# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-054719
**Filing Date:** 2026-5
**Character Count:** 878444
**Document Hash:** b7f999915fcb9fd2446ba0028e8bc19f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054719.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054719

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Fixed Income ETF Trust
- **CENTRAL INDEX KEY:** 0001870117

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23738
- **FILM NUMBER:** 261031702

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

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

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

## Series and Classes Contracts Data

### Capital Group U.S. Multi-Sector Income ETF (Series ID: S000077688)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000238176 | Share Class  | CGMS            |

## Nport-Ex

![](img77c8613a1.jpg)

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

**Capital Group U.S. Multi-Sector Income ETF**

Investment portfolio

March 31, 2026

**unaudited**

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

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 96.52%<br> **Corporate bonds and notes 73.83%**<br> **Financials 15.52%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Air Lease Corp. 4.85% 3/24/2031 <sup>(a)</sup>  | USD1,465 | $1447 |
| Air Lease Corp. 5.50% 3/24/2036 <sup>(a)</sup>  | 1235 | 1217 |
| Alliant Holdings Intermediate, LLC 6.75% 10/15/2027 <sup>(a)</sup>  | 885 | 885 |
| Alliant Holdings Intermediate, LLC 5.875% 11/1/2029 <sup>(a)</sup>  | 5218 | 5053 |
| Alliant Holdings Intermediate, LLC 7.00% 1/15/2031 <sup>(a)</sup>  | 6200 | 6256 |
| Alliant Holdings Intermediate, LLC 6.50% 10/1/2031 <sup>(a)</sup>  | 425 | 418 |
| Alliant Holdings Intermediate, LLC 7.375% 10/1/2032 <sup>(a)</sup>  | 4701 | 4662 |
| Alpha Bank SA 6.875% 6/27/2029 (1-year EUR-ICE Swap EURIBOR + 3.793% on 6/27/2028) <sup>(b)</sup>  | EUR200 | 248 |
| Alpha Bank SA 5.00% 5/12/2030 (1-year EUR-ICE Swap EURIBOR + 2.432% on 5/12/2029) <sup>(b)</sup>  | 100 | 120 |
| American Express Co. 4.009% 2/9/2029 (USD-SOFR + 0.581% on 2/9/2028) <sup>(b)</sup>  | USD2,475 | 2460 |
| American Express Co. 4.456% 2/10/2032 (USD-SOFR + 0.867% on 2/10/2031) <sup>(b)</sup>  | 3500 | 3465 |
| AmWINS Group, Inc. 6.375% 2/15/2029 <sup>(a)</sup>  | 950 | 956 |
| AmWINS Group, Inc. 4.875% 6/30/2029 <sup>(a)</sup>  | 5707 | 5472 |
| Aon North America, Inc. 5.45% 3/1/2034  | 5501 | 5620 |
| Apollo Debt Solutions BDC 5.70% 1/23/2031 <sup>(a)</sup>  | 6500 | 6345 |
| Ardonagh Finco, Ltd. 7.75% 2/15/2031 <sup>(a)</sup>  | 1600 | 1620 |
| Ardonagh Group Finance, Ltd. 8.875% 2/15/2032 <sup>(a)</sup>  | 8226 | 8068 |
| Ares Capital Corp. 5.25% 4/12/2031  | 5790 | 5600 |
| Ares Strategic Income Fund 5.55% 4/15/2031 <sup>(a)</sup>  | 14775 | 14161 |
| Aretec Group, Inc. 7.50% 4/1/2029 <sup>(a)</sup>  | 7583 | 7517 |
| Aretec Group, Inc. 10.00% 8/15/2030 <sup>(a)</sup>  | 400 | 425 |
| Asurion, LLC 8.375% 2/1/2034 <sup>(a)</sup>  | 1750 | 1700 |
| Athene Holding, Ltd. 6.625% 5/19/2055  | 7829 | 7550 |
| Banco de Sabadell SA 5.50% 9/8/2029 (1-year EUR-ICE Swap EURIBOR + 2.40% on 9/8/2028) <sup>(b)</sup>  | EUR1,100 | 1330 |
| Banco de Sabadell SA 3.375% 2/18/2033 (1-year EUR-ICE Swap EURIBOR + 1.25% on 2/18/2032) <sup>(b)</sup>  | 1100 | 1238 |
| Bank of America Corp. 4.456% 2/6/2032 (USD-SOFR + 0.87% on 2/6/2031) <sup>(b)</sup>  | USD2,500 | 2469 |
| Bank of America Corp. 2.687% 4/22/2032 (USD-SOFR + 1.32% on 4/22/2031) <sup>(b)</sup>  | 125 | 113 |
| Bank of America Corp. 2.299% 7/21/2032 (USD-SOFR + 1.22% on 7/21/2031) <sup>(b)</sup>  | 125 | 110 |
| Bank of America Corp. 2.572% 10/20/2032 (USD-SOFR + 1.21% on 10/20/2031) <sup>(b)</sup>  | 775 | 690 |
| Bank of America Corp. 2.972% 2/4/2033 (USD-SOFR + 1.33% on 2/4/2032) <sup>(b)</sup>  | 255 | 231 |
| Bank of America Corp. 5.872% 9/15/2034 (USD-SOFR + 1.84% on 9/15/2033) <sup>(b)</sup>  | 3434 | 3597 |
| Bank of America Corp. 5.464% 5/9/2036 (USD-SOFR + 1.64% on 5/9/2035) <sup>(b)</sup>  | 3832 | 3910 |
| Bank of America Corp. 5.045% 2/6/2037 (USD-SOFR + 1.13% on 2/6/2036) <sup>(b)</sup>  | 28150 | 27787 |
| Bank of Montreal 4.10% 12/15/2027 (USD-SOFR + 0.525% on 12/15/2026) <sup>(b)</sup>  | 2000 | 1996 |
| Bank of New York Mellon Corp. 5.06% 7/22/2032 (USD-SOFR + 1.23% on 7/22/2031) <sup>(b)</sup>  | 1231 | 1255 |
| Banque Federative du Credit Mutuel 5.106% 1/15/2036 <sup>(a)</sup>  | 5366 | 5253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BBVA Bancomer SA 5.875% 9/13/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 4.308% on <br> 9/13/2029) <sup>(b)</sup>  | 1000 | 983 |
| BlackRock Funding, Inc. 5.25% 3/14/2054  | 1767 | 1645 |
| Block, Inc. 5.625% 8/15/2030 <sup>(a)</sup>  | 3660 | 3642 |
| Block, Inc. 3.50% 6/1/2031  | 2003 | 1823 |
| Block, Inc. 6.50% 5/15/2032  | 9140 | 9229 |
| Block, Inc. 6.00% 8/15/2033 <sup>(a)</sup>  | 5127 | 5048 |
| BPCE SA 6.293% 1/14/2036 (USD-SOFR + 2.04% on 1/14/2035) <sup>(a)(b)</sup>  | 8224 | 8613 |
| BPCE SA 5.417% 1/13/2037 (USD-SOFR + 1.568% on 1/13/2036) <sup>(a)(b)</sup>  | 7405 | 7223 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 1 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Bread Financial Holdings, Inc. 6.75% 5/15/2031 <sup>(a)</sup>  | USD1,650 | $1639 |
| Brown & Brown, Inc. 4.90% 6/23/2030  | 525 | 525 |
| Brown & Brown, Inc. 5.25% 6/23/2032  | 4193 | 4188 |
| Brown & Brown, Inc. 5.55% 6/23/2035  | 5707 | 5702 |
| Brown & Brown, Inc. 6.25% 6/23/2055  | 2596 | 2591 |
| CaixaBank SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028) <sup>(a)(b)</sup>  | 500 | 514 |
| CaixaBank SA 5.00% 7/19/2029 (3-month EUR-EURIBOR + 1.65% on 7/19/2028) <sup>(b)</sup>  | EUR1,500 | 1795 |
| CaixaBank SA 4.375% 8/8/2036 (5-year EUR-ICE Swap EURIBOR + 1.95% on 8/8/2031) <sup>(b)</sup>  | 1500 | 1747 |
| Capital One Financial Corp. 5.70% 2/1/2030 (USD-SOFR + 1.905% on 2/1/2029) <sup>(b)</sup>  | USD2,501 | 2566 |
| Capital One Financial Corp. 6.377% 6/8/2034 (USD-SOFR + 2.86% on 6/8/2033) <sup>(b)</sup>  | 1753 | 1848 |
| Capital One Financial Corp. 6.051% 2/1/2035 (USD-SOFR + 2.26% on 2/1/2034) <sup>(b)</sup>  | 6574 | 6797 |
| Capital One Financial Corp. 5.399% 1/30/2037 (USD-SOFR + 1.508% on 1/30/2036) <sup>(b)</sup>  | 9278 | 9095 |
| Carlyle Group, Inc. (The) 5.05% 9/19/2035  | 250 | 241 |
| Charles Schwab Corp. (The) 5.853% 5/19/2034 (USD-SOFR + 2.50% on 5/19/2033) <sup>(b)</sup>  | 1292 | 1358 |
| Chubb INA Holdings, LLC 5.00% 3/15/2034  | 8883 | 8936 |
| Chubb INA Holdings, LLC 4.90% 8/15/2035  | 3991 | 3931 |
| Citigroup, Inc. 5.333% 3/27/2036 (USD-SOFR + 1.465% on 3/27/2035) <sup>(b)</sup>  | 9593 | 9626 |
| Citigroup, Inc. 5.174% 9/11/2036 (USD-SOFR + 1.488% on 9/11/2035) <sup>(b)</sup>  | 338 | 335 |
| Coinbase Global, Inc. 3.375% 10/1/2028 <sup>(a)</sup>  | 5652 | 5295 |
| Coinbase Global, Inc. 3.625% 10/1/2031 <sup>(a)</sup>  | 16387 | 13866 |
| Compass Group Diversified Holdings, LLC 5.25% 4/15/2029 <sup>(a)</sup>  | 14097 | 13126 |
| Compass Group Diversified Holdings, LLC 5.00% 1/15/2032 <sup>(a)</sup>  | 5521 | 4804 |
| Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028) <sup>(b)</sup>  | 1200 | 1260 |
| Deutsche Bank AG 4.125% 4/4/2030 (3-month EUR-EURIBOR + 1.50% on 4/4/2029) <sup>(b)</sup>  | EUR1,500 | 1752 |
| Deutsche Bank AG 4.50% 7/12/2035 (3-month EUR-EURIBOR + 1.70% on 7/12/2034) <sup>(b)</sup>  | 1500 | 1761 |
| Eurobank SA 4.00% 9/24/2030 (1-year EUR Mid-Swap + 2.127% on 9/24/2029) <sup>(b)</sup>  | 100 | 116 |
| Eurobank SA 4.875% 4/30/2031 (5-year EUR Mid-Swap + 2.165% on 4/30/2030) <sup>(b)</sup>  | 900 | 1074 |
| Freedom Mortgage Holdings, LLC 9.25% 2/1/2029 <sup>(a)</sup>  | USD4,850 | 4919 |
| Freedom Mortgage Holdings, LLC 8.375% 4/1/2032 <sup>(a)</sup>  | 5175 | 5096 |
| FS KKR Capital Corp. 6.125% 1/15/2030  | 5761 | 5488 |
| Goldman Sachs Group, Inc. 5.727% 4/25/2030 (USD-SOFR + 1.265% on 4/25/2029) <sup>(b)</sup>  | 1216 | 1255 |
| Goldman Sachs Group, Inc. 4.369% 10/21/2031 (USD-SOFR + 1.06% on 10/21/2030) <sup>(b)</sup>  | 3075 | 3016 |
| Goldman Sachs Group, Inc. 4.516% 1/21/2032 (USD-SOFR + 0.96% on 1/21/2031 <sup>(b)</sup>  | 600 | 591 |
| Goldman Sachs Group, Inc. 2.615% 4/22/2032 (USD-SOFR + 1.281% on 4/22/2031) <sup>(b)</sup>  | 1617 | 1453 |
| Goldman Sachs Group, Inc. 5.851% 4/25/2035 (USD-SOFR + 1.552% on 4/25/2034) <sup>(b)</sup>  | 7265 | 7541 |
| Goldman Sachs Group, Inc. 4.939% 10/21/2036 (USD-SOFR + 1.33% on 10/21/2035) <sup>(b)</sup>  | 18122 | 17556 |
| Goldman Sachs Group, Inc. 5.065% 1/21/2037 (USD-SOFR + 1.19% on 1/21/2036) <sup>(b)</sup>  | 3335 | 3262 |
| Goldman Sachs Private Credit Corp. 5.875% 1/31/2031 <sup>(a)</sup>  | 10150 | 9855 |
| Golub Capital Private Credit Fund 5.60% 4/15/2031 <sup>(a)</sup>  | 4093 | 3908 |
| Hightower Holding, LLC 6.75% 4/15/2029 <sup>(a)</sup>  | 5818 | 5717 |
| Hightower Holding, LLC 9.125% 1/31/2030 <sup>(a)</sup>  | 200 | 205 |
| HSBC Holdings PLC 5.45% 3/3/2036 (USD-SOFR + 1.56% on 3/3/2035) <sup>(b)</sup>  | 3948 | 3961 |
| HSBC Holdings PLC 6.332% 3/9/2044 (USD-SOFR + 2.65% on 3/9/2043) <sup>(b)</sup>  | 814 | 859 |
| HUB International, Ltd. 5.625% 12/1/2029 <sup>(a)</sup>  | 1080 | 1049 |
| HUB International, Ltd. 7.25% 6/15/2030 <sup>(a)</sup>  | 1947 | 1996 |
| HUB International, Ltd. 7.375% 1/31/2032 <sup>(a)</sup>  | 5845 | 5965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 8.248% 11/21/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 4.40% on <br> 11/21/2032) <sup>(a)(b)</sup>  | 3959 | 4564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 7.778% 6/20/2054 (1-year UST Yield Curve Rate T Note Constant Maturity + 3.90% on <br> 6/20/2053) <sup>(a)(b)</sup>  | 1000 | 1141 |
| ION Platform Finance US, Inc. 8.75% 5/1/2029 <sup>(a)</sup>  | 11568 | 10770 |
| ION Platform Finance US, Inc. 9.50% 5/30/2029 <sup>(a)</sup>  | 7838 | 7387 |
| ION Platform Finance US, Inc. 9.00% 8/1/2029 <sup>(a)</sup>  | 7612 | 7065 |
| ION Platform Finance US, Inc. 7.875% 9/30/2032 <sup>(a)</sup>  | 6530 | 5063 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 2 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Iron Mountain Information Management Services, Inc. 5.00% 7/15/2032 <sup>(a)</sup>  | USD12,872 | $12161 |
| Jane Street Group, LLC 7.125% 4/30/2031 <sup>(a)</sup>  | 430 | 442 |
| Jane Street Group, LLC 6.125% 11/1/2032 <sup>(a)</sup>  | 1365 | 1351 |
| Jane Street Group, LLC 6.75% 5/1/2033 <sup>(a)</sup>  | 7545 | 7660 |
| Jefferies Financial Group, Inc. 5.50% 2/15/2036  | 16450 | 15798 |
| JPMorgan Chase & Co. 5.581% 4/22/2030 (USD-SOFR + 1.16% on 4/22/2029) <sup>(b)</sup>  | 278 | 287 |
| JPMorgan Chase & Co. 4.995% 7/22/2030 (USD-SOFR + 1.125% on 7/22/2029) <sup>(b)</sup>  | 2230 | 2263 |
| JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029) <sup>(b)</sup>  | 925 | 927 |
| JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031) <sup>(b)</sup>  | 1183 | 1042 |
| JPMorgan Chase & Co. 5.502% 1/24/2036 (USD-SOFR + 1.315% on 1/24/2035) <sup>(b)</sup>  | 4000 | 4096 |
| JPMorgan Chase & Co. 5.572% 4/22/2036 (USD-SOFR + 1.68% on 4/22/2035) <sup>(b)</sup>  | 5259 | 5421 |
| JPMorgan Chase & Co. 4.81% 10/22/2036 (USD-SOFR + 1.19% on 10/22/2035) <sup>(b)</sup>  | 550 | 534 |
| JPMorgan Chase & Co. 4.898% 1/22/2037 (USD-SOFR + 1.07% on 1/22/2036) <sup>(b)</sup>  | 725 | 710 |
| JPMorgan Chase & Co. 5.193% 2/5/2037 (USD-SOFR + 1.30% on 2/5/2036) <sup>(b)</sup>  | 9003 | 8850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL (Hong Kong Branch) 3.343% 10/2/2031 (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 1.70% on 10/2/2026) <sup>(b)</sup>  | 2360 | 2338 |
| LPL Holdings, Inc. 4.00% 3/15/2029 <sup>(a)</sup>  | 385 | 374 |
| Marsh & McLennan Cos., Inc. 4.65% 3/15/2030  | 180 | 181 |
| Marsh & McLennan Cos., Inc. 4.85% 11/15/2031  | 290 | 293 |
| Marsh & McLennan Cos., Inc. 5.00% 3/15/2035  | 13634 | 13583 |
| Marsh & McLennan Cos., Inc. 5.40% 3/15/2055  | 4764 | 4471 |
| Mastercard, Inc. 4.875% 5/9/2034  | 556 | 559 |
| Mastercard, Inc. 4.55% 1/15/2035  | 3921 | 3853 |
| Morgan Stanley 4.123% 2/8/2030 (USD-SOFR + 0.762% on 2/8/2029) <sup>(b)</sup>  | 500 | 495 |
| Morgan Stanley 4.356% 10/22/2031 (USD-SOFR + 1.074% on 10/22/2030) <sup>(b)</sup>  | 1100 | 1078 |
| Morgan Stanley 4.493% 1/16/2032 (USD-SOFR + 0.95% on 1/16/2031) <sup>(b)</sup>  | 2318 | 2280 |
| Morgan Stanley 5.25% 4/21/2034 (USD-SOFR + 1.87% on 4/21/2033) <sup>(b)</sup>  | 402 | 403 |
| Morgan Stanley 5.831% 4/19/2035 (USD-SOFR + 1.58% on 4/19/2034) <sup>(b)</sup>  | 3998 | 4152 |
| Morgan Stanley 5.664% 4/17/2036 (USD-SOFR + 1.757% on 4/17/2035) <sup>(b)</sup>  | 6304 | 6459 |
| Morgan Stanley 4.892% 10/22/2036 (USD-SOFR + 1.314% on 10/22/2035) <sup>(b)</sup>  | 8578 | 8296 |
| Morgan Stanley 5.073% 1/30/2037 (USD-SOFR + 1.184% on 1/30/2036) <sup>(b)</sup>  | 9223 | 9039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley 5.942% 2/7/2039 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.80% on <br>2/7/2039) <sup>(b)</sup>  | 200 | 205 |
| Morgan Stanley 5.516% 11/19/2055 (USD-SOFR + 1.71% on 11/19/2054) <sup>(b)</sup>  | 731 | 695 |
| Navient Corp. 4.875% 3/15/2028  | 1000 | 945 |
| Navient Corp. 9.375% 7/25/2030  | 963 | 940 |
| Navient Corp. 11.50% 3/15/2031  | 846 | 861 |
| Navient Corp. 7.875% 6/15/2032  | 11040 | 9857 |
| Navient Corp. 5.625% 8/1/2033  | 19782 | 15444 |
| OneMain Finance Corp. 6.125% 5/15/2030  | 1000 | 979 |
| OneMain Finance Corp. 7.50% 5/15/2031  | 7975 | 8023 |
| OneMain Finance Corp. 7.125% 11/15/2031  | 7781 | 7716 |
| OneMain Finance Corp. 7.125% 9/15/2032  | 12073 | 11905 |
| OneMain Finance Corp. 6.50% 3/15/2033  | 765 | 732 |
| OneMain Finance Corp. 6.75% 9/15/2033  | 480 | 461 |
| Osaic Holdings, Inc. 6.75% 8/1/2032 <sup>(a)</sup>  | 2270 | 2272 |
| Osaic Holdings, Inc. 8.00% 8/1/2033 <sup>(a)</sup>  | 8996 | 8888 |
| Oxford Finance, LLC 6.375% 2/1/2027 <sup>(a)</sup>  | 235 | 233 |
| PennyMac Financial Services, Inc. 7.875% 12/15/2029 <sup>(a)</sup>  | 385 | 394 |
| PennyMac Financial Services, Inc. 6.875% 5/15/2032 <sup>(a)</sup>  | 1295 | 1251 |
| Piraeus Bank SA 6.75% 12/5/2029 (1-year EUR Mid-Swap + 3.837% on 12/5/2028) <sup>(b)</sup>  | EUR150 | 187 |
| Piraeus Bank SA 5.00% 4/16/2030 (1-year EUR-ICE Swap EURIBOR + 2.245% on 4/16/2029) <sup>(b)</sup>  | 850 | 1017 |
| PNC Bank, NA 5.373% 7/21/2036 (USD-SOFR + 1.417% on 7/21/2035) <sup>(b)</sup>  | USD1,754 | 1762 |
| PNC Financial Services Group, Inc. 6.875% 10/20/2034 (USD-SOFR + 2.284% on 10/20/2033) <sup>(b)</sup>  | 4129 | 4563 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 3 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| PNC Financial Services Group, Inc. 5.676% 1/22/2035 (USD-SOFR + 1.902% on 1/22/2034) <sup>(b)</sup>  | USD6,897 | $7097 |
| PNC Financial Services Group, Inc. 5.401% 7/23/2035 (USD-SOFR + 1.599% on 7/23/2034) <sup>(b)</sup>  | 6825 | 6914 |
| PNC Financial Services Group, Inc. 5.575% 1/29/2036 (USD-SOFR + 1.394% on 1/29/2035) <sup>(b)</sup>  | 4509 | 4605 |
| Royal Bank of Canada 4.65% 10/18/2030 (USD-SOFR + 1.08% on 10/18/2029) <sup>(b)</sup>  | 2522 | 2529 |
| Ryan Specialty, LLC 4.375% 2/1/2030 <sup>(a)</sup>  | 445 | 432 |
| Ryan Specialty, LLC 5.875% 8/1/2032 <sup>(a)</sup>  | 1085 | 1073 |
| Starwood Property Trust, Inc. 5.75% 1/15/2031 <sup>(a)</sup>  | 4445 | 4395 |
| State Street Corp. 5.159% 5/18/2034 (USD-SOFR + 1.89% on 5/18/2033) <sup>(b)</sup>  | 601 | 609 |
| Synchrony Financial 5.45% 3/6/2031 (USD-SOFR + 1.68% on 3/6/2030) <sup>(b)</sup>  | 1833 | 1833 |
| Synchrony Financial 7.25% 2/2/2033  | 6793 | 6943 |
| Synchrony Financial 6.00% 7/29/2036 (USD-SOFR Index + 2.07% on 7/29/2035) <sup>(b)</sup>  | 6991 | 6900 |
| Travelers Cos., Inc. 5.05% 7/24/2035  | 128 | 128 |
| Truist Financial Corp. 5.071% 5/20/2031 (USD-SOFR + 1.309% on 5/20/2030) <sup>(b)</sup>  | 763 | 772 |
| Truist Financial Corp. 5.153% 8/5/2032 (USD-SOFR + 1.571% on 8/5/2031) <sup>(b)</sup>  | 3137 | 3179 |
| Truist Financial Corp. 5.867% 6/8/2034 (USD-SOFR + 2.361% on 6/8/2033) <sup>(b)</sup>  | 4854 | 5060 |
| Truist Financial Corp. 5.711% 1/24/2035 (USD-SOFR + 1.922% on 1/24/2034) <sup>(b)</sup>  | 8115 | 8374 |
| Truist Financial Corp. 4.964% 10/23/2036 (USD-SOFR + 1.395% on 10/23/2035) <sup>(b)</sup>  | 2922 | 2831 |
| U.S. Bancorp 5.85% 10/21/2033 (USD-SOFR + 2.09% on 10/21/2032) <sup>(b)</sup>  | 200 | 210 |
| U.S. Bancorp 5.836% 6/12/2034 (USD-SOFR + 2.26% on 6/10/2033) <sup>(b)</sup>  | 25 | 26 |
| U.S. Bancorp 5.678% 1/23/2035 (USD-SOFR + 1.86% on 1/23/2034) <sup>(b)</sup>  | 5980 | 6178 |
| U.S. Bancorp 5.424% 2/12/2036 (USD-SOFR + 1.411% on 2/12/2035) <sup>(b)</sup>  | 7740 | 7912 |
| UBS Group AG 3.091% 5/14/2032 (USD-SOFR + 1.73% on 5/14/2031) <sup>(a)(b)</sup>  | 1404 | 1288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 6.301% 9/22/2034 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.00% on <br>9/22/2033) <sup>(a)(b)</sup>  | 2725 | 2898 |
| USI, Inc. 7.50% 1/15/2032 <sup>(a)</sup>  | 270 | 274 |
| Voyager Parent, LLC 9.25% 7/1/2032 <sup>(a)</sup>  | 4740 | 4924 |
| Wells Fargo & Co. 5.707% 4/22/2028 (USD-SOFR + 1.07% on 4/22/2027) <sup>(b)</sup>  | 250 | 253 |
| Wells Fargo & Co. 2.39% 6/2/2028 (USD-SOFR + 2.10% on 6/2/2027) <sup>(b)</sup>  | 25 | 24 |
| Wells Fargo & Co. 5.15% 4/23/2031 (USD-SOFR + 1.50% on 4/23/2030) <sup>(b)</sup>  | 1100 | 1119 |
| Wells Fargo & Co. 5.605% 4/23/2036 (USD-SOFR + 1.74% on 4/23/2035) <sup>(b)</sup>  | 4569 | 4677 |
| Wells Fargo & Co. 4.96% 1/23/2037 (USD-SOFR + 1.10% on 1/23/2036) <sup>(b)</sup>  | 1380 | 1345 |
|  |  | 699148 |
| **Energy 8.24%** |  |  |
| 3R Lux SARL 9.75% 2/5/2031 <sup>(a)</sup>  | 1798 | 1847 |
| Antero Midstream Partners, LP 5.75% 7/1/2034 <sup>(a)</sup>  | 1370 | 1351 |
| Antero Resources Corp. 5.40% 2/1/2036  | 4815 | 4738 |
| APA Corp. 5.25% 2/1/2042  | 1188 | 1018 |
| Archrock Services, LP 6.00% 2/1/2034 <sup>(a)</sup>  | 315 | 312 |
| Ascent Resources Utica Holdings, LLC 5.875% 6/30/2029 <sup>(a)</sup>  | 5540 | 5538 |
| Ascent Resources Utica Holdings, LLC 6.625% 10/15/2032 <sup>(a)</sup>  | 460 | 467 |
| Ascent Resources Utica Holdings, LLC 6.625% 7/15/2033 <sup>(a)</sup>  | 1565 | 1593 |
| Blue Racer Midstream, LLC 7.00% 7/15/2029 <sup>(a)</sup>  | 605 | 625 |
| Borr IHC, Ltd. 10.00% 11/15/2028 <sup>(a)</sup>  | 4432 | 4549 |
| Borr IHC, Ltd. 10.375% 11/15/2030 <sup>(a)</sup>  | 663 | 674 |
| Caturus Energy, LLC 8.50% 2/15/2030 <sup>(a)</sup>  | 685 | 711 |
| CITGO Petroleum Corp. 8.375% 1/15/2029 <sup>(a)</sup>  | 555 | 573 |
| CNX Resources Corp. 7.375% 1/15/2031 <sup>(a)</sup>  | 6141 | 6314 |
| CNX Resources Corp. 7.25% 3/1/2032 <sup>(a)</sup>  | 6120 | 6310 |
| CNX Resources Corp. 5.875% 3/1/2034 <sup>(a)</sup>  | 1845 | 1798 |
| Comstock Resources, Inc. 6.75% 3/1/2029 <sup>(a)</sup>  | 2104 | 2078 |
| Comstock Resources, Inc. 5.875% 1/15/2030 <sup>(a)</sup>  | 5187 | 5025 |
| Constellation Oil Services Holding SA 9.375% 11/7/2029 <sup>(a)</sup>  | 6050 | 6297 |
| Crescent Energy Finance, LLC 7.625% 4/1/2032 <sup>(a)</sup>  | 5670 | 5757 |

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Capital Group U.S. Multi-Sector Income ETF — Page 4 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Crescent Energy Finance, LLC 7.875% 4/15/2032 <sup>(a)</sup>  | USD3,160 | $3231 |
| Crescent Energy Finance, LLC 7.375% 1/15/2033 <sup>(a)</sup>  | 5219 | 5222 |
| Crescent Energy Finance, LLC 8.375% 1/15/2034 <sup>(a)</sup>  | 470 | 492 |
| Devon Energy Corp. 5.75% 9/15/2054  | 1864 | 1753 |
| Diamondback Energy, Inc. 5.15% 1/30/2030  | 313 | 320 |
| Diamondback Energy, Inc. 5.75% 4/18/2054  | 4942 | 4677 |
| Diamondback Energy, Inc. 5.90% 4/18/2064  | 1211 | 1147 |
| DT Midstream, Inc. 4.375% 6/15/2031 <sup>(a)</sup>  | 750 | 723 |
| Ecopetrol SA 7.75% 2/1/2032  | 1550 | 1567 |
| Ecopetrol SA 8.875% 1/13/2033  | 1835 | 1933 |
| Ecopetrol SA 8.375% 1/19/2036  | 1865 | 1893 |
| Energean Israel Finance, Ltd. 5.875% 3/30/2031 <sup>(a)</sup>  | 685 | 638 |
| Enterprise Products Operating, LLC 5.20% 1/15/2036  | 266 | 268 |
| EOG Resources, Inc. 4.40% 7/15/2028  | 205 | 206 |
| EOG Resources, Inc. 5.95% 7/15/2055  | 500 | 509 |
| EQT Corp. 4.75% 1/15/2031  | 3356 | 3340 |
| Expand Energy Corp. 4.75% 2/1/2032  | 285 | 278 |
| Exxon Mobil Corp. 3.452% 4/15/2051  | 4115 | 2934 |
| Genesis Energy, LP 8.25% 1/15/2029  | 1895 | 1959 |
| Genesis Energy, LP 8.875% 4/15/2030  | 3270 | 3417 |
| Genesis Energy, LP 7.875% 5/15/2032  | 1790 | 1842 |
| Genesis Energy, LP 6.75% 3/15/2034  | 3730 | 3715 |
| GeoPark, Ltd. 8.75% 1/31/2030 <sup>(a)</sup>  | 4550 | 4486 |
| Global Partners, LP 8.25% 1/15/2032 <sup>(a)</sup>  | 3105 | 3222 |
| GreenSaif Pipelines Bidco SARL 5.852% 2/23/2036 <sup>(a)</sup>  | 2250 | 2261 |
| Gulfport Energy Operating Corp. 6.75% 9/1/2029 <sup>(a)</sup>  | 520 | 532 |
| Harvest Midstream I, LP 7.50% 9/1/2028 <sup>(a)</sup>  | 875 | 884 |
| Harvest Midstream I, LP 7.50% 5/15/2032 <sup>(a)</sup>  | 1934 | 1975 |
| Hess Midstream Operations, LP 5.875% 3/1/2028 <sup>(a)</sup>  | 2520 | 2538 |
| Hilcorp Energy I, LP 6.00% 4/15/2030 <sup>(a)</sup>  | 900 | 877 |
| Hilcorp Energy I, LP 6.25% 4/15/2032 <sup>(a)</sup>  | 2231 | 2161 |
| Hilcorp Energy I, LP 8.375% 11/1/2033 <sup>(a)</sup>  | 3063 | 3198 |
| Infinity Natural Resources, LLC 7.625% 4/1/2031 <sup>(a)</sup>  | 805 | 810 |
| Kodiak Gas Services, LLC 5.875% 4/1/2031 <sup>(a)</sup>  | 1060 | 1066 |
| Kodiak Gas Services, LLC 6.50% 10/1/2033 <sup>(a)</sup>  | 865 | 875 |
| Kodiak Gas Services, LLC 6.75% 10/1/2035 <sup>(a)</sup>  | 865 | 879 |
| Kraken Oil & Gas Partners, LLC 7.625% 8/15/2029 <sup>(a)</sup>  | 2780 | 2840 |
| Leviathan Bond, Ltd. 6.75% 6/30/2030 <sup>(a)</sup>  | 980 | 997 |
| Matador Resources Co. 6.25% 4/15/2033 <sup>(a)</sup>  | 5952 | 5961 |
| Matador Resources Co. 6.00% 4/15/2034 <sup>(a)</sup>  | 760 | 756 |
| MPLX, LP 5.40% 9/15/2035  | 2129 | 2120 |
| Murphy Oil Corp. 6.00% 10/1/2032  | 4865 | 4836 |
| Nabors Industries, Inc. 9.125% 1/31/2030 <sup>(a)</sup>  | 4235 | 4449 |
| NFE Brazil Financing, Ltd. 15.00% PIK or 15.00% Cash 8/30/2029 <sup>(c)(d)(e)</sup>  | 4788 | 4788 |
| NFE Financing, LLC 12.00% 11/15/2029 <sup>(a)(f)(g)</sup>  | 32948 | 14929 |
| NGL Energy Operating, LLC 8.125% 2/15/2029 <sup>(a)</sup>  | 1530 | 1577 |
| NGL Energy Operating, LLC 8.375% 2/15/2032 <sup>(a)</sup>  | 2870 | 2960 |
| Noble Finance II, LLC 8.00% 4/15/2030 <sup>(a)</sup>  | 5835 | 6011 |
| Northern Oil and Gas, Inc. 8.75% 6/15/2031 <sup>(a)</sup>  | 8751 | 9105 |
| Northern Oil and Gas, Inc. 7.875% 10/15/2033 <sup>(a)</sup>  | 390 | 404 |
| Odebrecht Drilling Services, LLC 7.50% 12/1/2030 <sup>(a)</sup>  | 1775 | 1744 |
| Permian Resources Operating, LLC 8.00% 4/15/2027 <sup>(a)</sup>  | 162 | 162 |
| Permian Resources Operating, LLC 5.875% 7/1/2029 <sup>(a)</sup>  | 830 | 831 |
| Permian Resources Operating, LLC 9.875% 7/15/2031 <sup>(a)</sup>  | 1135 | 1205 |

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Capital Group U.S. Multi-Sector Income ETF — Page 5 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Permian Resources Operating, LLC 7.00% 1/15/2032 <sup>(a)</sup>  | USD8,949 | $9273 |
| Permian Resources Operating, LLC 6.25% 2/1/2033 <sup>(a)</sup>  | 1260 | 1284 |
| Petroleos Mexicanos 5.95% 1/28/2031  | 5913 | 5658 |
| Petroleos Mexicanos 6.70% 2/16/2032  | 2612 | 2559 |
| Petroleos Mexicanos 6.375% 1/23/2045  | 74 | 58 |
| Petroleos Mexicanos 6.75% 9/21/2047  | 131 | 105 |
| Petroleos Mexicanos 6.35% 2/12/2048  | 33 | 25 |
| Petroleos Mexicanos 7.69% 1/23/2050  | 314 | 272 |
| Petroleos Mexicanos 6.95% 1/28/2060  | 5863 | 4625 |
| Pluspetrol SA 8.50% 5/30/2032 <sup>(a)</sup>  | 3082 | 3205 |
| Raizen Fuels Finance SA 6.70% 2/25/2037 <sup>(a)</sup>  | 2115 | 1143 |
| Range Resources Corp. 4.75% 2/15/2030 <sup>(a)</sup>  | 320 | 312 |
| Repsol E&P Capital Markets US, LLC 5.976% 9/16/2035 <sup>(a)</sup>  | 4636 | 4721 |
| Shell Finance US, Inc. 3.00% 11/26/2051 <sup>(a)</sup>  | 1650 | 1052 |
| SM Energy Co. 8.375% 7/1/2028 <sup>(a)</sup>  | 2526 | 2597 |
| SM Energy Co. 8.625% 11/1/2030 <sup>(a)</sup>  | 5718 | 6036 |
| SM Energy Co. 8.75% 7/1/2031 <sup>(a)</sup>  | 6298 | 6587 |
| SM Energy Co. 9.625% 6/15/2033 <sup>(a)</sup>  | 190 | 210 |
| SM Energy Co. 6.625% 4/15/2034 <sup>(a)</sup>  | 1000 | 998 |
| Summit Midstream Holdings, LLC 8.625% 10/31/2029 <sup>(a)</sup>  | 4723 | 4860 |
| Sunoco, LP 7.00% 5/1/2029 <sup>(a)</sup>  | 2745 | 2821 |
| Sunoco, LP 4.50% 5/15/2029  | 2051 | 2001 |
| Sunoco, LP 5.625% 3/15/2031 <sup>(a)</sup>  | 1095 | 1091 |
| Sunoco, LP 5.375% 7/15/2031 <sup>(a)</sup>  | 2820 | 2799 |
| Sunoco, LP 7.25% 5/1/2032 <sup>(a)</sup>  | 5865 | 6072 |
| Sunoco, LP 6.25% 7/1/2033 <sup>(a)</sup>  | 2630 | 2644 |
| Sunoco, LP 5.875% 3/15/2034 <sup>(a)</sup>  | 1085 | 1074 |
| Sunoco, LP 5.625% 7/15/2034 <sup>(a)</sup>  | 2615 | 2577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunoco, LP 7.875% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 4.23% on 9/18/2030) <sup>(a)(b)</sup>  | 3389 | 3463 |
| Superior Plus, LP 4.50% 3/15/2029 <sup>(a)</sup>  | 50 | 48 |
| Talos Production, Inc. 9.00% 2/1/2029 <sup>(a)</sup>  | 1275 | 1328 |
| Talos Production, Inc. 9.375% 2/1/2031 <sup>(a)</sup>  | 3720 | 3944 |
| Targa Resources Corp. 5.40% 7/30/2036  | 3005 | 2984 |
| TotalEnergies Capital International SA 3.127% 5/29/2050  | 6250 | 4135 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 200 | 192 |
| TotalEnergies Capital USA, LLC 4.248% 1/13/2031  | 1429 | 1416 |
| Transocean Aquila, Ltd. 8.00% 9/30/2028 <sup>(a)</sup>  | 3516 | 3615 |
| Transocean International, Ltd. 8.75% 2/15/2030 <sup>(a)</sup>  | 6287 | 6558 |
| Transocean International, Ltd. 8.50% 5/15/2031 <sup>(a)</sup>  | 2850 | 2991 |
| Transocean International, Ltd. 7.875% 10/15/2032 <sup>(a)</sup>  | 680 | 727 |
| Transportadora de Gas del Sur SA 8.50% 7/24/2031 <sup>(a)</sup>  | 810 | 855 |
| USA Compression Partners, LP 7.125% 3/15/2029 <sup>(a)</sup>  | 2102 | 2152 |
| USA Compression Partners, LP 6.25% 10/1/2033 <sup>(a)</sup>  | 730 | 729 |
| Venture Global Calcasieu Pass, LLC 6.25% 1/15/2030 <sup>(a)</sup>  | 6424 | 6574 |
| Venture Global Calcasieu Pass, LLC 4.125% 8/15/2031 <sup>(a)</sup>  | 6517 | 6048 |
| Venture Global LNG, Inc. 7.00% 1/15/2030 <sup>(a)</sup>  | 7035 | 7187 |
| Venture Global LNG, Inc. 8.375% 6/1/2031 <sup>(a)</sup>  | 6085 | 6331 |
| Venture Global LNG, Inc. 9.875% 2/1/2032 <sup>(a)</sup>  | 2740 | 2944 |
| Venture Global Plaquemines LNG, LLC 6.125% 12/15/2030 <sup>(a)</sup>  | 1655 | 1703 |
| Venture Global Plaquemines LNG, LLC 7.50% 5/1/2033 <sup>(a)</sup>  | 200 | 220 |
| Venture Global Plaquemines LNG, LLC 6.50% 1/15/2034 <sup>(a)</sup>  | 6010 | 6269 |
| Venture Global Plaquemines LNG, LLC 6.50% 6/15/2034 <sup>(a)</sup>  | 5720 | 5958 |
| Venture Global Plaquemines LNG, LLC 7.75% 5/1/2035 <sup>(a)</sup>  | 4505 | 5052 |

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Capital Group U.S. Multi-Sector Income ETF — Page 6 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Venture Global Plaquemines LNG, LLC 6.875% 1/31/2036 <sup>(a)</sup>  | USD6,220 | $6592 |
| Vista Energy Argentina S.A.U. 8.50% 6/10/2033 <sup>(a)</sup>  | 3936 | 4120 |
| Vista Energy Argentina S.A.U. 7.625% 12/10/2035 <sup>(a)</sup>  | 4606 | 4667 |
| Wildfire Intermediate Holdings, LLC 7.50% 10/15/2029 <sup>(a)</sup>  | 4455 | 4517 |
|  |  | 371056 |
| **Consumer discretionary 7.97%** |  |  |
| Acushnet Co. 5.625% 12/1/2033 <sup>(a)</sup>  | 140 | 139 |
| Advance Auto Parts, Inc. 3.90% 4/15/2030  | 10836 | 9958 |
| Advance Auto Parts, Inc. 3.50% 3/15/2032  | 9061 | 7825 |
| Advance Auto Parts, Inc. 7.375% 8/1/2033 <sup>(a)</sup>  | 7480 | 7582 |
| Allied Universal Holdco, LLC 4.625% 6/1/2028 <sup>(a)</sup>  | 1219 | 1192 |
| Allied Universal Holdco, LLC 6.00% 6/1/2029 <sup>(a)</sup>  | 635 | 614 |
| Allied Universal Holdco, LLC 6.875% 6/15/2030 <sup>(a)</sup>  | 8198 | 8316 |
| Allwyn Entertainment Financing (UK) PLC 7.875% 4/30/2029 <sup>(a)</sup>  | 775 | 793 |
| Amazon.com, Inc. 4.10% 11/20/2030  | 1725 | 1705 |
| Amazon.com, Inc. 4.65% 11/20/2035  | 3445 | 3379 |
| Amazon.com, Inc. 4.875% 3/13/2036  | 2821 | 2796 |
| Amazon.com, Inc. 5.45% 11/20/2055  | 750 | 717 |
| Amazon.com, Inc. 5.80% 3/13/2056  | 4084 | 4084 |
| Amazon.com, Inc. 5.55% 11/20/2065  | 350 | 331 |
| Asbury Automotive Group, Inc. 4.625% 11/15/2029 <sup>(a)</sup>  | 5215 | 5045 |
| AutoNation, Inc. 5.89% 3/15/2035  | 7940 | 8108 |
| Boyd Gaming Corp. 4.75% 12/1/2027  | 1020 | 1010 |
| Boyne USA, Inc. 4.75% 5/15/2029 <sup>(a)</sup>  | 1010 | 980 |
| Caesars Entertainment, Inc. 4.625% 10/15/2029 <sup>(a)</sup>  | 7720 | 7429 |
| Caesars Entertainment, Inc. 7.00% 2/15/2030 <sup>(a)</sup>  | 642 | 650 |
| Caesars Entertainment, Inc. 6.50% 2/15/2032 <sup>(a)</sup>  | 7634 | 7551 |
| Carnival Corp. 5.125% 5/1/2029 <sup>(a)</sup>  | 3765 | 3739 |
| Carnival Corp. 7.00% 8/15/2029 <sup>(a)</sup>  | 575 | 597 |
| Carnival Corp. 5.75% 3/15/2030 <sup>(a)</sup>  | 10236 | 10323 |
| Carnival Corp. 5.75% 8/1/2032 <sup>(a)</sup>  | 4600 | 4604 |
| Carnival Corp. 6.125% 2/15/2033 <sup>(a)</sup>  | 10986 | 11102 |
| Cougar JV Subsidiary, LLC 8.00% 5/15/2032 <sup>(a)</sup>  | 2185 | 2261 |
| Cyprium Corp. 6.125% 4/15/2031 <sup>(a)</sup>  | 595 | 588 |
| Cyprium Corp. 6.375% 4/15/2034 <sup>(a)</sup>  | 785 | 764 |
| Fertitta Entertainment, LLC 4.625% 1/15/2029 <sup>(a)</sup>  | 5775 | 5523 |
| First Student Bidco, Inc. 4.00% 7/31/2029 <sup>(a)</sup>  | 4247 | 4069 |
| Ford Motor Co. 7.45% 7/16/2031  | 375 | 405 |
| Ford Motor Co. 6.10% 8/19/2032  | 410 | 414 |
| Ford Motor Co. 5.291% 12/8/2046  | 511 | 400 |
| Ford Motor Credit Co., LLC 2.70% 8/10/2026  | 100 | 99 |
| Ford Motor Credit Co., LLC 5.85% 5/17/2027  | 699 | 704 |
| Ford Motor Credit Co., LLC 4.95% 5/28/2027  | 350 | 350 |
| Ford Motor Credit Co., LLC 3.815% 11/2/2027  | 607 | 595 |
| Ford Motor Credit Co., LLC 5.918% 3/20/2028  | 1464 | 1483 |
| Ford Motor Credit Co., LLC 6.798% 11/7/2028  | 1450 | 1501 |
| Ford Motor Credit Co., LLC 7.20% 6/10/2030  | 500 | 527 |
| Ford Motor Credit Co., LLC 5.73% 9/5/2030  | 8931 | 8926 |
| Ford Motor Credit Co., LLC 6.054% 11/5/2031  | 11588 | 11645 |
| Ford Motor Credit Co., LLC 6.532% 3/19/2032  | 6208 | 6374 |
| Ford Motor Credit Co., LLC 5.753% 4/6/2033  | 12075 | 11856 |
| Ford Motor Credit Co., LLC 7.122% 11/7/2033  | 650 | 683 |
| Ford Motor Credit Co., LLC 6.125% 3/8/2034  | 4196 | 4158 |

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Capital Group U.S. Multi-Sector Income ETF — Page 7 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Ford Motor Credit Co., LLC 6.50% 2/7/2035  | USD13,224 | $13351 |
| Ford Motor Credit Co., LLC 5.869% 10/31/2035  | 6350 | 6099 |
| General Motors Financial Co., Inc. 5.45% 7/15/2030  | 299 | 306 |
| General Motors Financial Co., Inc. 5.45% 9/6/2034  | 2770 | 2749 |
| General Motors Financial Co., Inc. 5.90% 1/7/2035  | 3813 | 3883 |
| General Motors Financial Co., Inc. 6.15% 7/15/2035  | 4661 | 4822 |
| GENM Capital Labuan, Ltd. 3.882% 4/19/2031  | 5750 | 5106 |
| Genting New York, LLC 7.25% 10/1/2029 <sup>(a)</sup>  | 420 | 422 |
| Gildan Activewear, Inc. 5.40% 10/7/2035 <sup>(a)</sup>  | 1075 | 1049 |
| Great Canadian Gaming Corp. 8.75% 11/15/2029 <sup>(a)</sup>  | 700 | 683 |
| Hilton Domestic Operating Co., Inc. 4.875% 1/15/2030  | 950 | 936 |
| Hilton Domestic Operating Co., Inc. 4.00% 5/1/2031 <sup>(a)</sup>  | 3450 | 3241 |
| Hilton Domestic Operating Co., Inc. 5.75% 9/15/2033 <sup>(a)</sup>  | 4680 | 4663 |
| Hilton Domestic Operating Co., Inc. 5.50% 3/31/2034 <sup>(a)</sup>  | 1150 | 1124 |
| Home Depot, Inc. 4.85% 6/25/2031  | 591 | 604 |
| Home Depot, Inc. 4.95% 6/25/2034  | 2990 | 3013 |
| Home Depot, Inc. 5.30% 6/25/2054  | 221 | 207 |
| Home Depot, Inc. 5.40% 6/25/2064  | 5990 | 5642 |
| Hyundai Capital America 4.875% 6/23/2027 <sup>(a)</sup>  | 678 | 681 |
| International Game Technology PLC 5.25% 1/15/2029 <sup>(a)</sup>  | 200 | 198 |
| LCM Investments Holdings II, LLC 4.875% 5/1/2029 <sup>(a)</sup>  | 1075 | 1047 |
| LCM Investments Holdings II, LLC 8.25% 8/1/2031 <sup>(a)</sup>  | 535 | 557 |
| Levi Strauss & Co. 3.50% 3/1/2031 <sup>(a)</sup>  | 3025 | 2772 |
| Light and Wonder International, Inc. 7.50% 9/1/2031 <sup>(a)</sup>  | 3599 | 3696 |
| Light and Wonder International, Inc. 6.25% 10/1/2033 <sup>(a)</sup>  | 980 | 961 |
| Lithia Motors, Inc. 3.875% 6/1/2029 <sup>(a)</sup>  | 3576 | 3399 |
| Lithia Motors, Inc. 5.50% 10/1/2030 <sup>(a)</sup>  | 740 | 726 |
| Newell Brands, Inc. 8.50% 6/1/2028 <sup>(a)</sup>  | 330 | 341 |
| Newell Brands, Inc. 6.375% 5/15/2030  | 7980 | 7666 |
| Newell Brands, Inc. 6.625% 5/15/2032  | 10331 | 9897 |
| Newell Brands, Inc. 7.375% 4/1/2036  | 7444 | 6861 |
| Newell Brands, Inc. 7.50% 4/1/2046  | 200 | 161 |
| Nissan Motor Acceptance Co., LLC 5.55% 9/13/2029 <sup>(a)</sup>  | 1410 | 1360 |
| Nissan Motor Co., Ltd. 4.345% 9/17/2027 <sup>(a)</sup>  | 205 | 200 |
| Nissan Motor Co., Ltd. 7.50% 7/17/2030 <sup>(a)</sup>  | 2895 | 2920 |
| Nissan Motor Co., Ltd. 7.75% 7/17/2032 <sup>(a)</sup>  | 5520 | 5595 |
| Nissan Motor Co., Ltd. 8.125% 7/17/2035 <sup>(a)</sup>  | 12900 | 13284 |
| Party City Holdings, Inc. 0% 8/27/2030 <sup>(c)</sup>  | 74 | 1 |
| Prosus NV 4.987% 1/19/2052  | 270 | 206 |
| RHP Hotel Properties, LP 7.25% 7/15/2028 <sup>(a)</sup>  | 79 | 81 |
| RHP Hotel Properties, LP 4.50% 2/15/2029 <sup>(a)</sup>  | 6061 | 5879 |
| RHP Hotel Properties, LP 6.50% 6/15/2033 <sup>(a)</sup>  | 375 | 382 |
| RHP Hotel Properties, LP 5.75% 3/15/2034 <sup>(a)</sup>  | 875 | 864 |
| Royal Caribbean Cruises, Ltd. 5.50% 4/1/2028 <sup>(a)</sup>  | 2427 | 2455 |
| Royal Caribbean Cruises, Ltd. 4.75% 5/15/2033  | 3432 | 3315 |
| Royal Caribbean Cruises, Ltd. 5.375% 1/15/2036  | 6962 | 6843 |
| Royal Caribbean Cruises, Ltd. 5.25% 2/27/2038  | 7850 | 7471 |
| Sally Holdings, LLC 6.75% 3/1/2032  | 7949 | 8142 |
| Scientific Games Holdings, LP 6.625% 3/1/2030 <sup>(a)</sup>  | 2000 | 1722 |
| Service Corp. International 5.75% 10/15/2032  | 735 | 734 |
| Six Flags Entertainment Corp. 8.625% 1/15/2032 <sup>(a)</sup>  | 400 | 401 |
| Sonic Automotive, Inc. 4.625% 11/15/2029 <sup>(a)</sup>  | 814 | 790 |
| Sonic Automotive, Inc. 4.875% 11/15/2031 <sup>(a)</sup>  | 8591 | 8162 |
| Starbucks Corp. 5.00% 2/15/2034  | 297 | 299 |

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Capital Group U.S. Multi-Sector Income ETF — Page 8 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Starbucks Corp. 5.40% 5/15/2035  | USD612 | $626 |
| Station Casinos, LLC 6.625% 3/15/2032 <sup>(a)</sup>  | 1070 | 1075 |
| TopBuild Corp. 5.625% 1/31/2034 <sup>(a)</sup>  | 1140 | 1117 |
| Universal Entertainment Corp. 9.875% 8/1/2029 <sup>(a)</sup>  | 3310 | 3207 |
| Vail Resorts, Inc. 5.625% 7/15/2030 <sup>(a)</sup>  | 770 | 764 |
| Vail Resorts, Inc. 6.50% 5/15/2032 <sup>(a)</sup>  | 731 | 740 |
| Valvoline, Inc. 3.625% 6/15/2031 <sup>(a)</sup>  | 1685 | 1524 |
| Wyndham Hotels & Resorts, Inc. 4.375% 8/15/2028 <sup>(a)</sup>  | 1776 | 1736 |
| Wyndham Hotels & Resorts, Inc. 5.625% 3/1/2033 <sup>(a)</sup>  | 595 | 586 |
| Wynn Macau, Ltd. 5.625% 8/26/2028  | 450 | 442 |
| Wynn Resorts Finance, LLC 7.125% 2/15/2031 <sup>(a)</sup>  | 5393 | 5656 |
|  |  | 359336 |
| **Health care 7.88%** |  |  |
| 1261229 B.C., Ltd. 10.00% 4/15/2032 <sup>(a)</sup>  | 4195 | 4299 |
| Abbott Laboratories 4.30% 3/15/2033  | 815 | 798 |
| Abbott Laboratories 4.65% 3/15/2036  | 5305 | 5190 |
| AbbVie, Inc. 4.80% 3/15/2029  | 750 | 762 |
| AbbVie, Inc. 5.05% 3/15/2034  | 12439 | 12629 |
| AbbVie, Inc. 4.75% 3/15/2036  | 3150 | 3092 |
| AbbVie, Inc. 5.35% 3/15/2044  | 350 | 341 |
| AbbVie, Inc. 5.55% 3/15/2056  | 2421 | 2369 |
| AbbVie, Inc. 5.50% 3/15/2064  | 1535 | 1465 |
| Accendra Health, Inc. 4.50% 3/31/2029 <sup>(a)</sup>  | 2500 | 1512 |
| Accendra Health, Inc. 6.625% 4/1/2030 <sup>(a)</sup>  | 10335 | 4926 |
| AdaptHealth, LLC 4.625% 8/1/2029 <sup>(a)</sup>  | 2559 | 2440 |
| AdaptHealth, LLC 5.125% 3/1/2030 <sup>(a)</sup>  | 354 | 339 |
| Amgen, Inc. 4.20% 2/19/2031  | 890 | 878 |
| Amgen, Inc. 4.20% 3/1/2033  | 9558 | 9229 |
| Amgen, Inc. 5.25% 3/2/2033  | 12373 | 12702 |
| Amgen, Inc. 4.85% 2/19/2036  | 7723 | 7591 |
| Amgen, Inc. 5.65% 3/2/2053  | 6084 | 5897 |
| Amgen, Inc. 5.75% 3/2/2063  | 1250 | 1203 |
| Amneal Pharmaceuticals, LLC 6.875% 8/1/2032 <sup>(a)</sup>  | 615 | 634 |
| Ascension Health 4.923% 11/15/2035  | 1499 | 1482 |
| Avantor Funding, Inc. 3.875% 11/1/2029 <sup>(a)</sup>  | 941 | 884 |
| Bausch Health Americas, Inc. 8.50% 1/31/2027 <sup>(a)</sup>  | 5635 | 5587 |
| Bausch Health Cos., Inc. 5.25% 1/30/2030 <sup>(a)</sup>  | 815 | 527 |
| Bausch Health Cos., Inc. 5.25% 2/15/2031 <sup>(a)</sup>  | 285 | 174 |
| Baxter International, Inc. 5.65% 12/15/2035  | 11964 | 11690 |
| Baxter International, Inc. 3.132% 12/1/2051  | 1475 | 845 |
| BioMarin Pharmaceutical, Inc. 5.50% 2/15/2034 <sup>(a)</sup>  | 5195 | 5118 |
| Bristol-Myers Squibb Co. 5.20% 2/22/2034  | 427 | 438 |
| Bristol-Myers Squibb Co. 5.55% 2/22/2054  | 7401 | 7131 |
| Centene Corp. 2.50% 3/1/2031  | 13519 | 11352 |
| Centene Corp. 2.625% 8/1/2031  | 5745 | 4807 |
| CHS / Community Health Systems, Inc. 5.25% 5/15/2030 <sup>(a)</sup>  | 600 | 566 |
| CHS / Community Health Systems, Inc. 10.875% 1/15/2032 <sup>(a)</sup>  | 896 | 962 |
| Cigna Group (The) 5.25% 1/15/2036  | 4134 | 4141 |
| Cigna Group (The) 6.00% 1/15/2056  | 4651 | 4662 |
| CVS Health Corp. 5.00% 9/15/2032  | 1081 | 1082 |
| CVS Health Corp. 5.45% 9/15/2035  | 11884 | 11934 |
| CVS Health Corp. 6.00% 6/1/2044  | 750 | 739 |
| CVS Health Corp. 6.05% 6/1/2054  | 8879 | 8622 |

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Capital Group U.S. Multi-Sector Income ETF — Page 9 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| CVS Health Corp. 6.20% 9/15/2055  | USD5,703 | $5654 |
| CVS Health Corp. 6.00% 6/1/2063  | 671 | 637 |
| CVS Health Corp. 6.25% 9/15/2065  | 1500 | 1467 |
| DaVita, Inc. 4.625% 6/1/2030 <sup>(a)</sup>  | 705 | 678 |
| DaVita, Inc. 6.875% 9/1/2032 <sup>(a)</sup>  | 9455 | 9694 |
| DaVita, Inc. 6.75% 7/15/2033 <sup>(a)</sup>  | 6665 | 6786 |
| Elevance Health, Inc. 5.00% 1/15/2036  | 8484 | 8315 |
| Elevance Health, Inc. 5.70% 9/15/2055  | 2100 | 1998 |
| Eli Lilly and Co. 5.10% 2/12/2035  | 2992 | 3054 |
| Eli Lilly and Co. 4.90% 10/15/2035  | 2625 | 2625 |
| Endo Finance Holdings, LP 8.50% 4/15/2031 <sup>(a)</sup>  | 7101 | 7441 |
| Gilead Sciences, Inc. 5.25% 10/15/2033  | 2219 | 2296 |
| Gilead Sciences, Inc. 5.10% 6/15/2035  | 5005 | 5059 |
| Grifols SA 7.50% 5/1/2030  | EUR1,700 | 2038 |
| Humana, Inc. 5.75% 4/15/2054  | USD557 | 501 |
| Humana, Inc. 6.00% 5/1/2055  | 1650 | 1531 |
| IQVIA, Inc. 6.25% 6/1/2032 <sup>(a)</sup>  | 2598 | 2641 |
| Johnson & Johnson 4.85% 3/1/2032  | 750 | 772 |
| Johnson & Johnson 5.25% 6/1/2054  | 450 | 445 |
| Medline Borrower, LP 3.875% 4/1/2029 <sup>(a)</sup>  | 3000 | 2904 |
| Medline Borrower, LP 5.25% 10/1/2029 <sup>(a)</sup>  | 4800 | 4761 |
| Molina Healthcare, Inc. 6.50% 2/15/2031 <sup>(a)</sup>  | 4345 | 4277 |
| Molina Healthcare, Inc. 3.875% 5/15/2032 <sup>(a)</sup>  | 5830 | 5068 |
| Molina Healthcare, Inc. 6.25% 1/15/2033 <sup>(a)</sup>  | 5758 | 5586 |
| Novartis Capital Corp. 4.90% 3/18/2036  | 471 | 470 |
| Novartis Capital Corp. 5.60% 3/18/2046  | 60 | 60 |
| Novartis Capital Corp. 5.70% 3/18/2056  | 223 | 225 |
| Organon & Co. 4.125% 4/30/2028 <sup>(a)</sup>  | 2500 | 2427 |
| Perrigo Finance Unlimited Co. 6.125% 9/30/2032  | 1845 | 1685 |
| Pfizer Investment Enterprises Pte., Ltd. 5.11% 5/19/2043  | 300 | 283 |
| Pfizer Investment Enterprises Pte., Ltd. 5.30% 5/19/2053  | 6403 | 5955 |
| Radiology Partners, Inc. 9.781% PIK 2/15/2030 <sup>(a)(d)</sup>  | 4381 | 4007 |
| Radiology Partners, Inc. 8.50% 7/15/2032 <sup>(a)</sup>  | 1025 | 1041 |
| Roche Holdings, Inc. 4.985% 3/8/2034 <sup>(a)</sup>  | 1516 | 1538 |
| Sotera Health Holdings, LLC 7.375% 6/1/2031 <sup>(a)</sup>  | 3955 | 4090 |
| Surgery Center Holdings, Inc. 7.25% 4/15/2032 <sup>(a)</sup>  | 5080 | 4996 |
| Takeda U.S. Financing, Inc. 5.20% 7/7/2035  | 12633 | 12639 |
| Takeda U.S. Financing, Inc. 5.90% 7/7/2055  | 988 | 985 |
| Tenet Healthcare Corp. 6.75% 5/15/2031  | 3210 | 3283 |
| Teva Pharmaceutical Finance Netherlands III BV 6.75% 3/1/2028  | 4615 | 4732 |
| Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029  | 5015 | 5002 |
| Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029  | 5502 | 5899 |
| Teva Pharmaceutical Finance Netherlands III BV 8.125% 9/15/2031  | 3332 | 3729 |
| Teva Pharmaceutical Finance Netherlands III BV 6.00% 12/1/2032  | 5485 | 5633 |
| Teva Pharmaceutical Finance Netherlands III BV 4.10% 10/1/2046  | 2760 | 2049 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 6145 | 6227 |
| Thermo Fisher Scientific, Inc. 4.55% 6/15/2033  | 302 | 298 |
| Thermo Fisher Scientific, Inc. 4.902% 2/12/2036  | 1098 | 1091 |
| UnitedHealth Group, Inc. 5.00% 4/15/2034  | 4250 | 4255 |
| UnitedHealth Group, Inc. 5.15% 7/15/2034  | 3535 | 3566 |
| UnitedHealth Group, Inc. 5.30% 6/15/2035  | 12350 | 12605 |
| UnitedHealth Group, Inc. 5.50% 7/15/2044  | 2025 | 1956 |

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Capital Group U.S. Multi-Sector Income ETF — Page 10 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| UnitedHealth Group, Inc. 2.90% 5/15/2050  | USD444 | $277 |
| UnitedHealth Group, Inc. 5.95% 6/15/2055  | 6785 | 6840 |
|  |  | 355110 |
| **Communication services 7.52%** |  |  |
| Alphabet, Inc. 4.375% 11/15/2032  | 1351 | 1344 |
| Alphabet, Inc. 4.40% 2/15/2033  | 1330 | 1314 |
| Alphabet, Inc. 4.70% 11/15/2035  | 3522 | 3481 |
| Alphabet, Inc. 4.80% 2/15/2036  | 2849 | 2838 |
| Altice France 6.50% 3/15/2032 <sup>(a)</sup>  | 6340 | 6013 |
| Altice France 6.875% 7/15/2032 <sup>(a)</sup>  | 5429 | 5149 |
| AT&T, Inc. 3.50% 9/15/2053  | 675 | 443 |
| AT&T, Inc. 3.55% 9/15/2055  | 240 | 156 |
| CCO Holdings, LLC 5.00% 2/1/2028 <sup>(a)</sup>  | 1366 | 1356 |
| CCO Holdings, LLC 4.75% 3/1/2030 <sup>(a)</sup>  | 334 | 317 |
| CCO Holdings, LLC 4.25% 2/1/2031 <sup>(a)</sup>  | 845 | 771 |
| CCO Holdings, LLC 4.75% 2/1/2032 <sup>(a)</sup>  | 1025 | 928 |
| CCO Holdings, LLC 4.50% 5/1/2032  | 1815 | 1623 |
| CCO Holdings, LLC 7.00% 2/1/2033 <sup>(a)</sup>  | 4975 | 4994 |
| CCO Holdings, LLC 4.50% 6/1/2033 <sup>(a)</sup>  | 13687 | 11926 |
| CCO Holdings, LLC 4.25% 1/15/2034 <sup>(a)</sup>  | 9063 | 7762 |
| CCO Holdings, LLC 7.375% 2/1/2036 <sup>(a)</sup>  | 7925 | 7899 |
| Charter Communications Operating, LLC 4.40% 4/1/2033  | 3545 | 3316 |
| Charter Communications Operating, LLC 6.65% 2/1/2034  | 1230 | 1284 |
| Charter Communications Operating, LLC 6.384% 10/23/2035  | 7415 | 7535 |
| Charter Communications Operating, LLC 4.80% 3/1/2050  | 2690 | 1990 |
| Charter Communications Operating, LLC 3.70% 4/1/2051  | 14685 | 9098 |
| Charter Communications Operating, LLC 3.90% 6/1/2052  | 2320 | 1478 |
| Charter Communications Operating, LLC 5.25% 4/1/2053  | 12105 | 9502 |
| Charter Communications Operating, LLC 6.70% 12/1/2055  | 3777 | 3612 |
| Clear Channel Outdoor Holdings, Inc. 7.75% 4/15/2028 <sup>(a)</sup>  | 1427 | 1435 |
| Clear Channel Outdoor Holdings, Inc. 7.50% 6/1/2029 <sup>(a)</sup>  | 125 | 126 |
| Clear Channel Outdoor Holdings, Inc. 7.125% 2/15/2031 <sup>(a)</sup>  | 1250 | 1310 |
| Comcast Corp. 5.65% 6/1/2054  | 3018 | 2783 |
| Connect Finco SARL 9.00% 9/15/2029 <sup>(a)</sup>  | 16636 | 17498 |
| CSC Holdings, LLC 5.50% 4/15/2027 <sup>(a)</sup>  | 650 | 565 |
| DIRECTV Financing, LLC 5.875% 8/15/2027 <sup>(a)</sup>  | 2524 | 2523 |
| DIRECTV Financing, LLC 8.875% 2/1/2030 <sup>(a)</sup>  | 10920 | 10909 |
| DISH Network Corp. 11.75% 11/15/2027 <sup>(a)</sup>  | 4275 | 4407 |
| EchoStar Corp. 10.75% 11/30/2029  | 7964 | 8607 |
| EchoStar Corp. 6.75% Cash 11/30/2030 <sup>(d)</sup>  | 9490 | 9595 |
| Frontier Communications Holdings, LLC 5.00% 5/1/2028 <sup>(a)</sup>  | 25 | 25 |
| Frontier Communications Holdings, LLC 6.75% 5/1/2029 <sup>(a)</sup>  | 4298 | 4306 |
| Frontier Communications Holdings, LLC 6.00% 1/15/2030 <sup>(a)</sup>  | 916 | 922 |
| Frontier Communications Holdings, LLC 8.75% 5/15/2030 <sup>(a)</sup>  | 50 | 51 |
| Gray Media, Inc. 10.50% 7/15/2029 <sup>(a)</sup>  | 3562 | 3787 |
| Gray Media, Inc. 4.75% 10/15/2030 <sup>(a)</sup>  | 351 | 271 |
| Gray Media, Inc. 5.375% 11/15/2031 <sup>(a)</sup>  | 1509 | 1122 |
| Gray Media, Inc. 9.625% 7/15/2032 <sup>(a)</sup>  | 9309 | 9317 |
| Gray Media, Inc. 7.25% 8/15/2033 <sup>(a)</sup>  | 713 | 719 |
| Lamar Media Corp. 3.625% 1/15/2031  | 325 | 301 |
| Lamar Media Corp. 5.375% 11/1/2033 <sup>(a)</sup>  | 1375 | 1347 |
| Lindblad Expeditions, LLC 7.00% 9/15/2030 <sup>(a)</sup>  | 930 | 950 |
| Meta Platforms, Inc. 4.60% 11/15/2032  | 398 | 394 |

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Capital Group U.S. Multi-Sector Income ETF — Page 11 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Communication services (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Meta Platforms, Inc. 4.875% 11/15/2035  | USD8,071 | $7921 |
| Meta Platforms, Inc. 5.50% 11/15/2045  | 3241 | 3069 |
| Meta Platforms, Inc. 4.45% 8/15/2052  | 8888 | 6997 |
| Meta Platforms, Inc. 5.40% 8/15/2054  | 300 | 272 |
| Meta Platforms, Inc. 5.625% 11/15/2055  | 5918 | 5551 |
| Meta Platforms, Inc. 5.75% 11/15/2065  | 4112 | 3822 |
| News Corp. 3.875% 5/15/2029 <sup>(a)</sup>  | 280 | 270 |
| Nexstar Media, Inc. 4.75% 11/1/2028 <sup>(a)</sup>  | 5719 | 5628 |
| Nexstar Media, Inc. 6.50% 9/15/2033 <sup>(a)</sup>  | 11350 | 11443 |
| Nexstar Media, Inc. 7.25% 4/15/2034 <sup>(a)</sup>  | 10197 | 10238 |
| Oak-Eagle AcquireCo, Inc. 7.25% 7/1/2033 <sup>(a)</sup>  | 2295 | 2379 |
| Oak-Eagle AcquireCo, Inc. 8.75% 7/1/2034 <sup>(a)</sup>  | 2270 | 2378 |
| Orange 4.75% 1/13/2033 <sup>(a)</sup>  | 1569 | 1552 |
| Orange 5.00% 1/13/2036 <sup>(a)</sup>  | 9902 | 9730 |
| Orange 5.75% 1/13/2056 <sup>(a)</sup>  | 205 | 204 |
| Sirius XM Radio, LLC 4.00% 7/15/2028 <sup>(a)</sup>  | 2560 | 2473 |
| Sirius XM Radio, LLC 5.50% 7/1/2029 <sup>(a)</sup>  | 575 | 573 |
| Sirius XM Radio, LLC 4.125% 7/1/2030 <sup>(a)</sup>  | 6227 | 5835 |
| Sirius XM Radio, LLC 3.875% 9/1/2031 <sup>(a)</sup>  | 16022 | 14561 |
| Sirius XM Radio, LLC 5.875% 4/15/2032 <sup>(a)</sup>  | 1505 | 1497 |
| Snap, Inc. 6.875% 3/1/2033 <sup>(a)</sup>  | 11520 | 10887 |
| T-Mobile USA, Inc. 3.50% 2/11/2037  | EUR1,250 | 1358 |
| Univision Communications, Inc. 8.00% 8/15/2028 <sup>(a)</sup>  | USD5,285 | 5367 |
| Univision Communications, Inc. 4.50% 5/1/2029 <sup>(a)</sup>  | 7065 | 6643 |
| Univision Communications, Inc. 7.375% 6/30/2030 <sup>(a)</sup>  | 6594 | 6466 |
| Univision Communications, Inc. 8.50% 7/31/2031 <sup>(a)</sup>  | 7890 | 7935 |
| Univision Communications, Inc. 9.375% 8/1/2032 <sup>(a)</sup>  | 5430 | 5600 |
| Verizon Communications, Inc. 2.355% 3/15/2032  | 167 | 146 |
| Verizon Communications, Inc. 4.75% 1/15/2033  | 681 | 673 |
| Verizon Communications, Inc. 5.00% 1/15/2036  | 3687 | 3612 |
| Verizon Communications, Inc. 5.75% 11/30/2045  | 461 | 449 |
| Verizon Communications, Inc. 3.55% 3/22/2051  | 310 | 216 |
| Verizon Communications, Inc. 3.875% 3/1/2052  | 324 | 237 |
| Verizon Communications, Inc. 5.875% 11/30/2055  | 1009 | 982 |
| Verizon Communications, Inc. 6.00% 11/30/2065  | 519 | 503 |
| Versant Media Group, Inc. 7.25% 1/30/2031 <sup>(a)</sup>  | 1115 | 1142 |
| WarnerMedia Holdings, Inc. 4.054% 3/15/2029  | 150 | 145 |
| WarnerMedia Holdings, Inc. 4.279% 3/15/2032  | 1302 | 1154 |
| WarnerMedia Holdings, Inc. 5.05% 3/15/2042  | 13639 | 9020 |
| WarnerMedia Holdings, Inc. 5.141% 3/15/2052  | 204 | 124 |
| WMG Acquisition Corp. 3.875% 7/15/2030 <sup>(a)</sup>  | 287 | 270 |
|  |  | 338721 |
| **Information technology 5.33%** |  |  |
| Amphenol Corp. 4.40% 2/15/2033  | 1059 | 1034 |
| Amphenol Corp. 4.625% 2/15/2036  | 8100 | 7836 |
| Amphenol Corp. 5.30% 11/15/2055  | 183 | 172 |
| ams-OSRAM AG 12.25% 3/30/2029 <sup>(a)</sup>  | 5875 | 6254 |
| APLD ComputeCo 2, LLC 6.75% 3/15/2031 <sup>(a)</sup>  | 3365 | 3343 |
| Black Pearl Compute, LLC 6.125% 2/15/2031 <sup>(a)</sup>  | 4855 | 4947 |
| Broadcom, Inc. 5.15% 11/15/2031  | 1687 | 1731 |
| Broadcom, Inc. 4.55% 2/15/2032  | 739 | 733 |
| Broadcom, Inc. 2.60% 2/15/2033  | 116 | 101 |
| Broadcom, Inc. 3.469% 4/15/2034  | 4144 | 3734 |

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Capital Group U.S. Multi-Sector Income ETF — Page 12 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Information technology (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Broadcom, Inc. 4.80% 10/15/2034  | USD885 | $872 |
| Broadcom, Inc. 5.20% 7/15/2035  | 6177 | 6227 |
| Broadcom, Inc. 4.926% 5/15/2037 <sup>(a)</sup>  | 3891 | 3777 |
| Cloud Software Group, Inc. 6.50% 3/31/2029 <sup>(a)</sup>  | 755 | 737 |
| Cloud Software Group, Inc. 9.00% 9/30/2029 <sup>(a)</sup>  | 10543 | 10181 |
| Cloud Software Group, Inc. 8.25% 6/30/2032 <sup>(a)</sup>  | 6072 | 5764 |
| Cloud Software Group, Inc. 6.625% 8/15/2033 <sup>(a)</sup>  | 2980 | 2652 |
| Diebold Nixdorf, Inc. 7.75% 3/31/2030 <sup>(a)</sup>  | 9720 | 10132 |
| Ellucian Holdings, Inc. 6.50% 12/1/2029 <sup>(a)</sup>  | 1500 | 1469 |
| Fair Isaac Corp. 6.00% 5/15/2033 <sup>(a)</sup>  | 6565 | 6446 |
| Hughes Satellite Systems Corp. 5.25% 8/1/2026  | 1663 | 1480 |
| Hughes Satellite Systems Corp. 6.625% 8/1/2026  | 3762 | 2834 |
| Intel Corp. 3.05% 8/12/2051  | 1045 | 635 |
| Intel Corp. 5.60% 2/21/2054  | 12550 | 11522 |
| Microchip Technology, Inc. 5.05% 3/15/2029  | 775 | 786 |
| Microchip Technology, Inc. 5.05% 2/15/2030  | 5577 | 5627 |
| NCR Atleos Corp. 9.50% 4/1/2029 <sup>(a)</sup>  | 2790 | 2988 |
| Oracle Corp. 4.45% 9/26/2030  | 450 | 434 |
| Oracle Corp. 4.95% 2/4/2031  | 8697 | 8512 |
| Oracle Corp. 5.35% 5/4/2033  | 6184 | 6022 |
| Oracle Corp. 5.50% 8/3/2035  | 11469 | 10955 |
| Oracle Corp. 5.20% 9/26/2035  | 15060 | 14134 |
| Oracle Corp. 5.70% 2/4/2036  | 16365 | 15742 |
| Oracle Corp. 5.875% 9/26/2045  | 1000 | 863 |
| Oracle Corp. 6.50% 2/4/2046  | 3509 | 3276 |
| Oracle Corp. 5.95% 9/26/2055  | 14550 | 12250 |
| Oracle Corp. 6.70% 2/4/2056  | 8818 | 8190 |
| Oracle Corp. 6.10% 9/26/2065  | 1000 | 830 |
| Roper Technologies, Inc. 4.90% 10/15/2034  | 1939 | 1873 |
| Roper Technologies, Inc. 5.10% 9/15/2035  | 7171 | 6975 |
| Shift4 Payments, LLC 6.75% 8/15/2032 <sup>(a)</sup>  | 335 | 330 |
| Synopsys, Inc. 4.85% 4/1/2030  | 2750 | 2771 |
| Synopsys, Inc. 5.15% 4/1/2035  | 6850 | 6866 |
| Synopsys, Inc. 5.70% 4/1/2055  | 7800 | 7463 |
| UKG, Inc. 6.875% 2/1/2031 <sup>(a)</sup>  | 7830 | 7659 |
| Unisys Corp. 10.625% 1/15/2031 <sup>(a)</sup>  | 12419 | 10695 |
| Viasat, Inc. 5.625% 4/15/2027 <sup>(a)</sup>  | 3265 | 3245 |
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(d)(e)</sup>  | 465 | 510 |
| WULF Compute, LLC 7.75% 10/15/2030 <sup>(a)</sup>  | 6080 | 6428 |
|  |  | 240037 |
| **Industrials 4.90%** |  |  |
| AAR Escrow Issuer, LLC 6.75% 3/15/2029 <sup>(a)</sup>  | 199 | 203 |
| Advanced Drainage Systems, Inc. 5.375% 3/1/2034 <sup>(a)</sup>  | 685 | 668 |
| AECOM 6.00% 8/1/2033 <sup>(a)</sup>  | 105 | 105 |
| Allison Transmission, Inc. 5.875% 12/1/2033 <sup>(a)</sup>  | 315 | 313 |
| Ambipar Lux SARL 9.875% 2/6/2031 <sup>(a)</sup>  | 590 | 111 |
| Ambipar Lux SARL 10.875% 2/5/2033 <sup>(a)</sup>  | 925 | 142 |
| Amentum Holdings, Inc. 7.25% 8/1/2032 <sup>(a)</sup>  | 4615 | 4780 |
| Aramark Services, Inc. 5.00% 2/1/2028 <sup>(a)</sup>  | 1320 | 1313 |
| ATI, Inc. 4.875% 10/1/2029  | 1232 | 1216 |
| ATI, Inc. 7.25% 8/15/2030  | 349 | 362 |
| Avis Budget Car Rental, LLC 4.75% 4/1/2028 <sup>(a)</sup>  | 1550 | 1513 |
| Avis Budget Car Rental, LLC 5.375% 3/1/2029 <sup>(a)</sup>  | 1080 | 1034 |

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Capital Group U.S. Multi-Sector Income ETF — Page 13 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Avis Budget Car Rental, LLC 8.25% 1/15/2030 <sup>(a)</sup>  | USD1,740 | $1752 |
| BAE Systems PLC 5.30% 3/26/2034 <sup>(a)</sup>  | 1000 | 1025 |
| Bidvest Group (UK) PLC 6.20% 9/17/2032  | 734 | 734 |
| Boeing Co. (The) 5.15% 5/1/2030  | 2687 | 2733 |
| Boeing Co. (The) 6.528% 5/1/2034  | 3304 | 3601 |
| Boeing Co. (The) 5.705% 5/1/2040  | 730 | 731 |
| Boeing Co. (The) 5.805% 5/1/2050  | 1420 | 1374 |
| Boeing Co. (The) 6.858% 5/1/2054  | 4121 | 4539 |
| Boeing Co. (The) 5.93% 5/1/2060  | 2445 | 2349 |
| Canadian National Railway Co. 4.375% 9/18/2034  | 375 | 363 |
| Canadian Pacific Railway Co. 5.20% 3/30/2035  | 2823 | 2875 |
| Carpenter Technology Corp. 5.625% 3/1/2034 <sup>(a)</sup>  | 310 | 308 |
| Clarivate Science Holdings Corp. 3.875% 7/1/2028 <sup>(a)</sup>  | 340 | 321 |
| Clean Harbors, Inc. 6.375% 2/1/2031 <sup>(a)</sup>  | 45 | 46 |
| Clean Harbors, Inc. 5.75% 10/15/2033 <sup>(a)</sup>  | 1090 | 1088 |
| Columbus McKinnon Corp. 7.125% 2/1/2033 <sup>(a)</sup>  | 545 | 545 |
| CoreLogic, Inc. 4.50% 5/1/2028 <sup>(a)</sup>  | 6956 | 6537 |
| CSX Corp. 2.50% 5/15/2051  | 220 | 130 |
| Eaton Corp. 4.50% 3/6/2033  | 2992 | 2952 |
| Eaton Corp. 4.80% 3/6/2036  | 5024 | 4962 |
| EquipmentShare.com, Inc. 9.00% 5/15/2028 <sup>(a)</sup>  | 4405 | 4556 |
| EquipmentShare.com, Inc. 8.625% 5/15/2032 <sup>(a)</sup>  | 9160 | 9572 |
| EquipmentShare.com, Inc. 8.00% 3/15/2033 <sup>(a)</sup>  | 3860 | 3989 |
| ESAB Corp. 5.625% 4/1/2031 <sup>(a)</sup>  | 825 | 833 |
| FTAI Aviation Investors, LLC 5.875% 4/15/2033 <sup>(a)</sup>  | 4856 | 4757 |
| Garda World Security Corp. 6.50% 1/15/2031 <sup>(a)</sup>  | 730 | 741 |
| Garda World Security Corp. 8.375% 11/15/2032 <sup>(a)</sup>  | 1360 | 1362 |
| GE Vernova, Inc. 4.25% 2/4/2031  | 775 | 767 |
| GE Vernova, Inc. 4.875% 2/4/2036  | 2250 | 2231 |
| GE Vernova, Inc. 5.50% 2/4/2056  | 400 | 385 |
| General Electric Co. 4.30% 7/29/2030  | 271 | 271 |
| General Electric Co. 4.90% 1/29/2036  | 4398 | 4403 |
| Herc Holdings, Inc. 6.625% 6/15/2029 <sup>(a)</sup>  | 2370 | 2410 |
| Herc Holdings, Inc. 7.00% 6/15/2030 <sup>(a)</sup>  | 4795 | 4920 |
| Herc Holdings, Inc. 5.75% 3/15/2031 <sup>(a)</sup>  | 775 | 764 |
| Herc Holdings, Inc. 7.25% 6/15/2033 <sup>(a)</sup>  | 11260 | 11548 |
| Herc Holdings, Inc. 6.00% 3/15/2034 <sup>(a)</sup>  | 810 | 784 |
| Hertz Corp. (The) 4.625% 12/1/2026 <sup>(a)</sup>  | 450 | 408 |
| Honeywell Aerospace, Inc. 4.95% 3/16/2036 <sup>(a)</sup>  | 3439 | 3413 |
| Howmet Aerospace, Inc. 3.90% 4/15/2029  | 1000 | 986 |
| Howmet Aerospace, Inc. 4.75% 4/15/2036  | 1000 | 973 |
| Icahn Enterprises, LP 5.25% 5/15/2027  | 10786 | 10578 |
| Icahn Enterprises, LP 9.75% 1/15/2029  | 6520 | 6415 |
| Icahn Enterprises, LP 10.00% 11/15/2029 <sup>(a)</sup>  | 405 | 399 |
| IRB Infrastructure Developers, Ltd. 7.11% 3/11/2032 <sup>(a)</sup>  | 435 | 437 |
| LATAM Airlines Group SA 7.875% 4/15/2030 <sup>(a)</sup>  | 755 | 763 |
| Lima Metro Line 2 Finance, Ltd. 5.875% 7/5/2034  | 451 | 461 |
| Miter Brands Acquisition Holdco, Inc. 6.75% 4/1/2032 <sup>(a)</sup>  | 608 | 583 |
| Moog, Inc. 5.50% 10/15/2034 <sup>(a)</sup>  | 370 | 372 |
| NESCO Holdings II, Inc. 5.50% 4/15/2029 <sup>(a)</sup>  | 6695 | 6554 |
| Norfolk Southern Corp. 5.05% 8/1/2030  | 57 | 58 |
| Norfolk Southern Corp. 4.45% 3/1/2033  | 15 | 15 |
| Norfolk Southern Corp. 5.35% 8/1/2054  | 5426 | 5063 |
| QXO Building Products, Inc. 6.75% 4/30/2032 <sup>(a)</sup>  | 5710 | 5829 |

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Capital Group U.S. Multi-Sector Income ETF — Page 14 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Regal Rexnord Corp. 6.40% 4/15/2033  | USD6,975 | $7376 |
| Republic Services, Inc. 5.15% 3/15/2035  | 1000 | 1020 |
| Reworld Holding Corp. 4.875% 12/1/2029 <sup>(a)</sup>  | 5460 | 5124 |
| Science Applications International Corp. 5.875% 11/1/2033 <sup>(a)</sup>  | 1285 | 1255 |
| Sensata Technologies BV 4.00% 4/15/2029 <sup>(a)</sup>  | 3800 | 3670 |
| Sensata Technologies, Inc. 3.75% 2/15/2031 <sup>(a)</sup>  | 3943 | 3660 |
| Siemens Funding BV 5.80% 5/28/2055 <sup>(a)</sup>  | 704 | 718 |
| Siemens Funding BV 5.90% 5/28/2065 <sup>(a)</sup>  | 541 | 553 |
| TransDigm, Inc. 6.375% 3/1/2029 <sup>(a)</sup>  | 300 | 306 |
| TransDigm, Inc. 6.625% 3/1/2032 <sup>(a)</sup>  | 1500 | 1532 |
| TransDigm, Inc. 6.375% 5/31/2033 <sup>(a)</sup>  | 13370 | 13309 |
| TransDigm, Inc. 6.25% 1/31/2034 <sup>(a)</sup>  | 1690 | 1710 |
| TransDigm, Inc. 6.75% 1/31/2034 <sup>(a)</sup>  | 7600 | 7705 |
| TransDigm, Inc. 6.125% 7/31/2034 <sup>(a)</sup>  | 2652 | 2612 |
| Union Pacific Corp. 5.10% 2/20/2035  | 4092 | 4167 |
| Union Pacific Corp. 2.95% 3/10/2052  | 708 | 442 |
| Union Pacific Corp. 3.50% 2/14/2053  | 358 | 249 |
| Union Pacific Corp. 5.60% 12/1/2054  | 3748 | 3676 |
| United Airlines Holdings, Inc. 4.875% 3/1/2029  | 1000 | 981 |
| United Rentals (North America), Inc. 5.25% 1/15/2030  | 385 | 383 |
| United Rentals (North America), Inc. 6.125% 3/15/2034 <sup>(a)</sup>  | 2510 | 2545 |
| Waste Connections, Inc. 4.80% 7/15/2036  | 4342 | 4256 |
| Waste Management, Inc. 4.95% 3/15/2035  | 500 | 501 |
| Waste Pro USA, Inc. 7.00% 2/1/2033 <sup>(a)</sup>  | 615 | 623 |
| WESCO Distribution, Inc. 7.25% 6/15/2028 <sup>(a)</sup>  | 435 | 438 |
| WESCO Distribution, Inc. 5.25% 4/15/2031 <sup>(a)</sup>  | 515 | 513 |
| WESCO Distribution, Inc. 6.625% 3/15/2032 <sup>(a)</sup>  | 850 | 871 |
| WESCO Distribution, Inc. 6.375% 3/15/2033 <sup>(a)</sup>  | 1295 | 1320 |
| WESCO Distribution, Inc. 5.50% 4/15/2034 <sup>(a)</sup>  | 810 | 800 |
|  |  | 220640 |
| **Materials 4.75%** |  |  |
| Avient Corp. 6.25% 11/1/2031 <sup>(a)</sup>  | 260 | 262 |
| Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 <sup>(a)</sup>  | 834 | 873 |
| Axalta Coating Systems, LLC 4.75% 6/15/2027 <sup>(a)</sup>  | 625 | 621 |
| Ball Corp. 5.50% 9/15/2033  | 7901 | 7913 |
| BHP Billiton Finance (USA), Ltd. 4.90% 2/28/2033  | 36 | 36 |
| BHP Billiton Finance (USA), Ltd. 5.25% 9/8/2033  | 6566 | 6708 |
| BHP Billiton Finance (USA), Ltd. 5.75% 9/5/2055  | 334 | 335 |
| Braskem Netherlands Finance BV 4.50% 1/10/2028  | 1489 | 723 |
| Braskem Netherlands Finance BV 4.50% 1/31/2030  | 280 | 131 |
| Braskem Netherlands Finance BV 8.75% 1/12/2031 <sup>(a)</sup>  | 2468 | 1172 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033 <sup>(a)</sup>  | 3725 | 1732 |
| Braskem Netherlands Finance BV 8.00% 10/15/2034 <sup>(a)</sup>  | 6100 | 2840 |
| Braskem Netherlands Finance BV 8.00% 10/15/2034  | 1250 | 582 |
| Braskem Netherlands Finance BV 5.875% 1/31/2050  | 2320 | 974 |
| CAN-PACK SA 3.875% 11/15/2029 <sup>(a)</sup>  | 1420 | 1334 |
| Capstone Copper Corp. 6.75% 3/31/2033 <sup>(a)</sup>  | 750 | 746 |
| Celanese US Holdings, LLC 6.85% 11/15/2028  | 181 | 188 |
| Celanese US Holdings, LLC 6.50% 4/15/2030  | 8272 | 8447 |
| Celanese US Holdings, LLC 7.00% 2/15/2031  | 1575 | 1618 |
| Celanese US Holdings, LLC 6.879% 7/15/2032  | 8632 | 9018 |
| Celanese US Holdings, LLC 7.20% 11/15/2033  | 10554 | 11268 |
| Celanese US Holdings, LLC 7.375% 2/15/2034  | 3760 | 3856 |

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Capital Group U.S. Multi-Sector Income ETF — Page 15 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Materials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Celulosa Arauco y Constitucion SA 6.18% 5/5/2032 <sup>(a)</sup>  | USD1,315 | $1307 |
| Cleveland-Cliffs, Inc. 6.875% 11/1/2029 <sup>(a)</sup>  | 6988 | 6992 |
| Cleveland-Cliffs, Inc. 7.50% 9/15/2031 <sup>(a)</sup>  | 7525 | 7513 |
| Cleveland-Cliffs, Inc. 7.00% 3/15/2032 <sup>(a)</sup>  | 300 | 291 |
| Cleveland-Cliffs, Inc. 7.375% 5/1/2033 <sup>(a)</sup>  | 4935 | 4832 |
| Cleveland-Cliffs, Inc. 7.625% 1/15/2034 <sup>(a)</sup>  | 9605 | 9393 |
| Commercial Metals Co. 5.75% 11/15/2033 <sup>(a)</sup>  | 725 | 718 |
| Consolidated Energy Finance SA 12.00% 2/15/2031 <sup>(a)</sup>  | 8158 | 8046 |
| Dow Chemical Co. (The) 4.80% 1/15/2031  | 1750 | 1729 |
| Dow Chemical Co. (The) 5.15% 2/15/2034  | 1000 | 976 |
| Dow Chemical Co. (The) 5.35% 3/15/2035  | 1793 | 1769 |
| Dow Chemical Co. (The) 5.65% 3/15/2036  | 3625 | 3592 |
| Dow Chemical Co. (The) 4.375% 11/15/2042  | 2150 | 1687 |
| Dow Chemical Co. (The) 4.80% 5/15/2049  | 618 | 480 |
| Dow Chemical Co. (The) 3.60% 11/15/2050  | 407 | 262 |
| Dow Chemical Co. (The) 6.90% 5/15/2053  | 1125 | 1150 |
| Dow Chemical Co. (The) 5.60% 2/15/2054  | 5885 | 5066 |
| Dow Chemical Co. (The) 5.95% 3/15/2055  | 367 | 333 |
| Element Solutions, Inc. 3.875% 9/1/2028 <sup>(a)</sup>  | 1730 | 1686 |
| First Quantum Minerals, Ltd. 6.375% 2/15/2036 <sup>(a)</sup>  | 2370 | 2282 |
| FXI Holdings, Inc. 16.00% PIK 11/15/2029 (14.00% on 11/15/2028) <sup>(a)(b)(d)</sup>  | 2308 | 1211 |
| FXI Holdings, Inc. 11.00% 11/15/2030 <sup>(a)</sup>  | 3946 | 3512 |
| JH North America Holdings, Inc. 5.875% 1/31/2031 <sup>(a)</sup>  | 740 | 734 |
| JH North America Holdings, Inc. 6.125% 7/31/2032 <sup>(a)</sup>  | 715 | 713 |
| Limak Cimento Sanayi ve Ticaret A.S. 9.75% 7/25/2029  | 1458 | 1440 |
| LYB International Finance III, LLC 5.125% 1/15/2031  | 246 | 247 |
| LYB International Finance III, LLC 5.50% 3/1/2034  | 1102 | 1096 |
| LYB International Finance III, LLC 6.15% 5/15/2035  | 7130 | 7342 |
| LYB International Finance III, LLC 5.875% 1/15/2036  | 5794 | 5816 |
| LYB International Finance III, LLC 3.375% 10/1/2040  | 405 | 293 |
| Ma'aden Sukuk, Ltd. 5.25% 1/29/2036 <sup>(a)</sup>  | 6612 | 6435 |
| Magnera Corp. 7.25% 11/15/2031 <sup>(a)</sup>  | 10630 | 9851 |
| Mauser Packaging Solutions Holding Co. 7.875% 4/15/2027 <sup>(a)</sup>  | 2290 | 2201 |
| Mauser Packaging Solutions Holding Co. 7.875% 4/15/2030 <sup>(a)</sup>  | 1175 | 1176 |
| Mauser Packaging Solutions Holding Co. 9.25% 4/15/2030 <sup>(a)</sup>  | 775 | 721 |
| Minera Mexico, SA de CV, 5.625% 2/12/2032 <sup>(a)</sup>  | 3435 | 3479 |
| Mineral Resources, Ltd. 9.25% 10/1/2028 <sup>(a)</sup>  | 3070 | 3184 |
| Mineral Resources, Ltd. 8.50% 5/1/2030 <sup>(a)</sup>  | 4445 | 4573 |
| NOVA Chemicals Corp. 5.25% 6/1/2027 <sup>(a)</sup>  | 685 | 684 |
| PT Krakatau Posco 6.375% 6/11/2029  | 1500 | 1509 |
| Quikrete Holdings, Inc. 6.375% 3/1/2032 <sup>(a)</sup>  | 5421 | 5501 |
| Quikrete Holdings, Inc. 6.75% 3/1/2033 <sup>(a)</sup>  | 1105 | 1123 |
| Samarco Mineracao SA 5.00% PIK and 4.00% Cash 6/30/2031 (5.50% PIK and 3.50% Cash on 12/30/2026) <sup>(b)(d)</sup>  | 287 | 283 |
| Samarco Mineracao SA 5.00% PIK and 4.00% Cash 6/30/2031 (5.50% PIK and 3.50% Cash on 12/30/2026) <sup>(b)(d)</sup>  | 242 | 238 |
| Sasol Financing USA, LLC 8.75% 5/3/2029 <sup>(e)</sup>  | 480 | 500 |
| Sasol Financing USA, LLC 8.75% 5/3/2029 <sup>(a)</sup>  | 300 | 312 |
| Sasol Financing USA, LLC 5.50% 3/18/2031  | 2000 | 1806 |
| SCIH Salt Holdings, Inc. 4.875% 5/1/2028 <sup>(a)</sup>  | 553 | 547 |
| SCIH Salt Holdings, Inc. 6.625% 5/1/2029 <sup>(a)</sup>  | 5115 | 5094 |
| Sealed Air Corp. 4.00% 12/1/2027 <sup>(a)</sup>  | 1425 | 1422 |
| Sealed Air Corp. 6.125% 2/1/2028 <sup>(a)</sup>  | 2254 | 2284 |
| Sherwin-Williams Co. 5.15% 8/15/2035  | 1064 | 1071 |
| Solstice Advanced Materials, Inc. 5.625% 9/30/2033 <sup>(a)</sup>  | 880 | 869 |
| Stillwater Mining Co. 4.00% 11/16/2026 <sup>(e)</sup>  | 1019 | 1011 |

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Capital Group U.S. Multi-Sector Income ETF — Page 16 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Materials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Trivium Packaging Finance BV 8.25% 7/15/2030 <sup>(a)</sup>  | USD194 | $203 |
| Trivium Packaging Finance BV 12.25% 1/15/2031 <sup>(a)</sup>  | 680 | 737 |
| Vale Overseas, Ltd. 6.40% 6/28/2054  | 3632 | 3682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vale Overseas, Ltd. 6.00% 2/25/2056 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.431% on <br> 2/25/2031) <sup>(a)(b)</sup>  | 4750 | 4679 |
| Veritiv Operating Co. 10.50% 11/30/2030 <sup>(a)</sup>  | 650 | 676 |
| Westlake Corp. 5.55% 11/15/2035  | 4276 | 4264 |
|  |  | 214000 |
| **Consumer staples 4.66%** |  |  |
| Albertsons Cos., Inc. 3.50% 3/15/2029 <sup>(a)</sup>  | 275 | 262 |
| Albertsons Cos., Inc. 5.50% 3/31/2031 <sup>(a)</sup>  | 10570 | 10463 |
| Albertsons Cos., Inc. 5.625% 3/31/2032 <sup>(a)</sup>  | 1000 | 985 |
| Albertsons Cos., Inc. 5.75% 3/31/2034 <sup>(a)</sup>  | 7965 | 7802 |
| Anheuser-Busch InBev Worldwide, Inc. 5.00% 6/15/2034  | 880 | 890 |
| B&G Foods, Inc. 5.25% 9/15/2027  | 990 | 955 |
| B&G Foods, Inc. 8.00% 9/15/2028 <sup>(a)</sup>  | 9578 | 9443 |
| BAT Capital Corp. 4.625% 3/22/2033  | 630 | 617 |
| BAT Capital Corp. 6.421% 8/2/2033  | 4775 | 5181 |
| BAT Capital Corp. 6.00% 2/20/2034  | 3909 | 4133 |
| BAT Capital Corp. 5.625% 8/15/2035  | 8602 | 8850 |
| BAT Capital Corp. 7.081% 8/2/2053  | 7436 | 8225 |
| BAT Capital Corp. 6.25% 8/15/2055  | 261 | 264 |
| Central Garden & Pet Co. 4.125% 4/30/2031 <sup>(a)</sup>  | 9070 | 8459 |
| Coca-Cola Co. 5.20% 1/14/2055  | 451 | 427 |
| Constellation Brands, Inc. 2.25% 8/1/2031  | 1140 | 1006 |
| Constellation Brands, Inc. 4.75% 5/9/2032  | 3266 | 3243 |
| Coty, Inc. 6.625% 7/15/2030 <sup>(a)</sup>  | 1030 | 1022 |
| Coty, Inc. 5.60% 1/15/2031 <sup>(a)</sup>  | 10398 | 10072 |
| Darling Ingredients, Inc. 6.00% 6/15/2030 <sup>(a)</sup>  | 3000 | 3023 |
| Fiesta Purchaser, Inc. 10.00% 9/30/2032 <sup>(a)</sup>  | 525 | 536 |
| Imperial Brands Finance PLC 5.875% 7/1/2034 <sup>(a)</sup>  | 8370 | 8613 |
| Imperial Brands Finance PLC 5.625% 7/1/2035 <sup>(a)</sup>  | 500 | 504 |
| Imperial Brands Finance PLC 6.375% 7/1/2055 <sup>(a)</sup>  | 1297 | 1294 |
| Industrial F&B Investments III, Inc. 7.75% 2/11/2033 <sup>(a)</sup>  | 5535 | 5597 |
| Ingles Markets, Inc. 4.00% 6/15/2031 <sup>(a)</sup>  | 5574 | 5202 |
| Keurig Dr Pepper, Inc. 5.15% 5/15/2035  | 3221 | 3141 |
| Kronos Acquisition Holdings, Inc. 10.75% 6/30/2032 <sup>(a)</sup>  | 535 | 181 |
| Lamb Weston Holdings, Inc. 4.125% 1/31/2030 <sup>(a)</sup>  | 250 | 238 |
| Lamb Weston Holdings, Inc. 4.375% 1/31/2032 <sup>(a)</sup>  | 8839 | 8220 |
| MARB BondCo PLC 3.95% 1/29/2031  | 1606 | 1424 |
| Mars, Inc. 5.20% 3/1/2035 <sup>(a)</sup>  | 14637 | 14782 |
| Mars, Inc. 5.65% 5/1/2045 <sup>(a)</sup>  | 1330 | 1314 |
| Mars, Inc. 5.70% 5/1/2055 <sup>(a)</sup>  | 9344 | 9117 |
| Mars, Inc. 5.80% 5/1/2065 <sup>(a)</sup>  | 476 | 467 |
| Minerva Luxembourg SA 8.875% 9/13/2033 <sup>(a)</sup>  | 2190 | 2342 |
| Opal Bidco SAS 6.50% 3/31/2032 <sup>(a)</sup>  | 975 | 977 |
| Performance Food Group, Inc. 4.25% 8/1/2029 <sup>(a)</sup>  | 166 | 160 |
| Performance Food Group, Inc. 6.125% 9/15/2032 <sup>(a)</sup>  | 3440 | 3451 |
| Performance Food Group, Inc. 5.625% 3/1/2034 <sup>(a)</sup>  | 1070 | 1033 |
| Philip Morris International, Inc. 4.75% 11/1/2031  | 512 | 515 |
| Philip Morris International, Inc. 5.375% 2/15/2033  | 2780 | 2859 |
| Philip Morris International, Inc. 5.625% 9/7/2033  | 6758 | 7054 |
| Philip Morris International, Inc. 5.25% 2/13/2034  | 7625 | 7768 |

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Capital Group U.S. Multi-Sector Income ETF — Page 17 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Consumer staples (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Philip Morris International, Inc. 4.90% 11/1/2034  | USD9,797 | $9749 |
| Philip Morris International, Inc. 4.625% 10/29/2035  | 4344 | 4180 |
| Post Holdings, Inc. 4.625% 4/15/2030 <sup>(a)</sup>  | 5145 | 4943 |
| Post Holdings, Inc. 6.25% 2/15/2032 <sup>(a)</sup>  | 303 | 307 |
| Post Holdings, Inc. 6.375% 3/1/2033 <sup>(a)</sup>  | 11190 | 11034 |
| Post Holdings, Inc. 6.25% 10/15/2034 <sup>(a)</sup>  | 1825 | 1789 |
| Post Holdings, Inc. 6.50% 3/15/2036 <sup>(a)</sup>  | 1845 | 1809 |
| Prestige Brands, Inc. 3.75% 4/1/2031 <sup>(a)</sup>  | 2995 | 2747 |
| US Foods, Inc. 4.625% 6/1/2030 <sup>(a)</sup>  | 320 | 312 |
| Walmart, Inc. 4.90% 4/28/2035  | 1200 | 1217 |
|  |  | 210198 |
| **Real estate 3.67%** |  |  |
| Anywhere Real Estate Group, LLC 5.25% 4/15/2030 <sup>(a)</sup>  | 2415 | 2284 |
| Boston Properties, LP 2.55% 4/1/2032  | 3422 | 2938 |
| Boston Properties, LP 2.45% 10/1/2033  | 5358 | 4338 |
| Boston Properties, LP 6.50% 1/15/2034  | 1984 | 2080 |
| Boston Properties, LP 5.75% 1/15/2035  | 10112 | 10061 |
| Forestar Group, Inc. 6.50% 3/15/2033 <sup>(a)</sup>  | 1385 | 1370 |
| GGP Retail, LLC 5.75% 5/15/2026 <sup>(a)</sup>  | 504 | 504 |
| Highwoods Realty, LP 7.65% 2/1/2034  | 5216 | 5791 |
| Howard Hughes Corp. (The) 4.125% 2/1/2029 <sup>(a)</sup>  | 9171 | 8682 |
| Howard Hughes Corp. (The) 4.375% 2/1/2031 <sup>(a)</sup>  | 5261 | 4834 |
| Howard Hughes Corp. (The) 5.875% 3/1/2032 <sup>(a)</sup>  | 8390 | 8082 |
| Howard Hughes Corp. (The) 6.125% 3/1/2034 <sup>(a)</sup>  | 6950 | 6680 |
| Hudson Pacific Properties, LP 4.65% 4/1/2029  | 500 | 427 |
| Hudson Pacific Properties, LP 3.25% 1/15/2030  | 11685 | 9457 |
| Iron Mountain, Inc. 5.25% 7/15/2030 <sup>(a)</sup>  | 335 | 326 |
| Iron Mountain, Inc. 6.25% 1/15/2033 <sup>(a)</sup>  | 1500 | 1496 |
| Kennedy-Wilson, Inc. 4.75% 3/1/2029  | 3309 | 3263 |
| Kennedy-Wilson, Inc. 4.75% 2/1/2030  | 7560 | 7568 |
| Kennedy-Wilson, Inc. 5.00% 3/1/2031  | 9085 | 9100 |
| Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030  | 1190 | 1193 |
| MPT Operating Partnership, LP 5.00% 10/15/2027  | 13033 | 12143 |
| MPT Operating Partnership, LP 4.625% 8/1/2029  | 585 | 456 |
| MPT Operating Partnership, LP 3.50% 3/15/2031  | 2440 | 1597 |
| MPT Operating Partnership, LP 8.50% 2/15/2032 <sup>(a)</sup>  | 16701 | 16945 |
| Park Intermediate Holdings, LLC 4.875% 5/15/2029 <sup>(a)</sup>  | 8884 | 8534 |
| Pebblebrook Hotel, LP 6.375% 10/15/2029 <sup>(a)</sup>  | 345 | 346 |
| Piedmont Operating Partnership, LP 5.625% 1/15/2033  | 3179 | 3091 |
| Prologis, LP 4.75% 6/15/2033  | 1110 | 1102 |
| Prologis, LP 5.00% 1/31/2035  | 1072 | 1071 |
| RLJ Lodging Trust, LP 3.75% 7/1/2026 <sup>(a)</sup>  | 140 | 139 |
| Service Properties Trust 4.95% 2/15/2027  | 517 | 519 |
| Service Properties Trust 0% 9/30/2027 <sup>(a)</sup>  | 1895 | 1726 |
| Service Properties Trust 3.95% 1/15/2028  | 5345 | 5117 |
| Service Properties Trust 4.95% 10/1/2029  | 4769 | 4324 |
| Service Properties Trust 4.375% 2/15/2030  | 7640 | 6793 |
| Service Properties Trust 8.625% 11/15/2031 <sup>(a)</sup>  | 9227 | 9643 |
| Trust 2401 7.70% 1/23/2032 <sup>(a)</sup>  | 280 | 300 |
| VICI Properties, LP 5.625% 4/1/2035  | 944 | 940 |
|  |  | 165260 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 18 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Utilities 3.38%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Aegea Finance SARL 9.00% 1/20/2031 <sup>(a)</sup>  | USD476 | $477 |
| AEP Transmission Co., LLC 5.375% 6/15/2035  | 125 | 127 |
| CenterPoint Energy Houston Electric, LLC 5.05% 3/1/2035  | 265 | 264 |
| CenterPoint Energy Houston Electric, LLC 4.85% 4/1/2036  | 925 | 906 |
| Comision Federal de Electricidad 6.45% 1/24/2035 <sup>(a)</sup>  | 2040 | 2036 |
| Consumers Energy Co. 5.05% 5/15/2035  | 4445 | 4465 |
| DTE Electric Co. 4.85% 3/1/2036  | 725 | 712 |
| Duke Energy Carolinas, LLC 5.35% 1/15/2053  | 275 | 258 |
| Duke Energy Corp. 4.50% 8/15/2032  | 329 | 324 |
| Duke Energy Florida, LLC 5.875% 11/15/2033  | 90 | 96 |
| Duke Energy Florida, LLC 4.85% 12/1/2035  | 665 | 653 |
| Edison International 4.125% 3/15/2028  | 575 | 565 |
| Edison International 5.25% 11/15/2028  | 750 | 756 |
| Edison International 5.45% 6/15/2029  | 1245 | 1257 |
| Edison International 6.95% 11/15/2029  | 1350 | 1425 |
| Edison International 5.25% 3/15/2032  | 6545 | 6484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edison International, junior subordinated, 7.875% 6/15/2054 (5-year UST Yield Curve Rate T Note Constant <br> Maturity + 3.658% on 6/15/2029) <sup>(b)</sup>  | 2800 | 2870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T <br> Note Constant Maturity + 5.411% on 6/15/2033) <sup>(a)(b)</sup>  | 2275 | 2635 |
| ENEL Finance International NV 5.00% 9/30/2035 <sup>(a)</sup>  | 1250 | 1213 |
| Florida Power & Light Co. 5.30% 6/15/2034  | 4850 | 4988 |
| Florida Power & Light Co. 4.70% 2/15/2036  | 3150 | 3072 |
| Ithaca Energy (North sea) PLC 8.125% 10/15/2029 <sup>(a)</sup>  | 565 | 580 |
| Long Ridge Energy, LLC 8.75% 2/15/2032 <sup>(a)</sup>  | 7117 | 7472 |
| NextEra Energy Capital Holdings, Inc. 4.685% 9/1/2027  | 275 | 276 |
| Northern States Power Co. 5.05% 5/15/2035  | 175 | 176 |
| Northern States Power Co. 4.85% 5/15/2036  | 2375 | 2346 |
| Northern States Power Co. 5.65% 5/15/2055  | 360 | 354 |
| Pacific Gas and Electric Co. 3.00% 6/15/2028  | 220 | 213 |
| Pacific Gas and Electric Co. 4.55% 7/1/2030  | 74 | 73 |
| Pacific Gas and Electric Co. 3.25% 6/1/2031  | 420 | 388 |
| Pacific Gas and Electric Co. 6.15% 1/15/2033  | 1000 | 1046 |
| Pacific Gas and Electric Co. 6.40% 6/15/2033  | 7145 | 7587 |
| Pacific Gas and Electric Co. 5.80% 5/15/2034  | 50 | 51 |
| Pacific Gas and Electric Co. 5.70% 3/1/2035  | 3875 | 3930 |
| Pacific Gas and Electric Co. 6.00% 8/15/2035  | 225 | 233 |
| Pacific Gas and Electric Co. 5.20% 5/1/2036  | 2435 | 2374 |
| Pacific Gas and Electric Co. 3.30% 8/1/2040  | 135 | 101 |
| Pacific Gas and Electric Co. 4.95% 7/1/2050  | 7673 | 6361 |
| Pacific Gas and Electric Co. 3.50% 8/1/2050  | 13815 | 9142 |
| Pacific Gas and Electric Co. 6.70% 4/1/2053  | 930 | 964 |
| Pacific Gas and Electric Co. 5.90% 10/1/2054  | 605 | 564 |
| PacifiCorp 5.45% 2/15/2034  | 5510 | 5492 |
| PacifiCorp 5.80% 4/15/2036  | 2968 | 2993 |
| PacifiCorp 3.30% 3/15/2051  | 695 | 434 |
| PacifiCorp 2.90% 6/15/2052  | 1508 | 860 |
| PacifiCorp 5.35% 12/1/2053  | 754 | 647 |
| PacifiCorp 5.50% 5/15/2054  | 366 | 321 |
| PacifiCorp 5.80% 1/15/2055  | 10285 | 9402 |
| PG&E Corp. 5.25% 7/1/2030  | 6855 | 6768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PG&E Corp., junior subordinated, 7.375% 3/15/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.883% on 3/15/2030) <sup>(b)</sup>  | 2309 | 2326 |

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Capital Group U.S. Multi-Sector Income ETF — Page 19 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PG&E Corp., junior subordinated, 6.85% 9/15/2056 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.225% on 9/15/2031) <sup>(b)</sup>  | USD5,211 | $5151 |
| Public Service Electric and Gas Co. 5.05% 3/1/2035  | 2700 | 2721 |
| Public Service Electric and Gas Co. 4.90% 8/15/2035  | 1236 | 1227 |
| Public Service Electric and Gas Co. 5.625% 1/1/2056  | 1775 | 1748 |
| Public Service Enterprise Group, Inc. 5.40% 3/15/2035  | 1565 | 1585 |
| Southern California Edison Co. 4.20% 3/1/2029  | 25 | 25 |
| Southern California Edison Co. 5.15% 6/1/2029  | 2100 | 2130 |
| Southern California Edison Co. 2.85% 8/1/2029  | 25 | 24 |
| Southern California Edison Co. 5.45% 6/1/2031  | 475 | 486 |
| Southern California Edison Co. 4.80% 3/15/2033  | 5150 | 5060 |
| Southern California Edison Co. 6.00% 1/15/2034  | 600 | 626 |
| Southern California Edison Co. 5.20% 6/1/2034  | 4862 | 4828 |
| Southern California Edison Co. 4.00% 4/1/2047  | 219 | 163 |
| Southern California Edison Co. 3.65% 2/1/2050  | 6443 | 4424 |
| Southern California Edison Co. 6.20% 9/15/2055  | 650 | 645 |
| Talen Energy Supply, LLC 8.625% 6/1/2030 <sup>(a)</sup>  | 5769 | 6055 |
| Union Electric Co. 5.25% 4/15/2035  | 3250 | 3288 |
| Union Electric Co. 5.125% 3/15/2055  | 50 | 45 |
| Vistra Operations Co., LLC 4.375% 5/1/2029 <sup>(a)</sup>  | 440 | 430 |
| YPF Energia Electrica SA 7.875% 10/16/2032 <sup>(a)</sup>  | 2755 | 2801 |
|  |  | 152519 |
| **Municipals 0.01%** |  |  |
| Texas Combined Tirz I, LLC 0% 12/7/2062 <sup>(a)(c)</sup>  | 393 | 393 |
| **Total corporate bonds and notes** |  | 3326418 |
| **Mortgage-backed obligations 12.30%**<br> **Commercial mortgage-backed securities 8.53%**<br>|  |  |
| 3650R Commercial Mortgage Trust, Series 2022-PF2, Class B, 5.289% 11/15/2055 <sup>(h)(i)</sup>  | 634 | 607 |
| ALA Trust, Series 2025-OANA, Class C, (1-month USD CME Term SOFR + 2.092%) 5.765% 6/15/2040 <sup>(a)(h)(i)</sup>  | 7426 | 7459 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class D, 7.935% 11/10/2029 <sup>(a)(h)(i)</sup>  | 6887 | 7034 |
| Bank Commercial Mortgage Trust, Series 2022-BNK44, Class B, 5.746% 11/15/2032 <sup>(h)(i)</sup>  | 556 | 555 |
| Bank Commercial Mortgage Trust, Series 2022-BNK44, Class C, 5.746% 11/15/2032 <sup>(h)(i)</sup>  | 500 | 479 |
| Bank Commercial Mortgage Trust, Series 2023-BNK45, Class B, 6.148% 2/15/2056 <sup>(h)(i)</sup>  | 375 | 388 |
| Bank Commercial Mortgage Trust, Series 2023-5YR1, Class B, 6.412% 4/15/2056 <sup>(h)(i)</sup>  | 400 | 408 |
| Bank Commercial Mortgage Trust, Series 2023-5YR2, Class AS, 7.379% 7/15/2056 <sup>(h)(i)</sup>  | 267 | 279 |
| Bank Commercial Mortgage Trust, Series 2023-BNK46, Class B, 6.999% 8/15/2056 <sup>(h)(i)</sup>  | 380 | 399 |
| Bank Commercial Mortgage Trust, Series 2023-5YR4, Class B, 7.605% 12/15/2056 <sup>(h)(i)</sup>  | 598 | 632 |
| Bank Commercial Mortgage Trust, Series 2024-5YR9, Class B, 6.483% 8/15/2057 <sup>(h)(i)</sup>  | 3265 | 3370 |
| Bank Commercial Mortgage Trust, Series 2024-5YR11, Class B, 6.322% 11/15/2057 <sup>(h)(i)</sup>  | 1972 | 2023 |
| Bank Commercial Mortgage Trust, Series 2024-5YR11, Class C, 6.533% 11/15/2057 <sup>(h)(i)</sup>  | 629 | 631 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class B, 6.277% 12/15/2057 <sup>(h)(i)</sup>  | 3644 | 3742 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class C, 6.302% 12/15/2057 <sup>(h)(i)</sup>  | 1961 | 1988 |
| Bank Commercial Mortgage Trust, Series 2025-5YR14, Class C, 6.463% 4/15/2058 <sup>(h)(i)</sup>  | 779 | 792 |
| Bank Commercial Mortgage Trust, Series 2025-5YR14, Class B, 6.474% 4/15/2058 <sup>(h)(i)</sup>  | 1747 | 1810 |
| Bank Commercial Mortgage Trust, Series 2019-BN18, Class C, 4.36% 5/15/2062 <sup>(h)(i)</sup>  | 500 | 420 |
| Bank5, Series 2025-5YR17, Class B, 5.992% 11/15/2058 <sup>(h)(i)</sup>  | 1996 | 2043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays Commercial Mortgage Securities, LLC, Series 2018-TALL, Class A, ((1-month USD CME Term SOFR + <br> 0.047%) + 0.872%) 4.592% 3/15/2037 <sup>(a)(h)(i)</sup>  | 1600 | 1519 |
| Barclays Commercial Mortgage Securities, LLC, Series 2022-C15, Class C, 3.831% 4/15/2055 <sup>(h)(i)</sup>  | 5684 | 4744 |
| Barclays Commercial Mortgage Securities, LLC, Series 2022-C18, Class C, 6.148% 12/15/2055 <sup>(h)(i)</sup>  | 1008 | 996 |
| Barclays Commercial Mortgage Securities, LLC, Series 2023-C19, Class AS, 6.07% 4/15/2056 <sup>(h)(i)</sup>  | 148 | 153 |
| Barclays Commercial Mortgage Securities, LLC, Series 2024-C24, Class C, 6.00% 2/15/2057 <sup>(h)</sup>  | 207 | 204 |

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Capital Group U.S. Multi-Sector Income ETF — Page 20 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Barclays Commercial Mortgage Securities, LLC, Series 2024-5C27, Class B, 6.70% 7/15/2057 <sup>(h)(i)</sup>  | USD2,530 | $2628 |
| Barclays Commercial Mortgage Securities, LLC, Series 2024-C28, Class B, 5.894% 9/15/2057 <sup>(h)(i)</sup>  | 2670 | 2716 |
| Barclays Commercial Mortgage Securities, LLC, Series 2025-5C33, Class B, 6.435% 3/15/2058 <sup>(h)(i)</sup>  | 3571 | 3712 |
| Barclays Commercial Mortgage Securities, LLC, Series 2025-5C34, Class B, 6.542% 5/15/2058 <sup>(h)(i)</sup>  | 1182 | 1237 |
| Benchmark Mortgage Trust, Series 2021-B24, Class C, 3.293% 3/15/2054 <sup>(h)(i)</sup>  | 980 | 748 |
| Benchmark Mortgage Trust, Series 2023-B38, Class AM, 6.121% 4/15/2056 <sup>(h)(i)</sup>  | 226 | 233 |
| Benchmark Mortgage Trust, Series 2024-V7, Class AS, 6.533% 5/15/2056 <sup>(h)(i)</sup>  | 1074 | 1119 |
| Benchmark Mortgage Trust, Series 2023-V3, Class B, 6.924% 7/15/2056 <sup>(h)(i)</sup>  | 500 | 512 |
| Benchmark Mortgage Trust, Series 2023-B40, Class B, 6.581% 12/15/2056 <sup>(h)(i)</sup>  | 893 | 934 |
| Benchmark Mortgage Trust, Series 2024-V5, Class AM, 6.417% 1/10/2057 <sup>(h)(i)</sup>  | 403 | 418 |
| Benchmark Mortgage Trust, Series 2024-V5, Class C, 7.205% 1/10/2057 <sup>(h)(i)</sup>  | 101 | 103 |
| Benchmark Mortgage Trust, Series 2024-V8, Class B, 7.179% 7/15/2057 <sup>(h)(i)</sup>  | 1897 | 1991 |
| Benchmark Mortgage Trust, Series 2024-V9, Class B, 6.466% 8/15/2057 <sup>(h)(i)</sup>  | 1300 | 1343 |
| Benchmark Mortgage Trust, Series 2024-V10, Class B, 5.977% 9/15/2057 <sup>(h)(i)</sup>  | 3000 | 3036 |
| Benchmark Mortgage Trust, Series 2024-V12, Class B, 6.282% 12/15/2057 <sup>(h)(i)</sup>  | 5000 | 5093 |
| Benchmark Mortgage Trust, Series 2025-V15, Class B, 6.425% 6/15/2058 <sup>(h)(i)</sup>  | 1854 | 1929 |
| Benchmark Mortgage Trust, Series 2025-V18, Class C, 6.139% 10/15/2058 <sup>(h)</sup>  | 3860 | 3854 |
| BFLD Trust, Series 2025-5MW, Class A, 4.83% 10/10/2042 <sup>(a)(h)(i)</sup>  | 9148 | 9085 |
| BFLD Trust, Series 2025-5MW, Class D, 6.583% 10/10/2042 <sup>(a)(h)(i)</sup>  | 790 | 802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BLP Commercial Mortgage Trust, Series 2024-IND2, Class D, (1-month USD CME Term SOFR + 2.59%) 6.263% <br> 3/15/2041 <sup>(a)(h)(i)</sup>  | 1444 | 1443 |
| BMO Mortgage Trust, Series 2023-5C1, Class B, 6.96% 8/15/2056 <sup>(h)(i)</sup>  | 1052 | 1083 |
| BMO Mortgage Trust, Series 2023-5C1, Class C, 7.355% 8/15/2056 <sup>(h)(i)</sup>  | 403 | 411 |
| BMO Mortgage Trust, Series 2024-5C3, Class D, 4.00% 2/15/2057 <sup>(a)(h)</sup>  | 167 | 149 |
| BMO Mortgage Trust, Series 2024-5C3, Class AS, 6.286% 2/15/2057 <sup>(h)(i)</sup>  | 196 | 202 |
| BMO Mortgage Trust, Series 2024-5C5, Class B, 6.98% 2/15/2057 <sup>(h)(i)</sup>  | 2268 | 2338 |
| BMO Mortgage Trust, Series 2024-5C3, Class C, 6.859% 2/15/2057 <sup>(h)(i)</sup>  | 89 | 90 |
| BMO Mortgage Trust, Series 2024-5C5, Class C, 7.111% 2/15/2057 <sup>(h)(i)</sup>  | 2836 | 2891 |
| BMO Mortgage Trust, Series 2024-5C4, Class C, 7.252% 5/15/2057 <sup>(h)(i)</sup>  | 854 | 876 |
| BMO Mortgage Trust, Series 2024-C9, Class B, 6.562% 7/15/2057 <sup>(h)(i)</sup>  | 1897 | 1968 |
| BMO Mortgage Trust, Series 2024-5C6, Class B, 6.086% 9/15/2057 <sup>(h)(i)</sup>  | 1641 | 1668 |
| BMO Mortgage Trust, Series 2024-C10, Class B, 6.079% 11/15/2057 <sup>(h)(i)</sup>  | 771 | 778 |
| BMP Trust, Series 2024-MF23, Class E, (1-month USD CME Term SOFR + 3.389%) 7.062% 6/15/2041 <sup>(a)(h)(i)</sup>  | 2809 | 2805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, (1-month USD CME Term SOFR + 1.60%) <br> 5.323% 12/15/2042 <sup>(a)(h)(i)</sup>  | 2398 | 2403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class B, (1-month USD CME Term SOFR + 1.90%) <br> 5.573% 12/15/2042 <sup>(a)(h)(i)</sup>  | 1453 | 1455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class C, (1-month USD CME Term SOFR + 2.15%) <br> 5.923% 12/15/2042 <sup>(a)(h)(i)</sup>  | 985 | 985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class D, (1-month USD CME Term SOFR + 2.50%) <br> 6.273% 12/15/2042 <sup>(a)(h)(i)</sup>  | 331 | 330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-KING, Class D, (1-month USD CME Term SOFR + 2.49%) 6.162% <br> 5/15/2034 <sup>(a)(h)(i)</sup>  | 738 | 740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-GPA2, Class E, (1-month USD CME Term SOFR + 3.54%) 7.212% <br> 11/15/2041 <sup>(a)(h)(i)</sup>  | 1992 | 1994 |
| BX Commercial Mortgage Trust, Series 2025-BIO3, Class C, 7.193% 2/10/2042 <sup>(a)(h)(i)</sup>  | 1385 | 1395 |
| BX Commercial Mortgage Trust, Series 2020-VIV3, Class B, 3.544% 3/9/2044 <sup>(a)(h)(i)</sup>  | 495 | 466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2026-VLT9, Class A, (1-month USD CME Term SOFR + 1.70%) 5.373% <br> 3/15/2045 <sup>(a)(h)(i)</sup>  | 6000 | 5983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2026-VLT9, Class B, (1-month USD CME Term SOFR + 2.15%) 5.823% <br> 3/15/2045 <sup>(a)(h)(i)</sup>  | 14768 | 14693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2026-VLT9, Class C, (1-month USD CME Term SOFR + 2.55%) 6.223% <br> 3/15/2045 <sup>(a)(h)(i)</sup>  | 6529 | 6498 |
| BX Trust, Series 2024-KING, Class C, (1-month USD CME Term SOFR + 1.94%) 5.613% 5/15/2034 <sup>(a)(h)(i)</sup>  | 2663 | 2667 |

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Capital Group U.S. Multi-Sector Income ETF — Page 21 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 4.663% 1/17/2039 <sup>(a)(h)(i)</sup>  | USD757 | $757 |
| BX Trust, Series 2024-AIRC, Class D, (1-month USD CME Term SOFR + 3.089%) 6.762% 8/15/2039 <sup>(a)(h)(i)</sup>  | 3469 | 3477 |
| BX Trust, Series 2024-AIR2, Class D, (1-month USD CME Term SOFR + 2.79%) 6.463% 10/15/2041 <sup>(a)(h)(i)</sup>  | 2825 | 2831 |
| BX Trust, Series 2024-GPA2, Class A, (1-month USD CME Term SOFR + 1.542%) 5.215% 11/15/2041 <sup>(a)(h)(i)</sup>  | 2295 | 2300 |
| BX Trust, Series 2024-GPA2, Class D, (1-month USD CME Term SOFR + 2.591%) 6.263% 11/15/2041 <sup>(a)(h)(i)</sup>  | 333 | 334 |
| BX Trust, Series 2024-FNX, Class D, (1-month USD CME Term SOFR + 2.94%) 6.613% 11/15/2041 <sup>(a)(h)(i)</sup>  | 5882 | 5891 |
| BX Trust, Series 2025-BIO3, Class D, 7.193% 2/10/2042 <sup>(a)(h)(i)</sup>  | 7679 | 7690 |
| BX Trust, Series 2025-VLT6, Class C, (1-month USD CME Term SOFR + 2.192%) 5.865% 3/15/2042 <sup>(a)(h)(i)</sup>  | 5373 | 5331 |
| BX Trust, Series 2025-VLT6, Class D, (1-month USD CME Term SOFR + 2.592%) 6.264% 3/15/2042 <sup>(a)(h)(i)</sup>  | 3282 | 3253 |
| BX Trust, Series 2025-GW, Class C, (1-month USD CME Term SOFR + 2.10%) 5.773% 7/15/2042 <sup>(a)(h)(i)</sup>  | 5520 | 5528 |
| BX Trust, Series 2020-VIV4, Class A, 2.843% 3/9/2044 <sup>(a)(h)</sup>  | 500 | 464 |
| BX Trust, Series 2020-VIV2, Class C, 3.542% 3/9/2044 <sup>(a)(h)(i)</sup>  | 500 | 467 |
| BX Trust, Series 2025-VLT7, Class A, (1-month USD CME Term SOFR + 1.70%) 5.373% 7/15/2044 <sup>(a)(h)(i)</sup>  | 10420 | 10392 |
| BX Trust, Series 2025-VLT7, Class B, (1-month USD CME Term SOFR + 2.00%) 5.673% 7/15/2044 <sup>(a)(h)(i)</sup>  | 4325 | 4308 |
| BX Trust, Series 2025-VLT7, Class C, (1-month USD CME Term SOFR + 2.35%) 6.023% 7/15/2044 <sup>(a)(h)(i)</sup>  | 3997 | 3975 |
| BX Trust, Series 2025-VOLT, Class A, (1-month USD CME Term SOFR + 1.70%) 5.373% 12/15/2044 <sup>(a)(h)(i)</sup>  | 8725 | 8714 |
| BX Trust, Series 2025-VOLT, Class C, (1-month USD CME Term SOFR + 2.10%) 5.773% 12/15/2044 <sup>(a)(h)(i)</sup>  | 11990 | 11927 |
| BX Trust, Series 2025-VOLT, Class D, (1-month USD CME Term SOFR + 2.75%) 6.673% 12/15/2044 <sup>(a)(h)(i)</sup>  | 821 | 817 |
| CART, Series 2024-DFW1, Class D, (1-month USD CME Term SOFR + 3.04%) 6.72% 8/15/2041 <sup>(a)(h)(i)</sup>  | 2884 | 2863 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class D, 6.048% 6/10/2028 <sup>(a)(h)(i)</sup>  | 1129 | 1124 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class C, 6.048% 10/12/2040 <sup>(a)(h)(i)</sup>  | 245 | 246 |
| Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class B, 3.15% 2/15/2053 <sup>(h)(i)</sup>  | 140 | 123 |
| DATA 2023-CNTR Mortgage Trust, Series 2023-CNTR, Class D, 5.728% 8/12/2043 <sup>(a)(h)(i)</sup>  | 664 | 604 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class D, 7.379% 9/12/2040 <sup>(a)(h)(i)</sup>  | 1546 | 1559 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317% 8/10/2042 <sup>(a)(h)(i)</sup>  | 4374 | 4419 |
| ELM Trust 2024, Series 2024-ELM, Class D10, 6.626% 6/10/2039 <sup>(a)(h)(i)</sup>  | 744 | 745 |
| ELM Trust 2024, Series 2024-ELM, Class D15, 6.674% 6/10/2039 <sup>(a)(h)(i)</sup>  | 669 | 670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class A, (1-month USD CME Term SOFR + 1.30%) 4.973% <br> 10/15/2042 <sup>(a)(h)(i)</sup>  | 2654 | 2658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class D, (1-month USD CME Term SOFR + 2.60%) 6.273% <br> 10/15/2042 <sup>(a)(h)(i)</sup>  | 2914 | 2925 |
| FIVE Mortgage Trust, Series 2023-V1, Class B, 6.559% 2/10/2056 <sup>(h)(i)</sup>  | 495 | 504 |
| FIVE Mortgage Trust, Series 2023-V1, Class C, 6.559% 2/10/2056 <sup>(h)(i)</sup>  | 195 | 195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class F, (1-month USD CME Term SOFR + 4.25%) 7.923% <br> 12/15/2039 <sup>(a)(h)(i)</sup>  | 4390 | 4418 |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class D, 9.383% 11/10/2039 <sup>(a)(h)(i)</sup>  | 3655 | 3712 |
| Great Wolf Trust, Series 2024-WOLF, Class C, (1-month USD CME Term SOFR + 2.391%) 6.064% 3/15/2039 <sup>(a)(h)(i)</sup>  | 2642 | 2650 |
| Great Wolf Trust, Series 2024-WOLF, Class D, (1-month USD CME Term SOFR + 2.89%) 6.563% 3/15/2039 <sup>(a)(h)(i)</sup>  | 960 | 964 |
| GS Mortgage Securities Trust, Series 2024-70P, Class A, 5.133% 3/10/2041 <sup>(a)(h)(i)</sup>  | 670 | 676 |
| GS Mortgage Securities Trust, Series 2024-70P, Class B, 5.507% 3/10/2041 <sup>(a)(h)(i)</sup>  | 380 | 383 |
| GS Mortgage Securities Trust, Series 2024-70P, Class C, 5.881% 3/10/2041 <sup>(a)(h)(i)</sup>  | 1885 | 1901 |
| GS Mortgage Securities Trust, Series 2024-70P, Class D, 7.045% 3/10/2041 <sup>(a)(h)(i)</sup>  | 2897 | 2960 |
| GS Mortgage Securities Trust, Series 2019-GC40, Class C, 3.946% 7/10/2052 <sup>(h)</sup>  | 900 | 743 |
| GS Mortgage Securities Trust, Series 2020-GSA2, Class C, 2.989% 12/12/2053 <sup>(h)</sup>  | 2950 | 2358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class C, (1-month USD CME Term SOFR + 2.042%) 5.714% <br>3/15/2042 <sup>(a)(h)(i)</sup>  | 281 | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class D, (1-month USD CME Term SOFR + 2.591%) 6.264% <br>3/15/2042 <sup>(a)(h)(i)</sup>  | 1630 | 1633 |
| Hawaii Hotel Trust, Series 2025-MAUI, Class E, (1-month USD CME Term SOFR + 3.29%) 6.963% 3/15/2042 <sup>(a)(h)(i)</sup>  | 2938 | 2888 |
| Hilton USA Trust, Series 2024-ORL, Class B, (1-month USD CME Term SOFR + 1.941%) 5.613% 5/15/2037 <sup>(a)(h)(i)</sup>  | 2000 | 2002 |
| Hilton USA Trust, Series 2024-ORL, Class C, (1-month USD CME Term SOFR + 2.44%) 6.112% 5/15/2037 <sup>(a)(h)(i)</sup>  | 2324 | 2327 |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.462% 2/5/2045 <sup>(a)(h)(i)</sup>  | 1076 | 1102 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class C, 7.324% 5/10/2039 <sup>(a)(h)(i)</sup>  | 945 | 954 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class D, 8.471% 5/10/2039 <sup>(a)(h)(i)</sup>  | 2026 | 2054 |

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Capital Group U.S. Multi-Sector Income ETF — Page 22 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class E, 7.591% 1/13/2040 <sup>(a)(h)(i)</sup>  | USD7,070 | $7185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class C, (1-month USD CME Term SOFR + 2.25%) 5.923% <br>3/15/2042 <sup>(a)(h)(i)</sup>  | 6000 | 6001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class D, (1-month USD CME Term SOFR + 2.85%) 6.523% <br>3/15/2042 <sup>(a)(h)(i)</sup>  | 6000 | 6000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class A, (1-month USD CME Term SOFR + <br> 1.593%) 5.266% 11/15/2039 <sup>(a)(h)(i)</sup>  | 1381 | 1383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class B, (1-month USD CME Term SOFR + <br> 1.942%) 5.615% 11/15/2039 <sup>(a)(h)(i)</sup>  | 2500 | 2505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class C, (1-month USD CME Term SOFR + <br> 2.242%) 5.915% 11/15/2039 <sup>(a)(h)(i)</sup>  | 942 | 945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KSL Commercial Mortgage Trust, Series 2024-HT2, Class D, (1-month USD CME Term SOFR + 3.29%) 6.962% <br> 12/15/2039 <sup>(a)(h)(i)</sup>  | 3565 | 3551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KSL Commercial Mortgage Trust, Series 2024-HT2, Class E, (1-month USD CME Term SOFR + 4.538%) 8.211% <br> 12/15/2039 <sup>(a)(h)(i)</sup>  | 4456 | 4476 |
| LV Trust, Series 2024-SHOW, Class C, 5.669% 10/10/2041 <sup>(a)(h)(i)</sup>  | 1619 | 1634 |
| Manhattan West, Series 2020-1MW, Class C, 2.412% 9/10/2039 <sup>(a)(h)(i)</sup>  | 2942 | 2827 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class AS, 3.561% 4/15/2048 <sup>(h)</sup>  | 483 | 467 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class C, 5.743% 11/15/2058 <sup>(h)(i)</sup>  | 633 | 622 |
| MSWF Commercial Mortgage Trust, Series 2023-1, Class B, 6.906% 5/15/2033 <sup>(h)(i)</sup>  | 410 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2020-01, Class M10, (30-day Average USD-SOFR + 3.864%) <br> 7.526% 3/25/2050 <sup>(a)(h)(i)</sup>  | 1090 | 1109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2023-01, Class M7, (30-day Average USD-SOFR + 4.00%) <br> 7.662% 11/25/2053 <sup>(a)(h)(i)</sup>  | 1401 | 1440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2023-01, Class M10, (30-day Average USD-SOFR + 6.50%) <br> 10.162% 11/25/2053 <sup>(a)(h)(i)</sup>  | 4882 | 5612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M1, (30-day Average USD-SOFR + 2.40%) <br> 6.062% 5/25/2055 <sup>(a)(h)(i)</sup>  | 4963 | 5047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M2, (30-day Average USD-SOFR + 3.10%) <br> 6.762% 5/25/2055 <sup>(a)(h)(i)</sup>  | 1291 | 1296 |
| NY Commercial Mortgage Trust, Series 2025-299P, Class A, 5.664% 2/10/2047 <sup>(a)(h)(i)</sup>  | 475 | 493 |
| NY Commercial Mortgage Trust, Series 2025-299P, Class B, 5.928% 2/10/2047 <sup>(a)(h)(i)</sup>  | 456 | 469 |
| NY Commercial Mortgage Trust, Series 2025-299P, Class C, 6.172% 2/10/2047 <sup>(a)(h)(i)</sup>  | 527 | 538 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class A, 4.668% 11/5/2038 <sup>(a)(h)(i)</sup>  | 4590 | 4574 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class B, 5.007% 11/5/2038 <sup>(a)(h)(i)</sup>  | 4664 | 4664 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class D, 6.213% 11/5/2038 <sup>(a)(h)(i)</sup>  | 6723 | 6717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NYC Commercial Mortgage Trust, Series 2025-3BP, Class C, (1-month USD CME Term SOFR + 1.892%) 5.565% <br> 2/15/2042 <sup>(a)(h)(i)</sup>  | 1329 | 1326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NYC Commercial Mortgage Trust, Series 2025-3BP, Class D, (1-month USD CME Term SOFR + 2.441%) 6.114% <br> 2/15/2042 <sup>(a)(h)(i)</sup>  | 1824 | 1823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCG Hotel Issuer, Inc., Series 2025-SNIP, Class A, (1-month USD CME Term SOFR + 1.50%) 5.173% <br>9/15/2042 <sup>(a)(h)(i)</sup>  | 8227 | 8239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B, (1-month USD CME Term SOFR + 1.741%) 5.414% <br> 5/15/2039 <sup>(a)(h)(i)</sup>  | 486 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SFO Commerical Mortgage Trust, Series 2021-555, Class A, (1-month USD CME Term SOFR + 1.264%) 4.937% <br> 5/15/2038 (1-month USD CME Term SOFR + 1.514% on 5/15/2026) <sup>(a)(b)(h)</sup>  | 3395 | 3392 |
| SHR Trust, Series 2024-LXRY, Class D, (1-month USD CME Term SOFR + 3.60%) 7.273% 10/15/2041 <sup>(a)(h)(i)</sup>  | 1901 | 1901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class D, (1-month USD CME Term SOFR + 1.95%) <br> 5.623% 1/15/2039 <sup>(a)(h)(i)</sup>  | 2000 | 1995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class D, (1-month USD CME Term SOFR + 2.591%) <br> 6.314% 2/15/2042 <sup>(a)(h)(i)</sup>  | 3613 | 3562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class E, (1-month USD CME Term SOFR + 3.29%) 7.013% <br> 2/15/2042 <sup>(a)(h)(i)</sup>  | 1620 | 1596 |
| UBS Commercial Mortgage Trust, Series 2017-C1, Class AS, 3.724% 6/15/2050 <sup>(h)</sup>  | 1915 | 1876 |

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Capital Group U.S. Multi-Sector Income ETF — Page 23 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| UBS Commercial Mortgage Trust, Series 2017-C3, Class C, 4.264% 8/15/2050 <sup>(h)(i)</sup>  | USD791 | $747 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class A, 5.575% 9/15/2040 <sup>(a)(h)(i)</sup>  | 1658 | 1651 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class C, 4.176% 7/15/2048 <sup>(h)(i)</sup>  | 3000 | 2970 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class B, 4.633% 8/15/2051 <sup>(h)</sup>  | 967 | 930 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class B, 6.821% 7/15/2057 <sup>(h)(i)</sup>  | 3600 | 3732 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class B, 6.334% 11/15/2057 <sup>(h)(i)</sup>  | 903 | 926 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class B, 6.394% 5/15/2058 <sup>(h)(i)</sup>  | 1033 | 1067 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-5C5, Class B, 6.219% 7/15/2058 <sup>(h)(i)</sup>  | 1000 | 1029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, (1-month USD CME Term SOFR + 2.789%) <br> 6.462% 11/15/2027 <sup>(a)(h)(i)</sup>  | 360 | 361 |
| WSTN Trust, Series 2023-MAUI, Class B, 7.263% 7/5/2037 <sup>(a)(h)(i)</sup>  | 260 | 262 |
| WSTN Trust, Series 2023-MAUI, Class C, 7.958% 7/5/2037 <sup>(a)(h)(i)</sup>  | 148 | 149 |
| WSTN Trust, Series 2023-MAUI, Class D, 8.748% 7/5/2037 <sup>(a)(h)(i)</sup>  | 2516 | 2519 |
|  |  | 384100 |
| **Federal agency mortgage-backed obligations 2.24%** |  |  |
| Fannie Mae Pool #DA5999 5.50% 3/1/2054 <sup>(h)</sup>  | 28 | 28 |
| Fannie Mae Pool #MA5354 6.00% 5/1/2054 <sup>(h)</sup>  | 11981 | 12234 |
| Fannie Mae Pool #DB5508 5.50% 6/1/2054 <sup>(h)</sup>  | 132 | 133 |
| Fannie Mae Pool #MA5421 6.00% 7/1/2054 <sup>(h)</sup>  | 12599 | 12850 |
| Fannie Mae Pool #FS8600 6.00% 7/1/2054 <sup>(h)</sup>  | 3148 | 3235 |
| Fannie Mae Pool #FS9839 6.00% 8/1/2054 <sup>(h)</sup>  | 224 | 229 |
| Fannie Mae Pool #DC2313 5.50% 9/1/2054 <sup>(h)</sup>  | 41 | 41 |
| Fannie Mae Pool #DC3465 6.00% 9/1/2054 <sup>(h)</sup>  | 270 | 275 |
| Fannie Mae Pool #DC2987 6.00% 10/1/2054 <sup>(h)</sup>  | 173 | 177 |
| Fannie Mae Pool #MA5531 5.50% 11/1/2054 <sup>(h)</sup>  | 102 | 103 |
| Fannie Mae Pool #FA0287 6.00% 12/1/2054 <sup>(h)</sup>  | 1496 | 1526 |
| Fannie Mae Pool #DD2543 6.00% 2/1/2055 <sup>(h)</sup>  | 403 | 412 |
| Fannie Mae Pool #MA5615 6.00% 2/1/2055 <sup>(h)</sup>  | 126 | 129 |
| Fannie Mae Pool #MA5647 6.00% 3/1/2055 <sup>(h)</sup>  | 41 | 41 |
| Fannie Mae Pool #MA5674 6.00% 4/1/2055 <sup>(h)</sup>  | 1509 | 1539 |
| Fannie Mae Pool #MA5701 6.00% 5/1/2055 <sup>(h)</sup>  | 6238 | 6362 |
| FARM Mortgage Trust, Series 2024-1, Class B, 5.122% 10/1/2053 <sup>(a)(h)(i)</sup>  | 1254 | 1096 |
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class B, 5.596% 8/1/2054 <sup>(a)(h)(i)</sup>  | 850 | 749 |
| Farmer Mac Agricultural Real Estate Trust, Series 2025-1, Class A1, 5.22% 8/1/2055 <sup>(a)(h)(i)</sup>  | 9144 | 9220 |
| Freddie Mac Pool #SD8402 6.00% 2/1/2054 <sup>(h)</sup>  | 213 | 218 |
| Freddie Mac Pool #SD8432 6.00% 5/1/2054 <sup>(h)</sup>  | 790 | 806 |
| Freddie Mac Pool #SD8438 5.50% 6/1/2054 <sup>(h)</sup>  | 28 | 29 |
| Freddie Mac Pool #SD6143 6.00% 7/1/2054 <sup>(h)</sup>  | 4320 | 4410 |
| Freddie Mac Pool #SD7274 6.00% 9/1/2054 <sup>(h)</sup>  | 18 | 18 |
| Freddie Mac Pool #SD6585 5.50% 10/1/2054 <sup>(h)</sup>  | 22 | 22 |
| Freddie Mac Pool #SD8495 6.00% 12/1/2054 <sup>(h)</sup>  | 5285 | 5390 |
| Freddie Mac Pool #SD8496 6.00% 1/1/2055 <sup>(h)</sup>  | 179 | 182 |
| Freddie Mac Pool #SD8507 6.00% 2/1/2055 <sup>(h)</sup>  | 6084 | 6205 |
| Freddie Mac Pool #SL0585 5.50% 3/1/2055 <sup>(h)</sup>  | 25 | 25 |
| Freddie Mac Pool #SL0924 6.00% 3/1/2055 <sup>(h)</sup>  | 1259 | 1284 |
| Freddie Mac Pool #QX9674 6.00% 3/1/2055 <sup>(h)</sup>  | 213 | 218 |
| Freddie Mac Pool #SD8525 6.00% 4/1/2055 <sup>(h)</sup>  | 19885 | 20281 |
| Freddie Mac Pool #SD8534 6.00% 5/1/2055 <sup>(h)</sup>  | 5153 | 5256 |
| Freddie Mac Pool #QY8605 6.00% 7/1/2055 <sup>(h)</sup>  | 6230 | 6355 |
|  |  | 101078 |

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Capital Group U.S. Multi-Sector Income ETF — Page 24 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) 1.53%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Cascade Funding Mortgage Trust, Series 2023-HB12, Class M1, 4.25% 4/25/2033 <sup>(a)(h)(i)</sup>  | USD224 | $223 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M3, 4.00% 8/25/2034 <sup>(a)(h)(i)</sup>  | 971 | 940 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M2, 4.00% 8/25/2034 <sup>(a)(h)(i)</sup>  | 637 | 622 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M1, 4.00% 8/25/2034 <sup>(a)(h)(i)</sup>  | 545 | 535 |
| Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054 <sup>(a)(h)(i)</sup>  | 1961 | 1916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1, (30-day Average USD-SOFR + 3.364%) 7.026% <br> 1/25/2040 <sup>(a)(h)(i)</sup>  | 4700 | 4766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M2, (30-day Average USD-SOFR + 3.55%) 7.212% <br> 5/25/2043 <sup>(a)(h)(i)</sup>  | 285 | 297 |
| Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075 <sup>(a)(h)</sup>  | 4499 | 4302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2018-DNA3, Class B2, (30-day Average <br> USD-SOFR + 7.864%) 11.526% 9/25/2048 <sup>(a)(h)(i)</sup>  | 2500 | 2847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA1, Class B2, (30-day Average <br> USD-SOFR + 5.214%) 8.876% 1/25/2050 <sup>(a)(h)(i)</sup>  | 2000 | 2213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA1, Class B2, (30-day Average <br> USD-SOFR + 5.364%) 9.026% 1/25/2050 <sup>(a)(h)(i)</sup>  | 2240 | 2491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA2, Class B2, (30-day Average <br> USD-SOFR + 4.914%) 8.576% 2/25/2050 <sup>(a)(h)(i)</sup>  | 633 | 696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA2, Class B2, (30-day Average <br> USD-SOFR + 7.714%) 11.376% 3/25/2050 <sup>(a)(h)(i)</sup>  | 440 | 529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA4, Class B2, (30-day Average <br> USD-SOFR + 10.114%) 13.776% 8/25/2050 <sup>(a)(h)(i)</sup>  | 6430 | 8503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA4, Class B2, (30-day Average <br> USD-SOFR + 9.514%) 13.176% 9/25/2050 <sup>(a)(h)(i)</sup>  | 1210 | 1576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA5, Class B2, (30-day Average <br> USD-SOFR + 11.50%) 15.179% 10/25/2050 <sup>(a)(h)(i)</sup>  | 4680 | 6437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2, (30-day Average <br> USD-SOFR + 7.40%) 11.062% 11/25/2050 <sup>(a)(h)(i)</sup>  | 1180 | 1443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA6, Class B2, (30-day Average <br> USD-SOFR + 5.65%) 9.312% 12/25/2050 <sup>(a)(h)(i)</sup>  | 2430 | 2832 |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1, 4.10% 7/25/2065 (5.10% on 6/1/2029) <sup>(a)(b)(h)</sup>  | 4577 | 4449 |
| IRV Trust, Series 2025-200P, Class A, 5.295% 3/14/2047 <sup>(a)(h)(i)</sup>  | 3089 | 3119 |
| IRV Trust, Series 2025-200P, Class B, 5.44% 3/14/2047 <sup>(a)(h)(i)</sup>  | 2750 | 2740 |
| IRV Trust, Series 2025-200P, Class C, 5.73% 3/14/2047 <sup>(a)(h)(i)</sup>  | 3273 | 3250 |
| NRZ Excess Spread Collateralized Notes, Series 2025-FHT1, Class A, 6.545% 3/25/2032 <sup>(a)(b)(h)</sup>  | 5787 | 5817 |
| Sequoia Mortgage Trust, Series 2025-HYB1, Class A1A, 5.069% 10/25/2055 <sup>(a)(h)(i)</sup>  | 6222 | 6224 |
| Tricon Residential Trust, Series 2023-SFR1, Class E, 7.977% 7/17/2040 <sup>(a)(h)</sup>  | 100 | 101 |
|  |  | 68868 |
| **Total mortgage-backed obligations** |  | 554046 |
| **Asset-backed obligations 8.08%**<br> **Auto loan 2.59%**<br>|  |  |
| American Credit Acceptance Receivables Trust, Series 2023-1, Class E, 9.79% 12/12/2029 <sup>(a)(h)</sup>  | 3225 | 3319 |
| American Credit Acceptance Receivables Trust, Series 2022-4, Class E, 10.00% 1/14/2030 <sup>(a)(h)</sup>  | 6480 | 6558 |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class E, 9.79% 8/12/2031 <sup>(a)(h)</sup>  | 8071 | 8486 |
| American Credit Acceptance Receivables Trust, Series 2023-3, Class E, 9.54% 10/14/2031 <sup>(a)(h)</sup>  | 8071 | 8413 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class E, 7.87% 11/12/2031 <sup>(a)(h)</sup>  | 3889 | 4003 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class E, 7.98% 11/12/2031 <sup>(a)(h)</sup>  | 5980 | 6156 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class E, 7.30% 10/15/2032 <sup>(a)(h)</sup>  | 750 | 746 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-5, Class B, 7.09% 4/20/2027 <sup>(a)(h)</sup>  | 92 | 92 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-3A, Class C, 7.05% 2/22/2028 <sup>(a)(h)</sup>  | 187 | 189 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-1A, Class D, 6.36% 8/21/2028 <sup>(a)(h)</sup>  | 10353 | 10375 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4A, Class D, 7.31% 6/20/2029 <sup>(a)(h)</sup>  | 578 | 587 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 25 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6A, Class D, 7.37% 12/20/2029 <sup>(a)(h)</sup>  | USD997 | $1013 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8A, Class D, 7.52% 2/20/2030 <sup>(a)(h)</sup>  | 1541 | 1561 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1A, Class D, 7.20% 6/20/2030 <sup>(a)(h)</sup>  | 3962 | 3977 |
| CPS Auto Receivables Trust, Series 2022-D, Class E, 12.12% 6/17/2030 <sup>(a)(h)</sup>  | 3000 | 3252 |
| CPS Auto Receivables Trust, Series 2024-A, Class E, 8.42% 8/15/2031 <sup>(a)(h)</sup>  | 700 | 726 |
| CPS Auto Receivables Trust, Series 2024-C, Class E, 8.04% 3/15/2032 <sup>(a)(h)</sup>  | 1125 | 1162 |
| CPS Auto Receivables Trust, Series 2025-C, Class E, 6.59% 2/15/2033 <sup>(a)(h)</sup>  | 1852 | 1818 |
| CPS Auto Receivables Trust, Series 2026-A, Class E, 6.66% 8/15/2033 <sup>(a)(h)</sup>  | 4318 | 4213 |
| Credit Acceptance Auto Loan Trust, Series 2023-3, Class B, 7.09% 10/17/2033 <sup>(a)(h)</sup>  | 118 | 119 |
| Credit Acceptance Auto Loan Trust, Series 2023-3, Class C, 7.62% 12/15/2033 <sup>(a)(h)</sup>  | 136 | 139 |
| Credit Acceptance Auto Loan Trust, Series 2025-2A, Class C, 5.38% 3/17/2036 <sup>(a)(h)</sup>  | 1751 | 1763 |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class E, 9.75% 11/15/2030 <sup>(a)(h)</sup>  | 2212 | 2376 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class E, 9.98% 1/15/2031 <sup>(a)(h)</sup>  | 1014 | 1085 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class E, 9.57% 2/18/2031 <sup>(a)(h)</sup>  | 1100 | 1174 |
| Exeter Automobile Receivables Trust, Series 2023-5A, Class E, 9.58% 6/16/2031 <sup>(a)(h)</sup>  | 1351 | 1452 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class E, 7.89% 8/15/2031 <sup>(a)(h)</sup>  | 1170 | 1206 |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class D, 5.16% 3/15/2032 <sup>(h)</sup>  | 2659 | 2642 |
| Ford Credit Floorplan Master Owner Trust, Series 2023-1, Class D, 6.62% 5/15/2028 <sup>(a)(h)</sup>  | 584 | 585 |
| GLS Auto Receivables Trust, Series 2024-1, Class D, 5.95% 12/17/2029 <sup>(a)(h)</sup>  | 397 | 404 |
| GLS Auto Receivables Trust, Series 2023-3, Class E, 9.27% 8/15/2030 <sup>(a)(h)</sup>  | 950 | 1004 |
| GLS Auto Receivables Trust, Series 2023-4, Class E, 9.72% 8/15/2030 <sup>(a)(h)</sup>  | 1010 | 1089 |
| GLS Auto Receivables Trust, Series 2024-2, Class E, 7.98% 5/15/2031 <sup>(a)(h)</sup>  | 1170 | 1220 |
| Hertz Vehicle Financing III, LLC, Series 2023-3, Class B, 6.53% 2/25/2028 <sup>(a)(h)</sup>  | 203 | 206 |
| Hertz Vehicle Financing III, LLC, Series 2023-3, Class C, 7.26% 2/25/2028 <sup>(a)(h)</sup>  | 300 | 304 |
| Hertz Vehicle Financing III, LLC, Series 2022-2, Class D, 5.16% 6/26/2028 <sup>(a)(h)</sup>  | 478 | 469 |
| Hertz Vehicle Financing III, LLC, Series 2023-4, Class B, 6.73% 3/25/2030 <sup>(a)(h)</sup>  | 233 | 242 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class D, