08%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7                                      | IMPRL 22-NQM7 A1 144A 7.369% 11-25-67/26                                        | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26327000 | PA      | $26376758.03   | 0.11%             | 2067-11-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19                         | JPMBB 14-C19 A4 3.9965% 04-15-47/04/17/24                                       | CUSIP: 46641WAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5687011 | PA      | $5540729.70    | 0.02%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26                         | JPMBB 14-C26 B 3.9508% 01-15-48                                                 | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5333334 | PA      | $4895413.95    | 0.02%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C10               | JPMCC 13-C10 C FRN 12-15-47/12-17-23                                            | CUSIP: 46639JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1660078.00    | 0.01%             | 2047-12-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C10               | JPMCC 13-C10 B 3.6742% 12-15-47/02-15-23                                        | CUSIP: 46639JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1947346.00    | 0.01%             | 2047-12-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_13-C15                         | JPMBB 13-C15 B FRN 11-15-45/10-17-23                                            | CUSIP: 46640NAK4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4893045.00    | 0.02%             | 2045-11-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-3                                             | JPMMT 18-3 A1 144A FRN 09-25-48/40                                              | CUSIP: 46649TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    797003 | PA      | $702561.85     | 0.00%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AU6794 09-01-28                                                   | CUSIP: 3138X6RQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12558 | PA      | $12098.50      | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZS8526 05-01-29                                                   | CUSIP: 3132A9PK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31265 | PA      | $30247.87      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 5.82% 11-04-28/27                                    | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139712.58     | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 11-01-32                    | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53000.85      | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AJ3916 04-01-27                                                   | CUSIP: 3138AVK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       306 | PA      | $296.35        | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AW4349 04-01-29                                                   | CUSIP: 3138XTZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2319 | PA      | $2244.55       | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-1                                             | JPMMT 19-1 A3 144A FRN 05-25-49                                                 | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67356 | PA      | $63402.51      | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO               | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                   | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14140000 | PA      | $12184056.22   | 0.05%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO               | JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27                                   | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1735000 | PA      | $1424729.95    | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_17-3                                             | JPMMT 17-3 1A3 144A FRN 08-25-47                                                | CUSIP: 46647SAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2923178 | PA      | $2623654.46    | 0.01%             | 2047-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7                                         | LMAT 19-GS7 A1 144A FRN 11-25-59                                                | CUSIP: 52474MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12929378 | PA      | $12689382.74   | 0.05%             | 2059-11-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4                                         | LMAT 20-GS4 A1 144A FRN 02-25-60                                                | CUSIP: 52474KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9474719 | PA      | $9283699.32    | 0.04%             | 2060-02-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                         | LMAT 21-GS2 A1 144A FRN 04-25-61                                                | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12334333 | PA      | $11143119.81   | 0.04%             | 2061-04-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                     | LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24                                     | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10976867 | PA      | $10430021.82   | 0.04%             | 2038-10-15      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                         | LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24                                     | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14409784 | PA      | $12871799.33   | 0.05%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1                                     | BRAVO 22-R1 A 144A 3.125% 01-29-70/25                                           | CUSIP: 10568PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16325621 | PA      | $14545769.22   | 0.06%             | 2070-01-29      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AY2719 02-01-30                                                   | CUSIP: 3138YGAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155522 | PA      | $150114.38     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1369 09-01-49                                                   | CUSIP: 3133KGQW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24394128 | PA      | $22608551.01   | 0.09%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.85% 11-01-27                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5166965.00    | 0.02%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 2.9% 04-17-24                                 | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5064000 | PA      | $4938210.24    | 0.02%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LAQ MORTGAGE TRUST COMMERICIAL MORTGAGE PASS-THROUGH CERTIFICATES LAQ_22-LAQ    | LAQ 22-LAQ A 144A (TSFR1M+172.39) 03-15-39/27                                   | CUSIP: 50172LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6704026 | PA      | $6533904.69    | 0.03%             | 2039-03-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C9                                           | MSBAM 13-C9 A4 3.102% 05-15-46/04-17-23                                         | CUSIP: 61762DAW1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1978698.00    | 0.01%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 2.7% 01-11-23                                 | CUSIP: 89236TEL5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4879290.90    | 0.02%             | 2023-01-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 3.35% 01-08-24                                | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10010000 | PA      | $9857287.44    | 0.04%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 2.434% 01-10-25                 | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   6245000 | PA      | $5987805.92    | 0.02%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD SR UNSEC 4.4% 11-26-23                             | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   9600000 | PA      | $9529305.60    | 0.04%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C17                                          | MSBAM 14-C17 A5 3.741% 08-15-47/07-17-24                                        | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2898864.00    | 0.01%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C15                                          | MSBAM 14-C15 A4 4.051% 04-15-47/02-16-24                                        | CUSIP: 61763KBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $734069.25     | 0.00%             | 2047-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.45% 01-11-24                                | CUSIP: 89236THU2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1429791.00    | 0.01%             | 2024-01-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.8% 01-09-26                                 | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $6507107.70    | 0.03%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C19                                          | MSBAM 14-C19 B FRN 12-15-47/12-17-24                                            | CUSIP: 61764PBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2910022 | PA      | $2699089.06    | 0.01%             | 2047-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C21                                          | MSBAM 15-C21 A4 3.338% 03-15-48/02-18-25                                        | CUSIP: 61764XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $13237210.00   | 0.05%             | 2048-03-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                       | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418347.50     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 04-06-28                                 | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $8230781.00    | 0.03%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C12                                          | MSBAM 13-C12 A4 FRN 10-15-46/09-15-23                                           | CUSIP: 61762XAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11838708.00   | 0.05%             | 2046-10-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C9                                           | MSBAM 13-C9 B 3.708% 05-15-46/04-15-23                                          | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   3032000 | PA      | $2964525.87    | 0.01%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C16                                          | MSBAM 14-C16 A4 3.6% 06-15-47/02-16-24                                          | CUSIP: 61763MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753481 | PA      | $732776.63     | 0.00%             | 2047-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C11                                          | MSBAM 13-C11 A4 FRN 08-15-46                                                    | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8085000 | PA      | $7964436.48    | 0.03%             | 2046-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_16-UBS9                                      | MSCI 16-UBS9 C FRN 03-15-49/02-18-26                                            | CUSIP: 61766CAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137500 | PA      | $118197.89     | 0.00%             | 2049-03-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C27                                          | MSBAM 15-C27 A4 3.753% 12-15-47/10-20-25                                        | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1424566.50    | 0.01%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 1.5% 02-15-26                                         | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6722910.00    | 0.03%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.5% 04-15-25                                         | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  19675000 | PA      | $19058975.75   | 0.08%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8                       | MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25                                        | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $366758.80     | 0.00%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C13                                          | MSBAM 13-C13 A4 4.039% 11-15-46/23                                              | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3909668.00    | 0.02%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.75% 04-15-27                                        | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  29000000 | PA      | $27488578.00   | 0.11%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                        | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $2076202.65    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 G67711 03-01-48                                                       | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7505848 | PA      | $7297875.72    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1580 10-01-49                                                   | CUSIP: 3133KGXH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5805224 | PA      | $5446559.95    | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3534000 | PA      | $3249159.60    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                        | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    950000 | PA      | $820834.20     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA0284 06-01-49                                                   | CUSIP: 31334WJ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2804705 | PA      | $2612153.50    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 932606 02-01-40                                                       | CUSIP: 31412RDK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65295 | PA      | $66075.11      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE5009 01-01-45                                                   | CUSIP: 3140FQR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111167 | PA      | $104503.14     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BH3122 06-01-47                                                   | CUSIP: 3140GRPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49421 | PA      | $48178.63      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.125% 06-18-26                               | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1574149.50    | 0.01%             | 2026-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 1.75% 10-15-28                            | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2703000 | PA      | $2313973.43    | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AE1283 12-01-41                                                       | CUSIP: 31419BM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71944 | PA      | $72719.95      | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BK9761 08-01-48                                                   | CUSIP: 3140HPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    149940 | PA      | $149880.58     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27                                 | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2764941.60    | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                               | TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 3.3% 03-28-24                        | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |  10735000 | PA      | $10454000.64   | 0.04%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-1                                             | MCMLT 19-1 A1 144A FRN 10-25-69                                                 | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6830396 | PA      | $6433673.34    | 0.03%             | 2069-10-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-3                                             | MCMLT 18-3 A1 144A FRN 08-26-58                                                 | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2321317 | PA      | $2210065.61    | 0.01%             | 2058-08-26      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-1                                             | MCMLT 18-1 A1 144A FRN 05-25-62                                                 | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    283353 | PA      | $272470.54     | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST MST_18-1A                                          | MST 18-1A A 144A FRN 03-25-57                                                   | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    971326 | PA      | $913434.58     | 0.00%             | 2057-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54701 03-01-48                                                       | CUSIP: 3132XXGK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    811111 | PA      | $759716.13     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q52069 11-01-47                                                       | CUSIP: 3132XUJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1102382 | PA      | $1032307.13    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.8% 11-21-27                             | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605824.80     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP SR UNSEC 2.6% 05-05-24                                    | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1165957.20    | 0.00%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS2                                           | MCMLT 19-GS2 A1 144A FRN 08-25-59                                               | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1586933 | PA      | $1494354.05    | 0.01%             | 2059-08-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS1                                           | MCMLT 19-GS1 A1 144A FRN 07-25-59                                               | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329407 | PA      | $306541.79     | 0.00%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_17-3                                        | MCMLT 17-3 A1 144A FRN 01-25-61                                                 | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52173 | PA      | $50335.51      | 0.00%             | 2061-01-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MFA 2020-NQM1 TRUST                                                             | MFA 20-NQM1 A1 144A FRN 03-25-65                                                | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1676440 | PA      | $1590792.64    | 0.01%             | 2065-03-25      | Variable      | 1.48%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 3.5% 06-08-23                                       | CUSIP: 907818EU8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1673349.91    | 0.01%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.65% 08-16-23                              | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    178000 | PA      | $176226.94     | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3                                  | MWST 21-3 A 144A FRN (L+85) 11-25-55                                            | CUSIP: 58552FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  51006000 | PA      | $49296227.87   | 0.20%             | 2055-11-25      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1                                        | MCMLT 15-1 M3 144A FRN 06-25-56/10-25-32                                        | CUSIP: 599809CG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1448000 | PA      | $1394827.99    | 0.01%             | 2056-06-25      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-1A                                  | NRZT 16-1A A1 144A FRN 03-25-56                                                 | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    757936 | PA      | $699111.52     | 0.00%             | 2056-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3                                | NRZT 19-RPL3 A1 144A FRN 07-25-59                                               | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2931844 | PA      | $2724650.45    | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1                                | NRZT 18-RPL1 A1 144A FRN 12-25-57                                               | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1469530 | PA      | $1387293.71    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST  NRZT_18-1                                  | NRZT 18-1A A1A 144A FRN 12-25-57                                                | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47422 | PA      | $44699.60      | 0.00%             | 2057-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A                                  | NRZT 19-2A A1 144A FRN 12-25-57                                                 | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1986558 | PA      | $1887390.74    | 0.01%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 18-5A                                  | NRZT 18-5A A1 144A FRN 12-25-57                                                 | CUSIP: 64829XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1866656 | PA      | $1794290.98    | 0.01%             | 2057-12-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 3.15% 03-01-24                                      | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   9803000 | PA      | $9626967.53    | 0.04%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 2.375% 08-15-24                                 | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $7751373.59    | 0.03%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1                                 | NEWZ 21-1 A 144A FRN (L+75) 05-25-55                                            | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  68234045 | PA      | $66900274.12   | 0.27%             | 2055-05-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1                                 | NEWZ 21-1 B 144A FRN (L+90) 05-25-55                                            | CUSIP: 65246PAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1659324.10    | 0.01%             | 2055-05-25      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL OBX_20-EXP1                                                | OBX 20-EXP1 2A1B 144A FRN (L+75) 02-25-60                                       | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5186237 | PA      | $4808979.39    | 0.02%             | 2060-02-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                             | OMPT 17-1MKT A 3.6139% 02-10-32/02-12-24                                        | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10935000 | PA      | $10502859.74   | 0.04%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 2.4% 07-30-24                                               | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2317555.20    | 0.01%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.15% 02-05-27                                      | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1369756.50    | 0.01%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                             | OMPT 17-1MKT C 144A 4.0163% 02-10-32/02-12-24                                   | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1164000 | PA      | $1095862.93    | 0.00%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-J1                                                             | OBX 22-J1 A2 144A FRN 02-25-52                                                  | CUSIP: 67116WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16187423 | PA      | $13170977.81   | 0.05%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BJ8411 08-01-49                                                   | CUSIP: 3140HAKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1608241 | PA      | $1497037.15    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1277 11-01-41                                                   | CUSIP: 31419BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    135992 | PA      | $138825.62     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27                                     | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  17415000 | PA      | $14500164.38   | 0.06%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                       | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 0.75% 12-01-25                   | CUSIP: 207597EM3<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |  13912000 | PA      | $12384323.28   | 0.05%             | 2025-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM7                                                           | OBX 22-NQM7 A1 5.11% 08-25-62/26                                                | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8288885 | PA      | $8057500.70    | 0.03%             | 2062-08-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                                         | PROG 20-SFR2 A 144A 2.078% 06-18-37/06-19-25                                    | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3920157 | PA      | $3596912.89    | 0.01%             | 2037-06-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BJ5015 12-01-47                                                   | CUSIP: 3140H6SD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1505459 | PA      | $1462148.40    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BJ4901 03-01-48                                                   | CUSIP: 3140H6NT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    612905 | PA      | $572986.17     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30                                   | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  15760000 | PA      | $13139080.48   | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31                                     | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  10325000 | PA      | $8756384.70    | 0.04%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                             | PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28                                     | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23064643 | PA      | $19139894.14   | 0.08%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 22-SFR3 A 144A 3.2% 04-17-39                                               | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1617000 | PA      | $1464070.61    | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32              | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1224202.50    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.875% 02-28-31                                        | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $2627963.50    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.5% 03-01-31                                             | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8370000 | PA      | $6625692.00    | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP SR UNSEC 1.25% 03-15-26                                              | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  29087000 | PA      | $26058490.65   | 0.10%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                  | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.75% 04-15-31                          | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $974964.80     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                          | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                    | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5290000 | PA      | $3608795.68    | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 1.15% 05-15-26                                  | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  26607000 | PA      | $23958113.51   | 0.10%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 2.215% 01-27-28/27                                          | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $581908.60     | 0.00%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                         | CHARLES SCHWAB CORP SR UNSEC 1.15% 05-13-26                                     | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1492277.60    | 0.01%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC SR UNSEC 1.45% 06-01-26                                  | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1114520.00    | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1                                           | RBIT 21-HB1 A 144A FRN 11-25-31                                                 | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16494971 | PA      | $15693117.13   | 0.06%             | 2031-11-25      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                         | SCRT 17-1 HA FRN 01-25-56                                                       | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6121173 | PA      | $5763415.36    | 0.02%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                         | SCRT 17-2 HA FRN 08-25-56                                                       | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6229207 | PA      | $5860363.25    | 0.02%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                         | SCRT 17-2 MA 3.0% 08-25-56                                                      | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6330320 | PA      | $5921565.06    | 0.02%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 17-4 MT 3.5% 06-25-57                                                      | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3129256 | PA      | $2833237.82    | 0.01%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 17-4 HT FRN% 06-25-57                                                      | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6035317 | PA      | $5558973.41    | 0.02%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                                         | SCRT 18-2 MT 3.5% 11-25-57                                                      | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7749444 | PA      | $7002320.13    | 0.03%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1                                  | SLST 18-1 A1 3.5% 06-25-28                                                      | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1046061 | PA      | $1003927.95    | 0.00%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC SR UNSEC 2.65% 06-01-31                                  | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $4516462.86    | 0.02%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 1.462% 06-09-27/26                                       | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $609696.50     | 0.00%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK9743 08-01-48                                                   | CUSIP: 3140HPZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    300654 | PA      | $291096.25     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1290 02-01-42                                                   | CUSIP: 31419BNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    133259 | PA      | $135644.95     | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BM3788 03-01-48                                                   | CUSIP: 3140J8F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  32579913 | PA      | $30462186.38   | 0.12%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 17-3 HT 3.25% 07-25-56                                                     | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1146960 | PA      | $1045386.06    | 0.00%             | 2056-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.45% 07-15-28                                            | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6905000 | PA      | $5813858.09    | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.625% 08-01-31                                           | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $2590529.55    | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 17-3 MT 3.0% 07-25-56                                                      | CUSIP: 35563PBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5687157 | PA      | $4974948.36    | 0.02%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-1SC                                                        | SCRT 18-1 HT 3.0% 05-25-57                                                      | CUSIP: 35563PDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6114121 | PA      | $5440125.08    | 0.02%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K105                       | FHMS K105 A2 (MF) 1.872% 03-25-53/01-25-30                                      | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     52000 | PA      | $44168.96      | 0.00%             | 2053-03-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AY1948 01-01-30                                                   | CUSIP: 3138YFEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73111 | PA      | $71781.56      | 0.00%             | 2030-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                       | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    537000 | PA      | $468151.23     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 3.7% 05-15-27                                   | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    655000 | PA      | $635491.48     | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AZ0554 10-01-30                                                   | CUSIP: 3138YRTL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91369 | PA      | $89705.34      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0187 01-01-50                                                   | CUSIP: 3132DMF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5058519 | PA      | $4571889.04    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5333 03-01-50                                                   | CUSIP: 3140QC4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  56287361 | PA      | $50649056.05   | 0.20%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM2664 03-01-50                                                   | CUSIP: 3140X56A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5823149 | PA      | $5395252.26    | 0.02%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA2457 04-01-50                                                   | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10657019 | PA      | $9595483.64    | 0.04%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5338 03-01-50                                                   | CUSIP: 3140QC4Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24396745 | PA      | $21795491.14   | 0.09%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                  | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.0% 01-15-29                           | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   4494000 | PA      | $3483694.87    | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 1.281% 11-03-25/24                                       | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    616000 | PA      | $564835.66     | 0.00%             | 2025-11-03      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5731 05-01-50                                                   | CUSIP: 3140QDLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  48423378 | PA      | $43260380.20   | 0.17%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                      | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                     | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20367717 | PA      | $17974836.01   | 0.07%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                       | CONTINENTAL RESOURCES INC 144A LIFE SR UNSEC 2.875% 04-01-32                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    163000 | PA      | $123112.11     | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.45% 12-02-31                             | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   4149000 | PA      | $3461614.43    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.0% 05-15-29                                   | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  31625000 | PA      | $30409524.75   | 0.12%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                   | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $2956531.54    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD7528 11-01-50                                                   | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9608978 | PA      | $8065103.25    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI6 3.0 BF0497 07-01-60                                                      | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11366109 | PA      | $10045708.44   | 0.04%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0481 06-01-60                                                      | CUSIP: 3140FXRB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10011117 | PA      | $9269463.51    | 0.04%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0379 04-01-59                                                      | CUSIP: 3140FXM58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14101595 | PA      | $13055764.46   | 0.05%             | 2059-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                             | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  15798000 | PA      | $14126002.87   | 0.06%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.014% 01-25-26/25                                       | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15975000 | PA      | $14837468.18   | 0.06%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24                               | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    960000 | PA      | $940637.76     | 0.00%             | 2025-08-05      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 5.727% 10-21-26/25                                          | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  20750000 | PA      | $21206313.25   | 0.09%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                         | CHARLES SCHWAB CORP SR UNSEC 2.45% 03-03-27                                     | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    875000 | PA      | $803502.88     | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33              | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8775200.00    | 0.04%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                    | SLST 18-2 A1 3.5% 11-25-28                                                      | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  13825501 | PA      | $13266909.48   | 0.05%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                         | SCRT 19-1 MA 3.5% 07-25-58                                                      | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3214709 | PA      | $3060795.53    | 0.01%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.65% 04-05-27                           | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  32226000 | PA      | $30183387.22   | 0.12%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.5% 04-04-25                            | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   8458000 | PA      | $8105132.24    | 0.03%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.85% 04-05-29                           | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    454000 | PA      | $413633.95     | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.9% 04-05-32                            | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    281000 | PA      | $248061.46     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32                                | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118156.63     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 3.6% 05-09-24                                 | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784601.60     | 0.00%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  10515000 | PA      | $10285310.34   | 0.04%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.927% 05-10-28/27                          | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11522508.00   | 0.05%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.91% 05-24-33/32                                        | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1439821.32    | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.658% 05-24-28/27                                       | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10895000 | PA      | $10612906.66   | 0.04%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 10-15-25                                  | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  22305000 | PA      | $22675954.46   | 0.09%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.25% 02-15-28                                  | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720482.70     | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.95% 11-15-26                          | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  11937000 | PA      | $11147821.06   | 0.04%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.25% 11-13-23       | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9396193.50    | 0.04%             | 2023-11-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.05% 03-15-25                                | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2986563.00    | 0.01%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.165% 07-15-27                               | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2938407.00    | 0.01%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.33% 07-15-29                                | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2405477.50    | 0.01%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                               | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    516000 | PA      | $476775.23     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO SR UNSEC 2.85% 10-01-26                                           | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9270200.00    | 0.04%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 2.95% 12-01-26                        | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952887.00     | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.875% 07-15-29                         | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6051938.80    | 0.02%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 2.85% 09-26-24       | CUSIP: 928668BA9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6176000 | PA      | $5920282.72    | 0.02%             | 2024-09-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 3.05% 03-15-23                        | CUSIP: 26442CAV6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991108.00    | 0.01%             | 2023-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                  | DANSKE BANK A/S 144A LIFE SR NON PREF 3.875% 09-12-23                           | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  15000000 | PA      | $14783670.00   | 0.06%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-2                                                    | SLST 19-2 A1C 2.75% 09-25-29                                                    | CUSIP: 35564CCZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  32640356 | PA      | $30221477.05   | 0.12%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                         | SCRT 19-4 MA 3.0% 02-25-59                                                      | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4484351 | PA      | $4188702.20    | 0.02%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.125% 05-12-23      | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9908930.00    | 0.04%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC SR SEC 1ST LIEN 3.65% 02-01-29                             | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82266.89      | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC SUB 3.071% 08-15-24                                         | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5584136.25    | 0.02%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                    | SLST 19-3 A1C 2.75% 11-25-2029                                                  | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  19378182 | PA      | $17917183.61   | 0.07%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_15-DNA3                                     | STACR 15-DNA3 M3 FRN (L+470) 04-25-28                                           | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1825230 | PA      | $1883427.05    | 0.01%             | 2028-04-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.7% 06-14-24        | CUSIP: 233851DX9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7714328.00    | 0.03%             | 2024-06-14      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC SR UNSEC 3.375% 04-01-30                                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4792000 | PA      | $4249876.25    | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 2.625% 03-01-31                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $7443050.10    | 0.03%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 1.75% 06-15-30                          | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  21619000 | PA      | $17405910.90   | 0.07%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2848 05-01-47                                                   | CUSIP: 3140GREW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96964 | PA      | $91073.56      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CA2850 12-01-48                                                   | CUSIP: 3140QAEY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    401638 | PA      | $393608.68     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                   | STACR 20-DNA2 M2 144A FRN (L+185) 02-25-50                                      | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |   1445335 | PA      | $1435363.72    | 0.01%             | 2050-02-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                         | SCRT 19-3 MT 3.5% 10-25-58                                                      | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2361667 | PA      | $2134264.83    | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE8742 05-01-47                                                   | CUSIP: 3140FUWC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    235026 | PA      | $219889.52     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM1443 09-01-49                                                   | CUSIP: 3140X4S98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4639389 | PA      | $4322180.50    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM1062 06-01-49                                                   | CUSIP: 3140X4FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6243682 | PA      | $5835607.03    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 931768 08-01-39                                                   | CUSIP: 31412QFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41281 | PA      | $42254.57      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO/THE SR UNSEC 2.1% 11-15-30                                      | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5598775.00    | 0.02%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 144A LIFE SR NON PREF 1.127% 09-16-26/25                           | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   6500000 | PA      | $5718797.50    | 0.02%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AT0300 03-01-43                                                       | CUSIP: 3138WMKN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47101 | PA      | $44415.57      | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2847 05-01-47                                                   | CUSIP: 3140GREV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74129 | PA      | $69276.24      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                         | SCRT 19-2 MT 3.5% 08-25-58                                                      | CUSIP: 35563PKF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2784438 | PA      | $2514372.41    | 0.01%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-3SC                                      | SCRT 19-3 MA 3.5% 10-25-58                                                      | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    672989 | PA      | $641127.45     | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AD3566 10-01-35                                                   | CUSIP: 31418Q6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46436 | PA      | $46972.98      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2846 05-01-47                                                   | CUSIP: 3140GREU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    108445 | PA      | $101379.61     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                         | SCRT 19-1 MT 3.5% 07-25-58                                                      | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8167962 | PA      | $7356858.88    | 0.03%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                       | OMW 20-OMW A 144A 2.13% 09-10-39/27                                             | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19418000 | PA      | $16723053.45   | 0.07%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56591 06-01-48                                                       | CUSIP: 3132Y0KD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    271519 | PA      | $254002.83     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 695412 06-01-33                                                   | CUSIP: 31400RR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4102 | PA      | $4224.47       | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA2                                     | STACR 21-DNA2 M1 144A FRN (SOFR30A+80) 08-25-33                                 | CUSIP: 35564KCU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    153505 | PA      | $153058.06     | 0.00%             | 2033-08-25      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                     | STACR 20-DNA5 M2 144A FRN (SOFR30A+280) 10-25-50                                | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2103015 | PA      | $2107786.97    | 0.01%             | 2050-10-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54700 03-01-48                                                       | CUSIP: 3132XXGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    574226 | PA      | $537601.69     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q19133 06-01-43                                                       | CUSIP: 3132JASX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    447006 | PA      | $421962.53     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 0.75% 03-01-24       | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1278216.45    | 0.01%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.45% 03-02-26       | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  18350000 | PA      | $16406661.60   | 0.07%             | 2026-03-02      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 1.9% 04-01-28                                   | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  38602000 | PA      | $33550619.48   | 0.13%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 144A LIFE SR NON PREF 1.535% 05-25-27/26                           | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  12150000 | PA      | $10603900.35   | 0.04%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.0% 08-15-31                          | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1306082.09    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                 | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    928000 | PA      | $775594.56     | 0.00%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK5232 05-01-48                                                   | CUSIP: 3140HJY62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    753213 | PA      | $731542.46     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q56175 05-01-48                                                       | CUSIP: 3132XY2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    710088 | PA      | $689696.80     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT7161 06-01-43                                                   | CUSIP: 3138WU5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    638120 | PA      | $601831.31     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q55056 03-01-48                                                       | CUSIP: 3132XXTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    762103 | PA      | $713339.52     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28     | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   7025000 | PA      | $5891150.95    | 0.02%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31       | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    375000 | PA      | $291468.00     | 0.00%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                      | SLG 21-OVA A 144A 2.5854% 07-15-41/31                                           | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1408000 | PA      | $1139356.42    | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-FLWR                                                       | SREIT 21-FLWR A 144A FRN (L+57.66) 07-15-36                                     | CUSIP: 78485GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14480000 | PA      | $13866352.08   | 0.06%             | 2036-07-15      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1463 10-01-49                                                   | CUSIP: 3133KGTU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5656254 | PA      | $5308824.55    | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54781 03-01-48                                                       | CUSIP: 3132XXJ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500360 | PA      | $468239.08     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6                                     | STACR 21-DNA6 M1 144A FRN (SOFR30A+80) 10-25-41                                 | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5884000 | PA      | $5781259.48    | 0.02%             | 2041-10-25      | Variable      | 0.80%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.625% 12-13-24     | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $604589.05     | 0.00%             | 2024-12-13      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.125% 12-14-23     | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575448.00     | 0.00%             | 2023-12-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.0% 12-14-26       | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   8975000 | PA      | $7877707.53    | 0.03%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                 | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4200210.00    | 0.02%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 3.0% 03-01-32                                   | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $913967.25     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.5% 04-07-25       | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9618080.00    | 0.04%             | 2025-04-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54699 03-01-48                                                       | CUSIP: 3132XXGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    309246 | PA      | $289329.36     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54831 03-01-48                                                       | CUSIP: 3132XXLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245441 | PA      | $229608.11     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27      | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2442347.25    | 0.01%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | DUKE ENERGY CORP SR UNSEC 4.5% 08-15-32                                         | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332435.60     | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 144A LIFE SR NON PREF FRN 10-09-26                                 | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  15850000 | PA      | $15851188.75   | 0.06%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 2.75% 06-01-25                                          | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3857000 | PA      | $3702820.28    | 0.01%             | 2025-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                                 | EMD FINANCE LLC 144A LIFE SR UNSEC 3.25% 03-19-25                               | CUSIP: 26867LAL4<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |  32412000 | PA      | $31197846.48   | 0.13%             | 2025-03-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.4% 10-01-26                             | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   9647000 | PA      | $8790307.81    | 0.04%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK6840 06-01-48                                                   | CUSIP: 3140HLS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1034623 | PA      | $1003466.97    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AC0794 10-01-39                                                   | CUSIP: 31417J3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    150037 | PA      | $153412.11     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 3.12% 09-01-27                            | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4642660.00    | 0.02%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                   | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1358463.63    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 3.375% 03-15-29                                         | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    206000 | PA      | $195861.30     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 2.019% 08-16-24                                       | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   7299000 | PA      | $7005478.01    | 0.03%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.625% 11-18-24                                            | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  30443000 | PA      | $28996561.74   | 0.12%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24                                    | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2869677.42    | 0.01%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 2.992% 03-19-25                                       | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4846245.00    | 0.02%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25                                    | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4429000 | PA      | $4376281.61    | 0.02%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AX8521 12-01-44                                                   | CUSIP: 3138YAPF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56589 | PA      | $53115.96      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA2748 09-01-49                                                   | CUSIP: 31339SBR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    731823 | PA      | $682620.26     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30                                        | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $4910007.30    | 0.02%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | EMERSON ELECTRIC CO SR UNSEC 1.8% 10-15-27                                      | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   6753000 | PA      | $5968605.29    | 0.02%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.15% 07-15-30                                             | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   7462000 | PA      | $5984441.92    | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 1.25% 07-15-25                                             | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  14633000 | PA      | $13227061.36   | 0.05%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 1.8% 07-15-27                                              | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6163000 | PA      | $5302608.22    | 0.02%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 0.9% 09-15-25                                             | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $5375227.85    | 0.02%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q28558 09-01-44                                                       | CUSIP: 3132M9E75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450624 | PA      | $424452.01     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q55971 05-01-48                                                       | CUSIP: 3132XYT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    750520 | PA      | $729471.31     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 1.55% 03-15-28                                             | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4085228.02    | 0.02%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 1.9% 06-15-28                                             | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $16965000.00   | 0.07%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 2.4% 06-15-31                                             | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    425000 | PA      | $338910.73     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 1.45% 05-15-26                                             | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  15578000 | PA      | $13738051.26   | 0.06%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.0% 05-15-28                                              | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  13563000 | PA      | $11416899.38   | 0.05%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.5% 05-15-31                                              | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    337000 | PA      | $271678.95     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AR1512 01-01-43                                                   | CUSIP: 3138NXVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    365428 | PA      | $345042.44     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 1.875% 07-12-28                | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3575000 | PA      | $2874271.40    | 0.01%             | 2028-07-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 22-5 A2 3.98% 01-15-25/09-15-23                                           | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12332000 | PA      | $12242975.29   | 0.05%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 22-5 A3 4.11% 08-17-26/09-16-24                                           | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20390000 | PA      | $19944641.62   | 0.08%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 22-5 C 4.74% 10-15-28/02-17-26                                            | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1595000 | PA      | $1520480.01    | 0.01%             | 2028-10-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                               | SDART 22-6 A3 4.49% 11-16-26/12-16-24                                           | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7545000 | PA      | $7431515.66    | 0.03%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                               | SDART 22-6 B 4.72% 06-15-27/07-15-25                                            | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9971000 | PA      | $9689648.29    | 0.04%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                               | SDART 22-6 C 4.96% 11-15-28/04-15-26                                            | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9733000 | PA      | $9402817.71    | 0.04%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_14-15A                                                    | SYMP 14-15A AR3 CLO 144A FRN (L+108) 01-17-32                                   | CUSIP: 87154EBE9<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-O            | CORP              | KY        |    550000 | PA      | $536400.15     | 0.00%             | 2032-01-17      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                        | SREIT 21-MFP A 144A FRN (L+73.08) 11-15-38/11-16-26                             | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  37502000 | PA      | $35896576.88   | 0.14%             | 2038-11-15      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA3                                     | STACR 21-DNA3 M1 144A FRN (SOFR+75) 10-25-33                                    | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1617468 | PA      | $1598127.79    | 0.01%             | 2033-10-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                              | SMRT 22-MINI A 144A FRN (TSFR1M+100) 01-15-39/01-16-24                          | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32592000 | PA      | $31324301.57   | 0.13%             | 2039-01-15      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                                     | STACR 22-DNA2 M1A 144A FRN (SOFR30A+130) 02-25-42                               | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300769 | PA      | $2258766.16    | 0.01%             | 2042-02-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2016-DNA1                                                   | STACR 16-DNA1 M3 FRN (L+555) 07-25-28                                           | CUSIP: 3137G0HW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12467728 | PA      | $12990911.77   | 0.05%             | 2028-07-25      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_14-DN4                                      | STACR 14-DN4 M3 FRN (L+455) 10-25-24                                            | CUSIP: 3137G0CU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50261 | PA      | $50842.13      | 0.00%             | 2024-10-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22_DN3                                      | STACR 22-DNA3 M1A 144A FRN (SOFR30A+200) 04-25-42                               | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    805863 | PA      | $795849.44     | 0.00%             | 2042-04-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4                                     | STACR 22-DNA4 M1A 144A FRN (SOFR30A+220) 05-25-42                               | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    539428 | PA      | $535996.64     | 0.00%             | 2042-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                     | STACR 22-DNA5 M1A 144A FRN (SOFR30A+295) 06-25-42                               | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2253095 | PA      | $2273850.95    | 0.01%             | 2042-06-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                     | STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42                               | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240113 | PA      | $2235923.91    | 0.01%             | 2042-09-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-5                                             | TPMT 17-5 A1 144A 2.55969% 02-25-57                                             | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    907608 | PA      | $893366.74     | 0.00%             | 2057-02-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                             | TPMT 17-6 A1 144A FRN 10-25-57                                                  | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5088032 | PA      | $4858923.07    | 0.02%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                             | TPMT 18-5 A1 144A FRN 07-25-58                                                  | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1396837 | PA      | $1296907.10    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                             | TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30                                       | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10236866 | PA      | $9062461.84    | 0.04%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR2                                               | TAH 20-SFR2 A 144A 1.482% 11-17-39/11-19-27                                     | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6654429 | PA      | $5531155.00    | 0.02%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-4                                             | TPMT 19-4 A2 144A FRN 10-25-59/04-25-31                                         | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4785000 | PA      | $3997379.43    | 0.02%             | 2059-10-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_14-1RA                                                | STCR 14-1R A CLO 144A FRN (L+107) 04-21-31                                      | CUSIP: 85816WAC8<br>LEI: 549300ZMV389HVGL0K94 | Long             | ABS-O            | CORP              | KY        |    774201 | PA      | $759854.07     | 0.00%             | 2031-04-21      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SSTAT_21-1A                                                                     | SSTAT 21-1 A CLO 144A FRN (L+83) 10-25-29                                       | CUSIP: 87190TAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2604035 | PA      | $2564818.39    | 0.01%             | 2029-10-25      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                      | STRAS 22-3 A CLO 144A FRN (TSFR3M+215) 10-20-31                                 | CUSIP: 86317EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  22000000 | PA      | $22000000.00   | 0.09%             | 2031-10-20      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_13-3RA                                                | SNDPT 13-3R A CLO 144A FRN (L+115) 04-18-31                                     | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $390356.00     | 0.00%             | 2031-04-18      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_14-1RA                                                | SNDPT 14-1R A CLO 144A FRN (L+115) 07-18-31                                     | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-O            | CORP              | KY        |   7500000 | PA      | $7295152.50    | 0.03%             | 2031-07-18      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                      | STRAS 22-3 C CLO 144A FRN (TSFR3M+400) 10-20-31                                 | CUSIP: 86317EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2000000.00    | 0.01%             | 2031-10-20      | Variable      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                             | TPMT 18-3 M2 144A FRN 05-25-58                                                  | CUSIP: 89175MAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5935000 | PA      | $4739311.16    | 0.02%             | 2058-05-25      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                                  | TCN 21-SFR1 A 144A 1.943% 07-17-38/26                                           | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22755873 | PA      | $19851859.21   | 0.08%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                             | TPMT 16-2 B2 144A FRN 08-25-55/10-25-32                                         | CUSIP: 89172PAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5800000 | PA      | $5047131.00    | 0.02%             | 2055-08-25      | Variable      | 3.47%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-4                                             | TPMT 16-4 M2 144A FRN 07-25-56/01-26-26                                         | CUSIP: 89172UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4905000 | PA      | $4575599.77    | 0.02%             | 2056-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                             | TPMT 17-6 A2 144A FRN 10-25-57                                                  | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7835000 | PA      | $7081077.13    | 0.03%             | 2057-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 11-01-52                                                      | CUSIP: 01F0226B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        48 | PA      | $41.05         | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.5 UMBS TBA 12-01-52                                                      | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 192996787 | PA      | $195248094.52  | 0.78%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.5 UMBS TBA 12-01-52                                                      | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  43367421 | PA      | $39708294.85   | 0.16%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 12-01-52                                                      | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  63873762 | PA      | $62187111.44   | 0.25%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 12-01-52                                                      | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 298490431 | PA      | $282341501.70  | 1.14%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | UMBS  30YR TBA(REG A) 3.0 UMBS TBA 12-01-52                                     | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  61862535 | PA      | $54774263.88   | 0.22%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.0 UMBS TBA 12-01-52                                                      | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  70068381 | PA      | $57743492.92   | 0.23%             | 2052-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_13-3RA                                                | SNDPT 13-3R C CLO 144A FRN (L+225) 04-18-31                                     | CUSIP: 83609YAG1<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-O            | CORP              | KY        |    800000 | PA      | $745218.40     | 0.00%             | 2031-04-18      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_17-1A                                                 | STCR 17-1 A CLO 144A FRN (L+125) 10-15-30                                       | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710796 | PA      | $698683.33     | 0.00%             | 2030-10-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO STRAS_21-2                                                          | STRAS_21-2 A CLO 144A FRN (L + 90) 12-28-29                                     | CUSIP: 86315TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    889934 | PA      | $877536.97     | 0.00%             | 2029-12-28      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                               | SDART 22-7 A2 5.81% 01-15-26/05-15-24                                           | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15496000 | PA      | $15484424.49   | 0.06%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                               | SDART 22-7 C 6.69% 03-17-31/11-16-26                                            | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1162000 | PA      | $1172504.48    | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                               | SDART 22-7 B 5.95% 01-17-28/01-15-26                                            | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2072000 | PA      | $2080783.21    | 0.01%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.0 UMBS TBA 12-01-52                                                      | CUSIP: 01F0606C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25000000 | PA      | $25568225.00   | 0.10%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 12-01-52                                                      | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 196753348 | PA      | $195831165.06  | 0.79%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                               | SDART 22-7 A3 5.75% 04-15-27/25                                                 | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4345000 | PA      | $4349427.56    | 0.02%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 20-1 A1 144A 1.69% 07-15-60/25                                             | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  55480580 | PA      | $49178984.92   | 0.20%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 12-01-52                                                      | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4279295.00    | 0.02%             | 2052-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.5 UMBS TBA 12-01-37                                                      | CUSIP: 01F0224C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19000000 | PA      | $17560066.00   | 0.07%             | 2037-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 3.0 UMBS TBA 12-01-37                                                      | CUSIP: 01F0304C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1421000 | PA      | $1337453.73    | 0.01%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 4.0 UMBS TBA 12-01-37                                                      | CUSIP: 01F0404C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8000000 | PA      | $7822504.00    | 0.03%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 20-1 A2 144A 1.99% 07-15-60/27                                             | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10588180 | PA      | $8812510.83    | 0.04%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2                               | SDART 20-2 C 1.46% 09-15-25/07-17-23                                            | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1934403 | PA      | $1926088.52    | 0.01%             | 2025-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.5 UMBS TBA 12-01-52                                                      | CUSIP: 01F0626C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25000000 | PA      | $25738125.00   | 0.10%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.0 UMBS TBA 01-01-53                                                      | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  81795339 | PA      | $83577741.23   | 0.34%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.5 UMBS TBA 01-01-53                                                      | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  92164968 | PA      | $94742177.00   | 0.38%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.5 UMBS TBA 01-01-53                                                      | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 630300000 | PA      | $637307675.40  | 2.56%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 01-01-53                                                      | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    776172 | PA      | $755736.94     | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 01-01-53                                                      | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  81300000 | PA      | $80906182.80   | 0.33%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 01-01-53                                                      | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24400000 | PA      | $23089451.60   | 0.09%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | UMBS  30YR TBA(REG A) 2.0 UMBS TBA 01-01-53                                     | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 110200000 | PA      | $90906404.40   | 0.37%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.0 UMBS TBA 01-01-38                                                      | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9550000 | PA      | $8606001.60    | 0.03%             | 2038-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-2                                           | VERUS 20-2 A1 144A FRN 05-25-60                                                 | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    607873 | PA      | $584290.39     | 0.00%             | 2060-05-25      | Variable      | 2.23%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C12                                   | WFRBS 13-C12 B FRN 03-15-48/03-15-23                                            | CUSIP: 92937FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2721743.75    | 0.01%             | 2048-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22                                   | WFRBS 14-C22 A4 3.488% 09-15-57/08-16-24                                        | CUSIP: 92890KAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8282000 | PA      | $7957494.89    | 0.03%             | 2057-09-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C25                                   | WFRBS 14-C25 A5 3.631% 11-15-47/11-18-24                                        | CUSIP: 92939LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1437097.50    | 0.01%             | 2047-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34                               | WFCM 16-C34 A4 3.096% 06-15-49/04-15-26                                         | CUSIP: 95000DBD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15455000 | PA      | $14273619.80   | 0.06%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28                               | WFCM 15-C28 A4 3.54% 05-15-48/04-15-25                                          | CUSIP: 94989JAZ9<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2860797.00    | 0.01%             | 2048-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC18                              | WFCM 14-LC18 A5 3.405% 12-15-47/12-17-24                                        | CUSIP: 94989AAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $761250.40     | 0.00%             | 2047-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C13                                   | WFRBS 13-C13 B 3.553% 05-15-45/05-17-23                                         | CUSIP: 92937UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1222322.50    | 0.00%             | 2045-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C19                                   | WFRBS 14-C19 B FRN 03-15-47/24                                                  | CUSIP: 92938VAT2<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-CBDO         | CORP              | US        |   4900000 | PA      | $4672615.50    | 0.02%             | 2047-03-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC16                              | WFCM 14-LC16 A5 3.817% 08-15-50/05-17-24                                        | CUSIP: 94988XAU0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3873820.00    | 0.02%             | 2050-08-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C16                                   | WFRBS 13-C16 B FRN 09-15-46/23                                                  | CUSIP: 92938EBF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3091026.25    | 0.01%             | 2046-09-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22                              | WFCM 15-LC22 C FRN 09-15-58                                                     | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-CBDO         | CORP              | US        |   1690000 | PA      | $1559645.23    | 0.01%             | 2058-09-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C31                               | WFCM 15-C31 A4 3.695% 11-15-48/10-20-25                                         | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3792332.00    | 0.02%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SEACO_20-1                                                                      | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                      | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18423669 | PA      | $16387632.77   | 0.07%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                       | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                                      | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20155586 | PA      | $17871474.81   | 0.07%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C33                               | WFCM 16-C33 A4 3.426% 03-15-59/02-18-26                                         | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $937480.00     | 0.00%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C36                               | WFCM 16-C36 A4 3.065% 11-15-59                                                  | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4551835.00    | 0.02%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3                              | WFCM 15-NXS3 B FRN 09-15-57/09-17-25                                            | CUSIP: 94989VAJ8<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2106387.00    | 0.01%             | 2057-09-17      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3                              | WFCM 15-NXS3 D 144A 3.153% 09-15-57                                             | CUSIP: 94989VAZ2<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $824795.00     | 0.00%             | 2057-09-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                               | WFCM 18-C46 A3 3.888% 08-15-51                                                  | CUSIP: 95001QAT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10384374.00   | 0.04%             | 2051-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28                               | WFCM 15-C28 C FRN 05-15-48/05-16-25                                             | CUSIP: 94989JBF2<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-CBDO         | CORP              | US        |    137500 | PA      | $122971.20     | 0.00%             | 2048-05-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                     | WMRK 22-WMRK A 144A FRN (TSFR1M+278.9) 11-15-27                                 | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19755000 | PA      | $19714462.74   | 0.08%             | 2027-11-15      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                      | FL ST BRD OF ADMIN TAXABLE 20A 2.154% 07-01-30                                  | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   3805000 | PA      | $3074618.84    | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                      | FL ST BRD OF ADMIN TAXABLE 20A 1.705% 07-01-27                                  | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   3785000 | PA      | $3271349.01    | 0.01%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                      | FL ST BRD OF ADMIN TAXABLE 20A 1.258% 07-01-25                                  | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |  11385000 | PA      | $10388892.20   | 0.04%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                         | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 2.532% 06-01-28              | CUSIP: 38122NC75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11085000 | PA      | $9572961.66    | 0.04%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                        | NY ST DORM DASNY PIT TAXABLE 21C 1.748% 03-15-28                                | CUSIP: 64990FD76<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |  15255000 | PA      | $12990669.84   | 0.05%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                 | CAPITAL GROUP CENTRAL CASH FUND                                                 | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |  50975632 | NS      | $5097053490.68 | 20.49%            |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S39 5Y 1.0% 12-20-27 0.40 REC ICE                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-16092222.53  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX USD 0.811% 07-27-20/07-27-50 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $3859026.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX USD 0.81% 07-28-15/07-28-45 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $139375042.64  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.497% 06-16-22/06-16-24 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3925695.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.52647% 06-16-22/06-16-24 LCH                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-7931096.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                       | SMB 21-A APT2 144A 1.07% 01-15-53                                               | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8357618 | PA      | $7025965.20    | 0.03%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_15-1RA                                                | SNDPT 15-1RA AR CLO 144A FRN (L+108) 04-15-30                                   | CUSIP: 83607HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  36320000 | PA      | $35842609.92   | 0.14%             | 2030-04-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.5291% 06-16-22/06-16-24 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-8550203.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.4325% 06-17-22/06-17-24 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3042595.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                  | CLIF 21-1A A 144A 1.64% 02-18-46/31                                             | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4355464 | PA      | $3678189.62    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                               | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                       | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38357277 | PA      | $33139805.38   | 0.13%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.4585% 06-17-22/06-17-24 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-628077.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.5645% 10-19-22/10-19-24 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $689636.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                               | SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32                                      | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36281644 | PA      | $31222132.53   | 0.13%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                   | TMCL 20-3A A 144A 2.11% 09-20-45/03-20-28                                       | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3073246 | PA      | $2652368.02    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-4                                             | TPMT 15-4 M2 144A FRN 04-25-55/01-25-27                                         | CUSIP: 89171UAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3630243.75    | 0.01%             | 2055-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                             | TPMT 17-2 M1 144A FRN 04-25-57                                                  | CUSIP: 89173HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7349956 | PA      | $6962054.66    | 0.03%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.533% 10-20-22/10-20-24 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $650294.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.5245% 10-27-22/10-27-24 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $813424.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 17-4 M1 144A FRN 06-25-57                                                  | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5575000 | PA      | $4853829.15    | 0.02%             | 2057-06-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-3                                             | TPMT 17-3 A2 144A FRN 3.0% 07-25-57                                             | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5709063 | PA      | $5348729.77    | 0.02%             | 2057-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.56% 10-27-22/10-27-24 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $921663.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | FED FUND 30DAY FUT FFX2 11-30-22                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      6356 | NC      | $66213.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_17-7A                                                    | TRNTS 17-7 A1R CLO 144A FRN (L+120) 01-25-35                                    | CUSIP: 89641CAK7<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1926930.00    | 0.01%             | 2035-01-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO 2018-1 LTD TCW_18-1A                                                    | TCW 18-1 A1R CLO 144A FRN (L+97) 04-25-31                                       | CUSIP: 87240UAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $390679.60     | 0.00%             | 2031-04-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO LTD TICP_18-10                                                         | TICP 18-10 B CLO 144A FRN (L+147) 04-20-31                                      | CUSIP: 87249CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    800000 | PA      | $775284.80     | 0.00%             | 2031-04-20      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                             | TPMT 17-1 A1 144A 2.75% 10-25-56                                                | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145548 | PA      | $143054.18     | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | FED FUND 30DAY FUT FFF3 01-31-23                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        60 | NC      | $-16251.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT ULTRA UXYH3 03-22-23                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     15823 | NC      | $-10455692.42  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-5                                             | TPMT 16-5 A1 144A 2.5% 10-25-56                                                 | CUSIP: 89173CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    917694 | PA      | $902112.39     | 0.00%             | 2056-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 17-4 A1 144A 2.75% 06-25-57                                                | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1147830 | PA      | $1089932.11    | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1                                 | TALNT 19-1 A 144A 2.56% 11-25-31                                                | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  47755000 | PA      | $45744562.26   | 0.18%             | 2031-11-25      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| TAOT_19-C                                                                       | TAOT 19-C A4 1.88% 11-15-24/03-15-23                                            | CUSIP: 89238UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650421 | PA      | $4605004.62    | 0.02%             | 2024-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                             | TPMT 18-2 A1 144A FRN 03-25-58                                                  | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7410987 | PA      | $7076966.01    | 0.03%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                             | TPMT 18-3 A1 144A FRN 05-25-58                                                  | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2974561 | PA      | $2807346.12    | 0.01%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 20YR FUT USH3 03-22-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       222 | NC      | $-93537.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT TYH3 03-22-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      6112 | NC      | $3554688.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 30YR FUT ULTRA WNH3 03-22-23                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      1420 | NC      | $-1087599.16   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT FVH3 03-31-23                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     55181 | NC      | $28544396.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-1                                             | TPMT 19-1 A1 144A FRN 03-25-58/11-27-28                                         | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5243340 | PA      | $4882907.50    | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-4                                             | TPMT 18-4 A1 144A FRN 06-25-58                                                  | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8941659 | PA      | $8173454.39    | 0.03%             | 2058-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 2YR FUT TUH3 03-31-23                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      6981 | NC      | $3784516.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                             | TPMT 17-2 A1 144A FRN 04-25-57                                                  | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169162 | PA      | $166833.41     | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-3                                             | TPMT 17-3 A1 144A FRN 07-25-57                                                  | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1206830 | PA      | $1175743.69    | 0.00%             | 2057-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                             | TPMT 18-5 A1A 144A FRN 07-25-58                                                 | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1779920 | PA      | $1704337.77    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                                             | TPMT 19-2 A2 FRN 12-25-58                                                       | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4247580.00    | 0.02%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2019-HY2 A1                                                                | TPMT 19-HY2 A1 144A FRN (L+100) 05-25-58                                        | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3670005 | PA      | $3619501.86    | 0.01%             | 2058-05-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                             | TPMT 18-1 A1 144A FRN 01-25-58/05-28-24                                         | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102641 | PA      | $99022.85      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.301% 10-15-25/24                                 | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  41750000 | PA      | $39426320.25   | 0.16%             | 2025-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.005% 03-13-26/25                                 | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  22929000 | PA      | $21316472.22   | 0.09%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.083% 04-22-26/25                                 | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9294770.00    | 0.04%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.514% 06-01-24/23                                 | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16150000 | PA      | $15848269.55   | 0.06%             | 2024-06-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                   | TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29                                       | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444589 | PA      | $402027.48     | 0.00%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                           | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                         | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23706485 | PA      | $20191548.09   | 0.08%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 0.95% 09-01-27                                       | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1307645.71    | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.764% 11-19-31/30                                 | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    775000 | PA      | $597528.10     | 0.00%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26                                  | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871982.00     | 0.00%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 0.563% 02-16-25/24                                 | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1371443.62    | 0.01%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.578% 04-22-27/26                                 | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15363000 | PA      | $13572058.28   | 0.05%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 0.824% 06-01-25/24                                 | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $907155.60     | 0.00%             | 2025-06-01      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                           | TCF 20-1 B 144A 3.74% 09-20-45/05-20-30                                         | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4286388 | PA      | $3707618.74    | 0.01%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                    | TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30                                       | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | US        |   3783523 | PA      | $3289429.08    | 0.01%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.069% 06-01-29/28                                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $248324.51     | 0.00%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 0.768% 08-09-25/24                                 | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1753812.10    | 0.01%             | 2025-08-09      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31                                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    351000 | PA      | $281201.19     | 0.00%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.561% 12-10-25/24                                 | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1848018.00    | 0.01%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.963% 01-25-33/32                                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    842000 | PA      | $694925.33     | 0.00%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                | WLAKE 22-3 B 144A 5.99% 12-15-27/01-15-25                                       | CUSIP: 96043PAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16800000 | PA      | $16766400.00   | 0.07%             | 2027-12-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_14-2A                                                  | WINDR 14-2 AR CLO 144A FRN (L+114) 01-15-31                                     | CUSIP: 88390AAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2300000 | PA      | $2254253.00    | 0.01%             | 2031-01-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                 | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                                        | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4417928 | PA      | $3852472.54    | 0.02%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1                                   | TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28                                       | CUSIP: 88315LAL2<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |   3617160 | PA      | $3019833.05    | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL LTD WOODS_18-11BA                                            | WOODS 18-11B A1 144A CLO FRN (L+110) 04-19-31                                   | CUSIP: 66860JAA6<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-O            | CORP              | US        |    394072 | PA      | $388768.34     | 0.00%             | 2031-04-19      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| WHITEHORSE LTD WITEH_18-12A                                                     | WITEH 18-12 A CLO 144A FRN (L+125) 10-15-31                                     | CUSIP: 96525YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1490000 | PA      | $1465866.47    | 0.01%             | 2031-10-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                | WLAKE 22-3 A2 144A 5.24% 07-15-28/12-15-23                                      | CUSIP: 96043PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $19866140.00   | 0.08%             | 2025-07-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO LTD WELF_15-1A                                                    | WELF 15-1 AR4 CLO 144A FRN (L+89) 07-20-29                                      | CUSIP: 949496BJ1<br>LEI: 254900DLL625KV2D0Z30 | Long             | ABS-O            | CORP              | KY        |    218439 | PA      | $215513.39     | 0.00%             | 2029-07-20      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                           | TCF 21-1A A 144A 1.86% 03-20-46/12-20-30                                        | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5312225 | PA      | $4440701.35    | 0.02%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                   | TMCL 21-2A A 144A 2.23% 04-20-46                                                | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26551080 | PA      | $22584322.01   | 0.09%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                               | USRE 21-1 A1 144A 1.91% 10-20-61/26                                             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        | 197943000 | PA      | $167737492.03  | 0.67%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-6                                                  | VZMT 22-6 A 3.67% 01-22-29/07-21-25                                             | CUSIP: 92348KAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8444000 | PA      | $8195003.33    | 0.03%             | 2029-01-22      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_14-4A                                                         | VOYA 14-4A A1RA CLO 144A FRN (L+110) 07-14-31                                   | CUSIP: 92914RAY8<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-O            | CORP              | KY        |    693676 | PA      | $683496.17     | 0.00%             | 2031-07-14      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_14-17X                                                    | VENTR 14-17 ARR CLO REG S FRN (L+88) 04-15-27                                   | CUSIP: N/A<br>LEI: 549300SNYYGJ2M6QEK53       | Long             | ABS-O            | CORP              | KY        |   1496707 | PA      | $1472404.65    | 0.01%             | 2027-04-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_18-1                                                   | WINDR 18-1 B CLO 144A FRN (L+165) 07-15-30                                      | CUSIP: 88432VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $242885.75     | 0.00%             | 2030-07-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED WELF_22-1                                                 | WELF 22-1 C 144A CLO FRN (TSFR3M+285) 04-15-34                                  | CUSIP: 94950TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $670280.80     | 0.00%             | 2034-04-15      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_16-3A                                                         | VOYA 16-3 A1R CLO 144A FRN (L+119) 10-18-31                                     | CUSIP: 92915HAL7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246845.50     | 0.00%             | 2031-10-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_15-1A                                                         | VOYA 15-1 A1R CLO 144A FRN (L+90) 01-18-29                                      | CUSIP: 92914NAJ0<br>LEI: 54930085W413OSH6FR69 | Long             | ABS-O            | CORP              | KY        |    379894 | PA      | $375740.55     | 0.00%             | 2029-01-18      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_18-2A                                                         | VOYA 18-2 C1 CLO 144A FRN (L+185) 07-15-31                                      | CUSIP: 92917JAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $276196.80     | 0.00%             | 2031-07-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-7                                                  | VZMT 22-7 A1A 5.23% 11-22-27/11-20-24                                           | CUSIP: 92348KBC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12608000 | PA      | $12596400.64   | 0.05%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL LTD WOODS_18-17A                                             | WOODS 18-17 D CLO 144A FRN (L+285) 04-22-31                                     | CUSIP: 66860PAG9<br>LEI: 549300VSNJNLNM3KF997 | Long             | ABS-O            | CORP              | KY        |    662000 | PA      | $557390.10     | 0.00%             | 2031-04-22      | Variable      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_14-3A                                                  | WINDR 14-3 CR2 CLO 144A FRN (L+230) 10-22-31                                    | CUSIP: 88432DBJ2<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $233217.75     | 0.00%             | 2031-10-22      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2                                | WLAKE 20-2 C 144A 2.01% 07-15-25                                                | CUSIP: 96042PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6034986 | PA      | $5963339.00    | 0.02%             | 2025-07-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                             | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   8627000 | PA      | $7105499.15    | 0.03%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 0.625% 02-10-23                                 | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   8555000 | PA      | $8479681.78    | 0.03%             | 2023-02-10      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 0.8% 02-10-24                                   | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1119858.94    | 0.00%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26                                  | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  12127000 | PA      | $10647493.87   | 0.04%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28                                   | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  11076000 | PA      | $9276847.79    | 0.04%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31                                   | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  28512000 | PA      | $22045735.01   | 0.09%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                    | AEP TRANSMISSION CO LLC SR UNSEC 3.1% 12-01-26                                  | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6581792.00    | 0.03%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 3.5% 08-17-23                                          | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |  15420000 | PA      | $15279230.82   | 0.06%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28                           | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   8285000 | PA      | $7949208.95    | 0.03%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.75% 01-23-29                      | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11004312.00   | 0.04%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26                                         | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   8708000 | PA      | $8564439.91    | 0.03%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.35% 03-01-29                                                | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3353000 | PA      | $3220529.68    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                   | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.8% 04-15-26                      | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3747466.00    | 0.02%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                | ARCELORMITTAL SA SR UNSEC 3.6% 07-16-24                                         | CUSIP: 03938LBB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2058000 | PA      | $1999377.87    | 0.01%             | 2024-07-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                   | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 2.75% 12-15-29                     | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $1936304.43    | 0.01%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-A                                                   | VZOT 20-A A1A 1.85% 07-22-24/02-21-23                                           | CUSIP: 92348TAA2<br>LEI: 549300XY7L2MRX0BQH89 | Long             | ABS-O            | CORP              | US        |    870133 | PA      | $866166.82     | 0.00%             | 2024-07-22      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-3                                | WLAKE 21-3 A2 144A 0.57% 09-16-24                                               | CUSIP: 96043JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7973262 | PA      | $7909180.74    | 0.03%             | 2024-09-16      | Fixed         | 0.57%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 2.375% 01-15-25                                    | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  33250000 | PA      | $31707366.25   | 0.13%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 1.8% 09-11-24                                                | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2104018.40    | 0.01%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                      | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.375% 04-01-25                   | CUSIP: 034863AV2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9932180.00    | 0.04%             | 2025-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID INC                                                                    | AVANGRID INC SR UNSEC 3.2% 04-15-25                                             | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |  13439000 | PA      | $12850385.24   | 0.05%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 2.35% 05-06-25                                        | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4676000 | PA      | $4390104.68    | 0.02%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30                                         | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    687000 | PA      | $591208.84     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.75% 06-01-31                                                | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5758000 | PA      | $4847452.91    | 0.02%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.3% 06-01-27                                                 | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  33074000 | PA      | $29792728.46   | 0.12%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2                                | WLAKE 22-2A A2A 144A 3.36% 08-15-25                                             | CUSIP: 96042VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15110000 | PA      | $14881038.17   | 0.06%             | 2025-08-15      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_13-2A                                                  | WINDR 13-2A AR2 CLO 144A FRN (L+100) 10-18-30                                   | CUSIP: 97314CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2457317.50    | 0.01%             | 2030-10-18      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 1.2% 06-03-27                                           | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    625000 | PA      | $546149.38     | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP SR UNSEC 1.2% 07-08-25                              | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  15273000 | PA      | $13959277.63   | 0.06%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_28A                                                   | KKR 28 A CLO 144A FRN (L+114) 03-15-31                                          | CUSIP: 48253WAA0<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1233192.50    | 0.00%             | 2031-03-15      | Variable      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_21                                                    | KKR 21 A CLO 144A FRN (L+100) 04-15-31                                          | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-O            | CORP              | KY        |   1557338 | PA      | $1532758.53    | 0.01%             | 2031-04-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 1.65% 02-01-28                                                | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8592300.00    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 0.7% 04-08-26                                          | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |  17903000 | PA      | $15856114.20   | 0.06%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 0.55% 08-20-25                                               | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1604793.48    | 0.01%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP SR UNSEC 1.0% 09-10-25                              | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $11780067.00   | 0.05%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                | WLAKE 22-3 A3 144A 5.49% 07-15-26/09-16-24                                      | CUSIP: 96043PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7200000 | PA      | $7135560.00    | 0.03%             | 2026-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 11 LLC                                                                  | KKR 11 AR CLO 144A FRN (L+118) 01-15-31                                         | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $393253.60     | 0.00%             | 2031-01-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_21                                                    | KKR 21 B CLO 144A FRN (L+140) 04-15-31                                          | CUSIP: 48252KAC3<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-O            | CORP              | KY        |    800000 | PA      | $767344.00     | 0.00%             | 2031-04-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| KINGSLAND LTD KING_18-8A                                                        | HAYFN 18-8 A CLO 144A FRN (L+112) 04-20-31                                      | CUSIP: 42086PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1968672.00    | 0.01%             | 2031-04-20      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| KKR STATIC CLO 2 LTD KSTAT_22-2                                                 | KSTAT 22-2 C CLO 144A FRN (TSFR3M+425) 10-20-31                                 | CUSIP: 482926AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $999938.00     | 0.00%             | 2031-10-20      | Variable      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO LTD KKR_22-43                                                           | KKR 22-43 D CLO 144A FRN (TSFR3M+612) 07-15-34                                  | CUSIP: 48255UAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1570000 | PA      | $1531247.69    | 0.01%             | 2034-07-15      | Variable      | 10.44%                | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_32A                                                   | KKR 32 A1 CLO 144A FRN (L+132) 01-15-32                                         | CUSIP: 48254HAA2<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2467070.00    | 0.01%             | 2032-01-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 3.8% 03-15-25                                               | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  22690000 | PA      | $22213782.28   | 0.09%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 2.6% 11-21-24                                               | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  15428000 | PA      | $14783881.00   | 0.06%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LONGFELLOW PLACE CLO LTD LONGF_13-1A                                            | LONGF 13-1A AR3 144A FRN (L+100) 04-15-29                                       | CUSIP: 54303PAY1<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-O            | CORP              | US        |  11667855 | PA      | $11592317.49   | 0.05%             | 2029-04-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_21-1                                           | LADAR 21-1A A 144A 1.3% 08-17-26/09-16-24                                       | CUSIP: 501683AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11961002 | PA      | $11584206.06   | 0.05%             | 2026-08-17      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_21-1                                           | LADAR 21-1A B 144A 1.94% 11-16-26/12-16-24                                      | CUSIP: 501683AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970000 | PA      | $1838534.02    | 0.01%             | 2026-11-16      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1                                         | LMAT 22-GS1 A1 144A 4.0% 02-25-61/04-25-25                                      | CUSIP: 52476UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21836647 | PA      | $20315288.08   | 0.08%             | 2061-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                           | LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25                                       | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19017022 | PA      | $18675057.86   | 0.08%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                           | LADAR 22-1 B 144A 5.87% 09-15-27/10-15-25                                       | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759000 | PA      | $1706298.60    | 0.01%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                        | MHC 21-MHC A 144A FRN (L+80.1) 04-15-26                                         | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18624000 | PA      | $18000375.36   | 0.07%             | 2026-04-15      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                                     | MLANE 21-A B 144A 2.24% 09-15-26/07-17-23                                       | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2195000 | PA      | $2113319.66    | 0.01%             | 2026-09-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                                     | MLANE 21-A A 144A 1.59% 09-15-26/07-17-23                                       | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19148000 | PA      | $18437456.02   | 0.07%             | 2026-09-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| MSTAT_22-18A                                                                    | MSTAT 22-18A A1 144A FRN (TSFR3M+222) 07-20-30                                  | CUSIP: 56586PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8339000 | PA      | $8303884.47    | 0.03%             | 2030-07-20      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-A                                     | MLANE 22-A A 144A 6.92% 09-15-27                                                | CUSIP: 60510MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14466000 | PA      | $14105174.56   | 0.06%             | 2027-09-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO MIDO_16-6A                                                  | MIDO 16-6 ARR CLO 144A FRN (L+107) 04-20-33                                     | CUSIP: 59802XAS2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2425942.50    | 0.01%             | 2033-04-20      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 2.95% 11-21-26                                              | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1507390.04    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 3.2% 11-21-29                                               | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4181353.28    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MP CLO III LTD MP3_13-1A                                                        | MP3 13-1 AR FRN (L+125) 10-20-30                                                | CUSIP: 553205AC9<br>LEI: 549300FWSFBNCWDD1P18 | Long             | ABS-O            | CORP              | KY        |    530000 | PA      | $518891.20     | 0.00%             | 2030-10-20      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_17-23A                                            | MDPK 17-23A AR CLO 144A FRN (L+97) 07-27-31                                     | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    800000 | PA      | $790417.60     | 0.00%             | 2031-07-27      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD MORGN_18-3                                                  | MORGN 18-3 AR CLO 144A FRN (L+104) 10-20-31                                     | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $977527.00     | 0.00%             | 2031-10-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_19-34A                                            | MDPK 19-34 BR CLO 144A FRN (L+165) 04-25-32                                     | CUSIP: 55819GAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $773312.00     | 0.00%             | 2032-04-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO MVEW_17-1A                                                    | MVEW 17-1 AR CLO 144A FRN (L+109) 10-16-29                                      | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746666 | PA      | $734382.14     | 0.00%             | 2029-10-16      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_13-11A                                            | MDPK 13-11 AR2 CLO 144A FRN (L+90) 07-23-29                                     | CUSIP: 55818KAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    484491 | PA      | $476426.41     | 0.00%             | 2029-07-23      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25                           | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2646368.30    | 0.01%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                                                               | ALLSTATE CORP SR UNSEC 0.75% 12-15-25                                           | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   6899000 | PA      | $6106291.10    | 0.02%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_18-30A                                            | MDPK 18-30 A CLO 144A FRN (L+75) 04-15-29                                       | CUSIP: 55821TAA5<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-O            | CORP              | KY        |    478485 | PA      | $470527.53     | 0.00%             | 2029-04-15      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO MIDO_18-9A                                                  | MIDO 18-9 D CLO 144A FRN (L+330) 07-20-31                                       | CUSIP: 59802MAJ6<br>LEI: 549300XXQYQPW7OQNX23 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1292289.00    | 0.01%             | 2031-07-20      | Variable      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| MARBLE POINT CLO XI LTD MP11_17-2A                                              | MP11 17-2 A 144A FRN (L+118) 12-18-30                                           | CUSIP: 56607FAA3<br>LEI: 549300DBVCVH5X7MO467 | Long             | ABS-O            | CORP              | KY        |   1200000 | PA      | $1180437.60    | 0.00%             | 2030-12-18      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_17-9A                                                     | MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29                                       | CUSIP: 56577PAL3<br>LEI: 5493008SBRQGMZFP2M89 | Long             | ABS-O            | CORP              | KY        |  25790927 | PA      | $25501552.43   | 0.10%             | 2029-04-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_15-17A                                            | MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30                                   | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  47842989 | PA      | $47018941.06   | 0.19%             | 2030-07-21      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL MFCC_21-1                                                     | MFCC 21-1A A 144A 1.54% 03-20-26                                                | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  39300000 | PA      | $37288822.50   | 0.15%             | 2026-03-20      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP SR UNSEC 0.55% 07-12-24                             | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  13727000 | PA      | $12803214.08   | 0.05%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 2.45% 02-04-32                                        | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  25444000 | PA      | $19324565.34   | 0.08%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                             | NSLT 21-A APT1 144A 1.36% 04-20-62                                              | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36913308 | PA      | $32550339.45   | 0.13%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                 | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                       | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29040326 | PA      | $25107772.01   | 0.10%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                              | AMEREN CORP SR UNSEC 1.75% 03-15-28                                             | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421881.50     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 1.7% 03-25-26                                                 | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  52567000 | PA      | $47408074.62   | 0.19%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                             | NSLT 21-B AFX 144A 1.42% 04-20-62                                               | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  95355914 | PA      | $84039932.76   | 0.34%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL_21-E                            | NAVSL 21-EA A 144A 0.97% 12-16-69/12-15-28                                      | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26040102 | PA      | $21542247.67   | 0.09%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                             | NSLT 21-CA AFX 144A 1.32% 04-20-62                                              | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30557205 | PA      | $26922302.98   | 0.11%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                             | NSLT 21-CA AFL 144A FRN (L+74) 04-20-62                                         | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23164264 | PA      | $22282608.94   | 0.09%             | 2062-04-20      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP SR UNSEC 2.0% 03-24-28                              | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    725000 | PA      | $628820.05     | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 1.6% 04-15-26                                      | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   9386000 | PA      | $8338794.59    | 0.03%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-F                                 | NAVSL 21-FA A 1.11% 02-18-70/05-15-29                                           | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9653636 | PA      | $7919852.54    | 0.03%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                           | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                            | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14629955 | PA      | $12142204.35   | 0.05%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 2.7% 04-15-31                                      | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $210740.93     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                          | AMERISOURCEBERGEN CORP SR UNSEC 0.737% 03-15-23                                 | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    690000 | PA      | $681623.40     | 0.00%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                                 | NAVSL 21-G A 144A 1.58% 04-15-70                                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32091135 | PA      | $27102600.21   | 0.11%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_17-25A                                            | NEUB 17-25 AR CLO 144A FRN (L+93) 10-18-29                                      | CUSIP: 64131JAL0<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $295892.40     | 0.00%             | 2029-10-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                          | AMERISOURCEBERGEN CORP SR UNSEC 2.7% 03-15-31                                   | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414388.00     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 0.45% 05-12-24                                          | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1251290.25    | 0.01%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_14-17A                                            | NEUB 14-17 CR2 CLO 144A FRN (L+200) 04-22-29                                    | CUSIP: 64129UBW4<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $381504.00     | 0.00%             | 2029-04-22      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO 1 LTD NBCLO_16                                                   | NBCLO 16-1 BR CLO 144A FRN (L+200) 12-21-29                                     | CUSIP: 65023TAL6<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-O            | CORP              | KY        |   1100000 | PA      | $1056611.60    | 0.00%             | 2029-12-21      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 1.0% 05-12-26                                           | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891931.00     | 0.00%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 1.65% 05-12-28                                          | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    650000 | PA      | $565576.05     | 0.00%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                                | NZRT 20-RPL1 A1 144A FRN 11-25-59                                               | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4460414 | PA      | $4071974.40    | 0.02%             | 2059-11-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                           | NAVSL 21-A A 144A 0.84% 05-15-69/03-15-29                                       | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6772660 | PA      | $5788931.55    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                      | NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30                                      | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10323580 | PA      | $10192925.15   | 0.04%             | 2030-07-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-B                                 | NAVSL 21-B A 144A 0.94% 07-15-69/06-15-28                                       | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11050874 | PA      | $9338353.46    | 0.04%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2                                    | OOMLT 07-FXD2 2A6 FSA 5.68% 03-25-37                                            | CUSIP: 68403BAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268692 | PA      | $251443.06     | 0.00%             | 2037-03-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                                 | ONDK 21-1A A 144A 1.59% 05-17-27/24                                             | CUSIP: 68236WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26257000 | PA      | $23894473.91   | 0.10%             | 2027-05-17      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 0.7% 05-28-24                                  | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1224466.10    | 0.00%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 1.2% 05-28-26                                  | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  35256000 | PA      | $31503809.69   | 0.13%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                                 | ONDK 21-1A B 144A 2.28% 05-17-27/24                                             | CUSIP: 68236WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817000 | PA      | $730911.08     | 0.00%             | 2027-05-17      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                   | OPTN 21-B B 144A 1.96% 05-08-31/05-01-24                                        | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1721588.00    | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                   | OPTN 21-B A 144A 1.47% 05-08-31/05-01-24                                        | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18732000 | PA      | $16307929.34   | 0.07%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE CLO LTD OAKCL_18-1A                                                     | OAKCL 18-1 A2 CLO 144A FRN (L+185) 10-20-30                                     | CUSIP: 67400FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $476620.50     | 0.00%             | 2030-10-20      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XXXII OCT32_17-1A                                   | OCT32 17-1 A1R CLO 144A FRN (L+95) 07-15-29                                     | CUSIP: 67578BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249036 | PA      | $245493.50     | 0.00%             | 2029-07-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XVII LTD OCT17_13-1A                                | OCT17 13-1 CR2 CLO 144A FRN (L+170) 01-25-31                                    | CUSIP: 67590GBN8<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-O            | CORP              | KY        |    800000 | PA      | $734065.60     | 0.00%             | 2031-01-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD 18-18X                                          | OCT 18-18X A1A CLO REG S FRN (L+96) 04-16-31                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1477054.50    | 0.01%             | 2031-04-16      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2                                    | OOMLT 07-FXD2 2A3 FSA 5.715% 03-25-37                                           | CUSIP: 68403BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1708322 | PA      | $1598619.10    | 0.01%             | 2037-03-25      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-A                                                   | OPTN 21-A A 144A 1.21% 03-08-28/23                                              | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20600000 | PA      | $18901262.20   | 0.08%             | 2028-03-08      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| PRODIGY FINANCE PRDGY_21-1                                                      | PRDGY 21-1A A 144A FRN (L+125) 07-25-51                                         | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |   4030473 | PA      | $3885629.90    | 0.02%             | 2051-07-25      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                       | PSTAT 21-4A A1 CLO 144A FRN (L+80) 10-15-29                                     | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18548849 | PA      | $18309662.03   | 0.07%             | 2029-10-15      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                       | PSTAT 21-4A A2 CLO 144A FRN (L+140) 10-15-29                                    | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8556000 | PA      | $8252313.34    | 0.03%             | 2029-10-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                 | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   5612000 | PA      | $4883461.38    | 0.02%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.0% 01-15-32                                                | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    634000 | PA      | $504914.43     | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-1A                                      | PSTAT 22-1A A1 CLO 144A FRN (TSFR3M+105) 04-15-30                               | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10830526 | PA      | $10672508.95   | 0.04%             | 2030-04-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A                                      | PG&E 22-A A2 4.263% 06-01-36                                                    | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3145000 | PA      | $2945666.76    | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5                                       | PSTAT 22-5 A1 CLO 144A FRN (TSFR3M+156) 01-15-31                                | CUSIP: 69702QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  22000000 | PA      | $21853942.00   | 0.09%             | 2031-01-15      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                   | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                       | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12682000 | PA      | $12268237.07   | 0.05%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                                       | PSTAT 22-3 A1A CLO 144A FRN (TSFR3M+182) 04-15-31                               | CUSIP: 69690CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  24000000 | PA      | $23998512.00   | 0.10%             | 2031-04-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE CLO LTD PLMRS_13-2A                                               | PLMRS 13-2A A1A3 CLO 144A FRN (L+100) 10-17-31                                  | CUSIP: 69688AAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2200000 | PA      | $2159944.60    | 0.01%             | 2031-10-17      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP SR UNSEC 1.3% 09-09-26                              | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7960000 | PA      | $7064714.92    | 0.03%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26                                     | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  14181000 | PA      | $12345921.88   | 0.05%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28                                       | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   2731000 | PA      | $2339756.94    | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31                                       | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    182000 | PA      | $149336.28     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.15% 10-29-23                              | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1720485.00    | 0.01%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                      | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                              | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |  33108000 | PA      | $29127557.59   | 0.12%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                      | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.0% 10-29-28                               | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |  15592000 | PA      | $13184782.30   | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                      | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.3% 01-30-32                               | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3166000 | PA      | $2525432.72    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                                       | PSTAT 22-3 B CLO 144A FRN (TSFR3M+375) 04-15-31                                 | CUSIP: 69690CAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   6000000 | PA      | $5979354.00    | 0.02%             | 2031-04-15      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                           | PPMC 22-6 A CLO 144A FRN (TSFR3M+245) 01-20-31                                  | CUSIP: 69377WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  17905000 | PA      | $17905000.00   | 0.07%             | 2031-01-20      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                           | PPMC 22-6 B CLO 144A FRN (TSFR3M+360) 01-20-31                                  | CUSIP: 69377WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3733000 | PA      | $3730200.25    | 0.01%             | 2031-01-20      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                           | PPMC 22-6 C CLO 144A FRN (TSFR3M+450) 01-20-31                                  | CUSIP: 69377WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2000000.00    | 0.01%             | 2031-01-20      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_19-SFR3                                         | PROG 19SFR3-A 144A 2.271% 09-17-36                                              | CUSIP: 74332WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3564226 | PA      | $3370895.67    | 0.01%             | 2036-09-17      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4                                       | PSTAT 20-4 A1 CLO 144A FRN (L+100) 11-25-28                                     | CUSIP: 69701PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17325860 | PA      | $17177377.41   | 0.07%             | 2028-11-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1                                       | PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29                                      | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8937488 | PA      | $8834706.67    | 0.04%             | 2029-04-20      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-2A                                      | PSTAT 21-2A A2 CLO 144A FRN (L+125) 05-20-29                                    | CUSIP: 69702DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5841018.00    | 0.02%             | 2029-05-20      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                      | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.65% 10-29-24                              | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1250000 | PA      | $1150671.25    | 0.00%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 1.65% 11-04-26                                     | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  18400000 | PA      | $16366027.20   | 0.07%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                             | RPM 22-3 A 144A 5.38% 11-25-30                                                  | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25767000 | PA      | $25063329.00   | 0.10%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A                                       | RRAM 18-3 A1R2 CLO 144A FRN (L+109) 01-15-30                                    | CUSIP: 74988LAA2<br>LEI: 549300YH0VOGWM5JZF65 | Long             | ABS-O            | CORP              | US        |   4870000 | PA      | $4793896.51    | 0.02%             | 2030-01-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_17-3A                                              | ROCKT 17-3 A CLO 144A FRN (L+119) 10-20-30                                      | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-O            | CORP              | KY        |   1600000 | PA      | $1579353.60    | 0.01%             | 2030-10-20      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A                                       | RRAM 18-3 A2R2 CLO 144A FRN (L+140) 01-15-30                                    | CUSIP: 74988LAC8<br>LEI: 549300YH0VOGWM5JZF65 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $677961.20     | 0.00%             | 2030-01-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                               | AMERICAN TRANSMISSION SYSTEMS INC 144A LIFE SR UNSEC 2.65% 01-15-32             | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5125000 | PA      | $4192916.25    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 3.0% 02-22-29                                                | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  16721000 | PA      | $15137922.60   | 0.06%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RMF PROPRIETARY ISSUANCE TRUST RMF_19-1                                         | RPIT 19-1 A 144A FRN 10-25-63/10-15-24                                          | CUSIP: 74968RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1079974 | PA      | $998497.11     | 0.00%             | 2063-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                                  | RACEP 15-9A A1A2 CLO 144A FRN (L+94) 10-15-30                                   | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |  32910000 | PA      | $32419542.27   | 0.13%             | 2030-10-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                       | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13740000 | PA      | $11696916.96   | 0.05%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                | SEACO 21-2A A 144A 1.95% 08-17-41                                               | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |  12981056 | PA      | $11239426.62   | 0.05%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                   | SPSS 21-1 A 144A 1.95% 09-15-75                                                 | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28558015 | PA      | $25940958.74   | 0.10%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                | SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28                                     | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365790 | PA      | $1178193.64    | 0.00%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 2.85% 05-28-27                                                | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |  10775000 | PA      | $9904487.75    | 0.04%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 2.55% 03-04-27                                     | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    875000 | PA      | $795493.13     | 0.00%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                    | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5663982 | PA      | $5035025.14    | 0.02%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                 | STELR 21-1 A 144A 3.967% 10-15-41/03-15-28                                      | CUSIP: 858558AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11443977 | PA      | $9648428.79    | 0.04%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 3.65% 03-15-27                                     | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    635000 | PA      | $593647.53     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 4.05% 03-15-32                                     | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68267.78      | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                       | SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28                                       | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12274533 | PA      | $10551115.07   | 0.04%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                               | SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28                                      | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   6943493 | PA      | $5587088.29    | 0.02%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 3.3% 04-13-27                                           | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    875000 | PA      | $839538.88     | 0.00%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 4.1% 05-15-32                                      | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   9244000 | PA      | $8718450.87    | 0.04%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 4.05% 05-03-29                                     | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9553510.00    | 0.04%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 3.25% 08-08-29                                               | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  10535000 | PA      | $9886033.47    | 0.04%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 3.35% 08-08-32                                               | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $9610910.40    | 0.04%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER                                                                   | ALABAMA POWER CO SR UNSEC 3.75% 09-01-27                                        | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4829105.00    | 0.02%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-2                                                      | STRAS 22-2A A CLO 144A FRN (TSFR3M+190) 07-20-30                                | CUSIP: 86317YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   9066288 | PA      | $9042815.16    | 0.04%             | 2030-07-20      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                               | SDART 22-4 B 4.42% 11-15-27/09-15-25                                            | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10100000 | PA      | $9741985.30    | 0.04%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.05% 08-18-29                                               | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  47912000 | PA      | $45709054.15   | 0.18%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                             | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  15650000 | PA      | $15880884.45   | 0.06%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.85% 11-05-27                                     | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8575000 | PA      | $8908310.25    | 0.04%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.6% 12-01-25                                           | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    850000 | PA      | $853359.20     | 0.00%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                               | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                       | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  47671772 | PA      | $47199678.38   | 0.19%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                               | SORT 22-1 A2 144A 6.11% 08-15-62/28                                             | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11584185 | PA      | $11088428.18   | 0.04%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.7% 11-29-24                                           | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30060030.00   | 0.12%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH)                   | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD SR UNSEC 5.088% 12-08-25              | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |  25636000 | PA      | $25862263.34   | 0.10%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 22-5 B 4.43% 03-15-27/04-15-25                                            | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5592000 | PA      | $5400194.40    | 0.02%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SUB 5.15% 07-21-24                                            | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7545000 | PA      | $7402097.70    | 0.03%             | 2024-07-21      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                            | BROADCOM CORP SR UNSEC 3.875% 01-15-27                                          | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7104300.00    | 0.03%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXVII LP CERB_22-2                                       | CERB 22-2 A1 CLO 144A (TSFR3M+275) 10-15-34                                     | CUSIP: 15674XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3999800.00    | 0.02%             | 2034-10-15      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_15-1A                                                     | CIFC 15-1 ARR CLO 144A FRN (L+111) 01-22-31                                     | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $246635.75     | 0.00%             | 2031-01-22      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_14-5A                                     | CGMS 14-5 A1RR CLO 144A FRN (L+114) 07-15-31                                    | CUSIP: 14311AAS1<br>LEI: 549300ODZUR61VZRRZ07 | Long             | ABS-O            | CORP              | KY        |    799449 | PA      | $787035.36     | 0.00%             | 2031-07-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_17-5A                                                     | CIFC 17-5 A1 CLO 144A FRN (L+118) 11-16-30                                      | CUSIP: 12551MAA7<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-O            | CORP              | KY        |    800000 | PA      | $791224.00     | 0.00%             | 2030-11-16      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_13-1A                                     | CGMS 13-1 A1RR CLO 144A FRN (L+95) 08-14-30                                     | CUSIP: 14310BAU5<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-O            | CORP              | KY        |    642650 | PA      | $634173.75     | 0.00%             | 2030-08-14      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| COVENANT CREDIT PARTNERS CLO LTD COV_17-1A                                      | COV 17-1 C1 CLO 144A FRN (L+255) 10-15-29                                       | CUSIP: 22284HAE3<br>LEI: 549300T7MAWQDFU61E82 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $383982.40     | 0.00%             | 2029-10-15      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-D                                             | CPS 22-D A 144A 6.09% 01-15-27/08-15-24                                         | CUSIP: 12663UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12292031 | PA      | $12281177.16   | 0.05%             | 2027-01-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-4                                              | CARMX 22-4 A2A 5.34% 12-15-25/08-15-24                                          | CUSIP: 14318UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6151000 | PA      | $6143089.81    | 0.02%             | 2025-12-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CARLYLE C17 CLO LTD_CGMS-C17                                                    | CGMS C17 A1AR CLO 144A FRN (L+103) 04-30-31                                     | CUSIP: 14307PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $492920.50     | 0.00%             | 2031-04-30      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3                             | COMET 22-A3 A 4.95% 10-15-27/25                                                 | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16968000 | PA      | $17056759.61   | 0.07%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                      | CFMT 18-RM2 A 144A FRN 10-25-68/23                                              | CUSIP: 14727QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6681111 | PA      | $6434296.93    | 0.03%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CLOUD PASS-THROUGH TRUST CPTT_19-1                                              | CLOUD 19-1A CLOU 144A FRN 12-05-22/32                                           | CUSIP: 18913AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5791 | PA      | $5786.83       | 0.00%             | 2032-12-05      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_18-A4                                 | CCCIT 18-A4 A4 FRN (L+34) 06-07-25/06-07-23                                     | CUSIP: 17305EGN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25270000 | PA      | $25242480.97   | 0.10%             | 2025-06-09      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_20-B                                                         | CPS 20-B D 144A 4.75% 04-15-26                                                  | CUSIP: 12656CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719041 | PA      | $715995.37     | 0.00%             | 2026-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2                                    | CAALT 20-2A B 144A 1.93% 09-17-29/12-15-23                                      | CUSIP: 22535MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8350000 | PA      | $8090540.45    | 0.03%             | 2029-09-17      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2                                    | CAALT 20-2A A 144A 1.37% 07-16-29/08-15-23                                      | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10748910 | PA      | $10623534.69   | 0.04%             | 2029-07-16      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                       | CLIF 20-1A A 144A 2.08% 09-18-45                                                | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   8741007 | PA      | $7501095.25    | 0.03%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                       | CLIF 20-2A A 144A 2.03% 09-15-45                                                | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3803014 | PA      | $3266633.26    | 0.01%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                                       | CLIF 20-3A A 144A 2.07% 10-18-45                                                | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2351907 | PA      | $2028778.20    | 0.01%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| CENT CLO LP CECLO_14-21A                                                        | CECLO 14-21A A1R3 144A FRN (L+97) 07-27-30                                      | CUSIP: 15137EBN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  53655904 | PA      | $52773800.45   | 0.21%             | 2030-07-27      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                  | DTAOT 21-2A A 144A 0.41% 03-17-25/02-15-23                                      | CUSIP: 23345EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2257369 | PA      | $2246957.58    | 0.01%             | 2025-03-17      | Fixed         | 0.41%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_17-47A                                            | DRSLF 17-47A A1R CLO 144A FRN (L+98) 04-15-28                                   | CUSIP: 26245EAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  55112152 | PA      | $54506249.25   | 0.22%             | 2028-04-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                                         | DRIVE 21-3 B 1.11% 05-15-26                                                     | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9160000 | PA      | $8839116.04    | 0.04%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2                                                  | DTAOT 22-2A A 144A 2.88% 06-15-26/04-15-24                                      | CUSIP: 23345AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4486646 | PA      | $4412526.48    | 0.02%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2                                                  | DTAOT 22-2A C 144A 4.72% 03-15-28/07-15-25                                      | CUSIP: 23345AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9663300.00    | 0.04%             | 2028-03-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_18-A6                                  | DCENT 18-A6 A6 FRN (L+39) 03-15-26/09-15-23                                     | CUSIP: 254683CJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  49403000 | PA      | $49367084.02   | 0.20%             | 2026-03-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_18-57A                                            | DRSLF 18-57 A CLO 144A FRN (L+101) 05-15-31                                     | CUSIP: 26243KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1231556.25    | 0.00%             | 2031-05-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_19-72A                                            | DRSLF 19-72 CR CLO 144A FRN (L+185) 05-15-32                                    | CUSIP: 26252NAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2085714 | PA      | $1969520.96    | 0.01%             | 2032-05-15      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_13-28A                                            | DRSLF 13-28 A1LR CLO 144A FRN (L+120) 08-15-30                                  | CUSIP: 26251BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2190453 | PA      | $2164002.80    | 0.01%             | 2030-08-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-3                                                  | DTAOT 22-3 A 144A 6.05% 10-15-26/08-15-24                                       | CUSIP: 23345RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14980020.00   | 0.06%             | 2026-10-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CRESTLINE DENALI CLO XVII LLC DEN17_18-1A                                       | DEN17 18-1 C 144A CLO FRN (L+235) 10-15-31                                      | CUSIP: 22616TAE6<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $950098.00     | 0.00%             | 2031-10-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-4                                   | DCENT 22-4 A 5.03% 10-15-27/25                                                  | CUSIP: 254683CX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9970000 | PA      | $10014765.30   | 0.04%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3                                         | DRIVE 19-3 C 2.9% 08-15-25/10-17-22                                             | CUSIP: 26209WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489881 | PA      | $489331.21     | 0.00%             | 2025-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-1                                                  | DTAOT 20-1 C 144A 2.29% 11-17-25/12-15-22                                       | CUSIP: 23344EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7279286 | PA      | $7240917.36    | 0.03%             | 2025-11-17      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                                  | DTAOT 20-2A D 144A 4.73% 03-16-26                                               | CUSIP: 23343RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387000 | PA      | $381820.39     | 0.00%             | 2026-03-16      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                                  | DTAOT 20-2A C 144A 3.28% 03-16-26                                               | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4111012 | PA      | $4064179.43    | 0.02%             | 2026-03-16      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                         | DRIVE 20-2 C 2.28% 08-17-26/09-15-23                                            | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6268763 | PA      | $6221960.26    | 0.03%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                         | DRIVE 20-2 D 3.05% 05-15-28/02-15-24                                            | CUSIP: 26208VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3964000 | PA      | $3870057.16    | 0.02%             | 2028-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1                                                  | DTAOT 21-1A B 144A 0.62% 09-15-25/04-17-23                                      | CUSIP: 23344GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1506090 | PA      | $1492845.80    | 0.01%             | 2025-09-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-4                                   | EART 21-4A A3 0.68% 07-15-25/08-15-23                                           | CUSIP: 30165JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5957012 | PA      | $5919214.96    | 0.02%             | 2025-07-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-1                                         | EFF 22-1 A2 144A 3.03% 01-20-28/06-20-25                                        | CUSIP: 29375JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15010000 | PA      | $14532216.69   | 0.06%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                   | EART 22-4A A2 3.99% 08-15-24                                                    | CUSIP: 30166BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4751000 | PA      | $4741108.42    | 0.02%             | 2024-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                   | EART 22-4A B 4.57% 01-15-27                                                     | CUSIP: 30166BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13665000 | PA      | $13364001.05   | 0.05%             | 2027-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                         | EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26                                        | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8754000 | PA      | $8530702.97    | 0.03%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                         | EFF 22-4 A2 5.76% 10-22-29/05-20-26                                             | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20301000 | PA      | $20399256.84   | 0.08%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1                                   | EART 20-1A C 144A 2.49% 01-15-25/02-15-23                                       | CUSIP: 30167HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763000 | PA      | $762164.97     | 0.00%             | 2025-01-15      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2                                   | EART 20-2 D 144A 4.73% 04-15-26/04-15-24                                        | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2525000 | PA      | $2501302.88    | 0.01%             | 2026-04-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                               | EDVES 21-A A 144A 1.8% 11-25-45                                                 | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2829894 | PA      | $2395196.63    | 0.01%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-1                                         | FORDR 21-1 A 144A 1.37% 10-17-33/04-15-26                                       | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6591000 | PA      | $5860598.56    | 0.02%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_22-4                                            | FCAT 22-4 A2 144A 6.15% 09-15-26/10-15-24                                       | CUSIP: 33843XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23560000 | PA      | $23526144.28   | 0.09%             | 2026-09-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-1                                         | FORDR 18-1 A 144A 3.19% 07-15-31/01-15-25                                       | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710000 | PA      | $1632596.85    | 0.01%             | 2031-07-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K089                             | FHMS K089 A2 (MF) 3.563% 01-25-29                                               | CUSIP: 3137FL6P4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8252428 | PA      | $7901237.67    | 0.03%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR1                                      | FASST 19-JR1 A 144A 2.0% 03-25-69                                               | CUSIP: 31739FAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10643732 | PA      | $11314233.96   | 0.05%             | 2069-03-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K090                             | FHMS K090 A2 (MF) 3.422% 02-25-29                                               | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10000000 | PA      | $9496400.00    | 0.04%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734                             | FHMS K734 A2 (MF) 3.208% 02-25-26                                               | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  14275000 | PA      | $13718089.43   | 0.06%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR2                                      | FASST 19-JR2 A1 144A 2.0% 04-01-69                                              | CUSIP: 31739GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14358918 | PA      | $14945379.22   | 0.06%             | 2069-06-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25                                       | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8524000 | PA      | $7920475.23    | 0.03%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-1                                     | FIAOT 21-1A A 144A 0.45% 03-16-26/12-15-23                                      | CUSIP: 32059FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890481 | PA      | $878972.22     | 0.00%             | 2026-03-16      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                      | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                         | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7510325 | PA      | $6390873.85    | 0.03%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_13-15A                                                     | GALXY 13-15 ARR CLO 144A FRN (L+97) 10-15-30                                    | CUSIP: 36318WAK6<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1973250.00    | 0.01%             | 2030-10-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GREYWOLF CLO LTD GWOLF_15-1A                                                    | GWOLF 15-1 BR CLO 144A FRN (L+200) 01-27-31                                     | CUSIP: 39808PAQ9<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-O            | CORP              | KY        |   1800000 | PA      | $1704655.80    | 0.01%             | 2031-01-27      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_15-21A                                                     | GALXY 15-21 AR CLO 144A FRN (L+102) 04-20-31                                    | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1467766.50    | 0.01%             | 2031-04-20      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_15-21A                                                     | GALXY 15-21 BR CLO 144A FRN (L+135) 04-20-31                                    | CUSIP: 36320WAN6<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-O            | CORP              | KY        |    530000 | PA      | $512224.33     | 0.00%             | 2031-04-20      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD GLM_17-2A                               | GLM 17-2 AR CLO 144A FRN (L+91) 11-20-30                                        | CUSIP: 38136MAU2<br>LEI: 549300UYD6YMBA6XSE43 | Long             | ABS-O            | CORP              | KY        |   1310000 | PA      | $1291006.31    | 0.01%             | 2030-11-20      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                             | GMREV 22-1 A 5.91% 10-11-35/11-12-27                                            | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13104000 | PA      | $13294899.07   | 0.05%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-2                   | GMCAR 20-2 A3 1.49% 12-16-24                                                    | CUSIP: 36258VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    623859 | PA      | $616851.88     | 0.00%             | 2024-12-16      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_2020                                                      | GCI 20-1 A 144A 2.82% 10-18-45/30                                               | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9656886 | PA      | $8518706.05    | 0.03%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_2020                                                      | GCI 20-1 B 144A 3.81% 10-18-45/30                                               | CUSIP: 36166VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1324343 | PA      | $1170251.60    | 0.00%             | 2045-10-18      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION CORPORATION TRUST HASC_06-OPT2                         | HASC 06-OPT2 M2 FRN (L+58.5) 01-25-36                                           | CUSIP: 40430HEB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5490821 | PA      | $5392914.54    | 0.02%             | 2036-01-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                          | HERTZ 21-1A A 144A 1.21% 12-26-25/24                                            | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  49301000 | PA      | $45240520.34   | 0.18%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                      | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  74397000 | PA      | $63730032.54   | 0.26%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                          | HERTZ 21-1A C 144A 2.05% 12-26-25/24                                            | CUSIP: 42806MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1077000 | PA      | $962710.91     | 0.00%             | 2025-12-26      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                          | HERTZ 21-1A B 144A 1.56% 12-26-25/24                                            | CUSIP: 42806MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3904000 | PA      | $3557863.55    | 0.01%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                      | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6526000 | PA      | $5468070.14    | 0.02%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                      | HERTZ 22-1A B 144A 2.19% 06-25-26/25                                            | CUSIP: 42806MAK5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2194812.90    | 0.01%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                      | HERTZ 22-1A A 144A 1.99% 06-25-26/25                                            | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  28105000 | PA      | $25741538.13   | 0.10%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                      | HERTZ 22-2A B 144A 2.65% 06-26-28/06-25-27                                      | CUSIP: 42806MAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4495000 | PA      | $3741291.89    | 0.02%             | 2028-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                      | HERTZ 22-2A A 144A 2.33% 06-26-28/06-25-27                                      | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16820000 | PA      | $14677317.02   | 0.06%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-4                                      | HERTZ 22-4A A 144A 3.73% 09-25-26/25                                            | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14390000 | PA      | $13627589.02   | 0.05%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-5                                      | HERTZ 22-5A A 144A 3.89% 09-25-28/09-27-27                                      | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $13894650.00   | 0.06%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| HLA_18-2A                                                                       | HLA 18-2 C CLO 144A FRN (L+340) 01-22-31                                        | CUSIP: 40490AAJ9<br>LEI: 549300OG6D5MQUG20S28 | Long             | ABS-O            | CORP              | US        |    286000 | PA      | $248585.48     | 0.00%             | 2031-01-22      | Variable      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO LTD ICG_14-2A                                                        | ICG 14-2 ARR CLO FRN (L+103) 01-15-31                                           | CUSIP: 44929BAW1<br>LEI: 635400O9MVLOIBCDSR77 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $394610.40     | 0.00%             | 2031-01-15      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD INGIM_13-1A                                                        | INGIM 13-1 BR CLO 144A FRN (L+190) 10-15-30                                     | CUSIP: 92917CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $227606.25     | 0.00%             | 2030-10-15      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_16                                                    | KKR 16 A12R CLO 144A FRN (L+121) 10-20-34                                       | CUSIP: 48251BAW0<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $965562.00     | 0.00%             | 2034-10-20      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30                                       | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |   2291000 | PA      | $1998842.52    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC SR UNSEC 0.75% 08-15-27                                                | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428687.50     | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31                              | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  27538000 | PA      | $21600339.05   | 0.09%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                              | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  29664000 | PA      | $24763477.54   | 0.10%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 1.68% 10-30-30                              | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  12881000 | PA      | $10123731.78   | 0.04%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                    | VERISIGN INC SR UNSEC 2.7% 06-15-31                                             | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $2734733.17    | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.3% 11-15-31                           | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1519381.36    | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                           | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   9008000 | PA      | $7374867.62    | 0.03%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25                                     | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  10073000 | PA      | $9706080.90    | 0.04%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28                                      | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  38841000 | PA      | $36657164.78   | 0.15%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.95% 02-15-30                                      | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567994.80     | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28                    | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4983895.00    | 0.02%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.0% 04-22-26                                         | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7847000 | PA      | $7373166.75    | 0.03%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.196% 06-17-27/26                                    | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11244000 | PA      | $10473819.73   | 0.04%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 2.406% 10-30-25/24                                    | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  55000000 | PA      | $51859225.00   | 0.21%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 2.188% 04-30-26/25                                    | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10280000 | PA      | $9579304.92    | 0.04%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC SR UNSEC 0.55% 09-15-23                                    | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19298840.00   | 0.08%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 0.805% 05-19-25/24                                    | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    642000 | PA      | $598560.35     | 0.00%             | 2025-05-19      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                | WISCONSIN ELECTRIC POWER CO SR UNSEC 1.7% 06-15-28                              | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1546347.60    | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                               | WISCONSIN POWER AND LIGHT CO SR UNSEC 1.95% 09-16-31                            | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79994.30      | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC SR UNSEC 2.2% 12-15-28                                     | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  16325000 | PA      | $13859696.45   | 0.06%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1930685.90    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27                                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    649000 | PA      | $603361.02     | 0.00%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25                                    | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  36249000 | PA      | $35134452.00   | 0.14%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC SR UNSEC 4.65% 06-15-27                                | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $10499414.40   | 0.04%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27                                    | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  16650000 | PA      | $16894422.00   | 0.07%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC /WESTFIELD UK & EUROPE FINANCE PLC                              | WEA FINANCE LLC 144A LIFE SR UNSEC 3.75% 09-17-24                               | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3592419.72    | 0.01%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 3.35% 12-01-26                                         | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474273.00     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 2.6% 12-01-29                                          | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   5542000 | PA      | $4740582.46    | 0.02%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 1.75% 03-15-27                                         | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   6818000 | PA      | $6026996.09    | 0.02%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                         | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4662000 | PA      | $3756928.64    | 0.02%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC SR UNSEC 5.4% 11-14-25                                               | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  26775000 | PA      | $27186826.28   | 0.11%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC SR UNSEC 5.6% 11-16-32                                               | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157341.45     | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHLMC UNSEC 0.25% 09-08-23                                                      | CUSIP: 3137EAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6250000 | PA      | $6034552.50    | 0.02%             | 2023-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                        | CADES USD 144A LIFE SR UNSEC 1.125% 11-29-24                                    | CUSIP: 12802D2G0<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |  30000000 | PA      | $28049280.00   | 0.11%             | 2024-11-29      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                        | CADES USD 144A LIFE SR UNSEC 3.375% 03-20-24                                    | CUSIP: 12802DAK2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |   9090000 | PA      | $8941279.42    | 0.04%             | 2024-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                        | CADES USD 144A LIFE SR UNSEC 0.375% 09-23-25                                    | CUSIP: 12802D2A3<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |  20000000 | PA      | $17935640.00   | 0.07%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                               | CPPIB CAPITAL 144A LIFE SR UNSEC 0.5% 09-16-24                                  | CUSIP: 22411VAR9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |   6052000 | PA      | $5623462.12    | 0.02%             | 2024-09-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                               | CPPIB CAPITAL 144A SR UNSEC FRN (SOFR+125) 03-11-26                             | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |  21879000 | PA      | $22576695.06   | 0.09%             | 2026-03-11      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                               | CPPIB CAPITAL 144A LIFE SR UNSEC 0.875% 09-09-26                                | CUSIP: 22411VAU2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |  12181000 | PA      | $10673970.33   | 0.04%             | 2026-09-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                   | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC (B) 1.25% 10-20-26                 | CUSIP: 25159MBD8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |  25316000 | PA      | $22235903.54   | 0.09%             | 2026-10-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                   | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 10-20-31                     | CUSIP: 25159MBE6<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |   4590000 | PA      | $3687142.41    | 0.01%             | 2031-10-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                   | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 02-18-25                     | CUSIP: 25159MBF3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |  22926000 | PA      | $21516968.04   | 0.09%             | 2025-02-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                          | FED FARM CR UNSEC 1.6% 07-13-33                                                 | CUSIP: 3133EMR38<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   2926000 | PA      | $2238045.02    | 0.01%             | 2033-07-13      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K034 A2 (MF) 3.531% 07-25-23                                               | CUSIP: 3137B5JM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   1965098 | PA      | $1944159.95    | 0.01%             | 2023-07-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 7.125% 02-15-23                                                | CUSIP: 912810EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15090430.50   | 0.06%             | 2023-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNGN30 9.0 458079 11-20-26                                                      | CUSIP: 31381D2L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2483 | PA      | $2482.66       | 0.00%             | 2026-11-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                                      | COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL                    | CUSIP: 19075Q607<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |      4000 | NS      | $3190000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_17-42A                                                        | ARES 17-42A AR CLO 144A FRN (L+92) 01-22-28                                     | CUSIP: 04016LAQ0<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-O            | CORP              | US        |  27262283 | PA      | $26934399.30   | 0.11%             | 2028-01-22      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO I ALLEG_16-1A                                                       | ALLEG 16-1A AR2 FRN (L+95) 01-15-30                                             | CUSIP: 01749TAN0<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-O            | CORP              | KY        |  21178439 | PA      | $20925949.46   | 0.08%             | 2030-01-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                           | AESOP 21-1A A 144A 1.38% 08-20-27/26                                            | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21452000 | PA      | $18517731.08   | 0.07%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ARSI_05-W2                                                | ARSI 05-W2 M1 FRN (L+73.5) 10-25-35                                             | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1789149 | PA      | $1730606.72    | 0.01%             | 2035-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-B                                    | AFFRM 21-B A 144A 1.03% 08-17-26/03-15-24                                       | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28642000 | PA      | $27006140.81   | 0.11%             | 2026-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 21-Z2                                         | AFFRM 21-Z2 A 144A 1.17% 11-16-26                                               | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9068368 | PA      | $8659030.49    | 0.03%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| ALM LOAN FUNDING ALM_20-1A                                                      | ALM 20-1A A2 144 FRN (L+185) 10-15-29                                           | CUSIP: 00166FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  12500000 | PA      | $12249875.00   | 0.05%             | 2029-10-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD ASTAT_22-18                                                         | ASTAT 22-18A A1 CLO 144A FRN (TSFR3M+132) 04-21-31                              | CUSIP: 00850BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11094000 | PA      | $10965376.19   | 0.04%             | 2031-04-21      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                          | ACAR 22-3 B 144A 4.55% 10-13-26/07-15-24                                        | CUSIP: 02528GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3921000 | PA      | $3817595.39    | 0.02%             | 2026-10-13      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3                         | AMXCA 22-3 A 3.75% 08-16-27/08-15-25                                            | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9379000 | PA      | $9134311.27    | 0.04%             | 2027-08-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-9                         | AMXCA 18-9 A FRN (L+38) 04-15-26/09-15-23                                       | CUSIP: 02582JJK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  49425000 | PA      | $49444967.70   | 0.20%             | 2026-04-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_13-15A                                                          | APID 13-15 A1RR CLO 144A FRN (L+101) 04-20-31                                   | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-O            | CORP              | KY        |   1200000 | PA      | $1185654.00    | 0.00%             | 2031-04-20      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO APID_17-27A                                                          | APID 17-27 A1R CLO 144A FRN (L+93) 07-17-30                                     | CUSIP: 03767JAF2<br>LEI: 549300EW146C7Q4UV387 | Long             | ABS-O            | CORP              | KY        |   1120000 | PA      | $1105242.88    | 0.00%             | 2030-07-17      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD MORGN_18-2                                                  | MORGN 18-2 A CLO 144A FRN (L+104) 04-20-31                                      | CUSIP: 04623TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1074775.90    | 0.00%             | 2031-04-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_17-21A                               | AMMC 17-21 C CLO 144A FRN (L+210) 11-02-30                                      | CUSIP: 00178LAD1<br>LEI: 549300DYK366J47FIO80 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1237067.00    | 0.00%             | 2030-11-02      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD ANCHC_14-4RA                                          | ANCHC 14-4R A CLO 144A FRN (L+105) 01-28-31                                     | CUSIP: 03328LAA0<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-O            | CORP              | KY        |    244880 | PA      | $241716.26     | 0.00%             | 2031-01-28      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-4                         | AMXCA 22-4 A 4.95% 10-15-27/25                                                  | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7270000 | PA      | $7312733.06    | 0.03%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4                          | ACAR 22-4 A 144A 6.2% 05-13-26/03-13-24                                         | CUSIP: 02529XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14228000 | PA      | $14228839.45   | 0.06%             | 2026-05-13      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                       | AESOP 22-5 A 144A 6.12% 04-20-27/26                                             | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14587000 | PA      | $14581894.55   | 0.06%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO LTD ABPCI_20-9                                    | ABPCI 20-9 A1R CLO 144A FRN (L+140) 11-18-31                                    | CUSIP: 000806AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $973057.00     | 0.00%             | 2031-11-18      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO APID_22-42                                                           | APID 22-42 D CLO 144A FRN 01-20-36                                              | CUSIP: 03770GAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $739012.50     | 0.00%             | 2036-01-20      | Variable      | 8.85%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-1A                                      | AESOP 18-1A A 144A 3.7% 09-20-24/23                                             | CUSIP: 05377RCY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3231000 | PA      | $3191572.11    | 0.01%             | 2024-09-20      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A                                      | AESOP 19-2A A 144A 3.35% 09-22-25/24                                            | CUSIP: 05377RDL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24180000 | PA      | $23226340.80   | 0.09%             | 2025-09-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A                                      | AESOP 17-2A A 144A 2.97% 03-20-24/23                                            | CUSIP: 05377RCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6903333 | PA      | $6875091.83    | 0.03%             | 2024-03-20      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A                                      | AESOP 18-2A A 144A 4.0% 03-20-25/24                                             | CUSIP: 05377RDC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35500000 | PA      | $34800898.50   | 0.14%             | 2025-03-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                                      | AESOP 2020-1A A 144A 2.33% 08-20-26/25                                          | CUSIP: 05377RDU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15377000 | PA      | $14107597.90   | 0.06%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-5                         | AMXCA 18-5 A FRN (L+34) 12-15-25/05-15-23                                       | CUSIP: 02582JJB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1059720.16    | 0.00%             | 2025-12-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2                             | AMCAR 20-2 A3 0.66% 12-18-24/02-21-23                                           | CUSIP: 03066EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    741957 | PA      | $738606.59     | 0.00%             | 2024-12-18      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                       | AESOP 20-2A B 144A 2.96% 02-20-27/26                                            | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692000 | PA      | $621148.20     | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                       | AESOP 20-2 A 144A 2.02% 02-20-27/26                                             | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6742000 | PA      | $6059959.05    | 0.02%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3                          | ACAR 20-3 C 144A 1.85% 06-15-26/07-13-23                                        | CUSIP: 025297AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091046 | PA      | $1081025.51    | 0.00%             | 2026-06-15      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO I LTD ALLEG_17-1A                                                   | ALLEG 17-1A AR 144A CLO FRN (L+95) 10-16-30                                     | CUSIP: 01748RAL9<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-O            | CORP              | US        |  18082000 | PA      | $17757518.51   | 0.07%             | 2030-10-16      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                               | BHG 21-A A 144A 1.42% 11-17-33                                                  | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6091046 | PA      | $5643457.58    | 0.02%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                     | BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28                                      | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2590154 | PA      | $2128415.17    | 0.01%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                               | BHG 21-B A 144A 0.9% 10-17-34                                                   | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5086380 | PA      | $4778150.65    | 0.02%             | 2034-10-17      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_22-A                                               | BHG 22-A A 144A 1.71% 02-20-35                                                  | CUSIP: 054977AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9245433 | PA      | $8622050.02    | 0.03%             | 2035-02-20      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_17-2A                                           | BCC 17-2 AR2 CLO 144A FRN (L+118) 07-25-34                                      | CUSIP: 05683HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1932772.00    | 0.01%             | 2034-07-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| BETONY CLO 2 LTD BTNY2_18-1A                                                    | BTNY2 18-1 A2 CLO 144A FRN (L+160) 04-30-31                                     | CUSIP: 08763QAC6<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $772564.00     | 0.00%             | 2031-04-30      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                  | BATLN 18-12 A2R 144A FRN (L+145) 05-17-31                                       | CUSIP: 07133RAQ8<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |   2300000 | PA      | $2255837.70    | 0.01%             | 2031-05-17      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_18-22A                                               | BLUEM 18-22 C CLO 144A FRN (L+195) 07-15-31                                     | CUSIP: 09629PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2300000 | PA      | $2126738.70    | 0.01%             | 2031-07-15      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD BSP_15-8A                                       | BSP 15-8 A1AR CLO 144A FRN (L+110) 04-20-31                                     | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $738671.25     | 0.00%             | 2031-01-20      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                                   | BACCT 22-A2 A2 5.0% 04-17-28/11-17-25                                           | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25118000 | PA      | $25147890.42   | 0.10%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_15-3A                                                | BLUEM 15-3 CR CLO 144A FRN (L+260) 04-20-31                                     | CUSIP: 09628JAS0<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $209575.00     | 0.00%             | 2031-04-20      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                      | BHG 20-A B 144A 3.59% 09-17-31                                                  | CUSIP: 06616PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6545427.00    | 0.03%             | 2031-09-17      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                      | BHG 20-A A 144A 2.56% 09-17-31                                                  | CUSIP: 06616PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    714500 | PA      | $693140.67     | 0.00%             | 2031-09-17      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                                       | BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30                                  | CUSIP: 05875MAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  44485000 | PA      | $43877156.96   | 0.18%             | 2030-11-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST BALTA_04-12                                            | BALTA 04-12 1M1 FRN (L+93) 01-25-35                                             | CUSIP: 07386HNU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2026610 | PA      | $1983571.12    | 0.01%             | 2035-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3                                    | CAALT 21-3A A 144A 1.0% 05-15-30/07-15-24                                       | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10378742.00   | 0.04%             | 2030-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                            | CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27                                     | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3786693 | PA      | $3284956.19    | 0.01%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                              | CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28                                       | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12734070 | PA      | $10826901.26   | 0.04%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_17-1A                                                     | CIFC 17-1A B CLO 144A FRN (L+170) 04-23-29                                      | CUSIP: 12551AAC9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3448672.50    | 0.01%             | 2029-04-23      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                      | CRVNA 21-N4 C 1.72% 09-11-28/11-10-26                                           | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523000 | PA      | $499505.79     | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                      | CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26                                           | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1496000 | PA      | $1362740.81    | 0.01%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4                                      | CFMT 20-HB4 M3 144A FRN 12-26-30/11-27-23                                       | CUSIP: 12529LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $462385.00     | 0.00%             | 2030-12-26      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                             | CPS 22-B A 144A 2.88% 06-15-26/02-15-24                                         | CUSIP: 12663BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7383524 | PA      | $7229725.45    | 0.03%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                             | CPS 22-C A 144A 4.18% 04-15-30/02-15-24                                         | CUSIP: 12664DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6089309 | PA      | $6023849.37    | 0.02%             | 2030-04-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_18-A2                             | COMET 18-2 A2 FRN (L+35) 03-16-26/05-15-23                                      | CUSIP: 14041NFS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  48059000 | PA      | $48036027.80   | 0.19%             | 2026-03-16      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_17-A5                                 | CCCIT 17-A5 A5 FRN (L+62) 04-22-26/24                                           | CUSIP: 17305EGD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14879000 | PA      | $14869670.87   | 0.06%             | 2026-04-22      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD CARVL_21-2A                                                      | CARVL 21-2 A CLO 144A FRN (L+120) 10-15-34                                      | CUSIP: 14687MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $241826.25     | 0.00%             | 2034-10-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_18-3A                                                     | CIFC 18-3A A CLO 144A FRN (L+110) 07-18-31                                      | CUSIP: 12551YAA1<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-O            | CORP              | KY        |   2300000 | PA      | $2258344.70    | 0.01%             | 2031-07-18      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXVI LP CERB_19-1A                                        | CERB 19-1A AR CLO 144A FRN (L+150) 04-15-31                                     | CUSIP: 15673YAN9<br>LEI: 549300U8RSYT04O8Z019 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1950104.00    | 0.01%             | 2031-04-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_14-3RA                                    | CGMS 14-3R A1A CLO 144A FRN (L+105) 07-27-31                                    | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3044926 | PA      | $2980453.13    | 0.01%             | 2031-07-27      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** Intermediate Bond Fund of America

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst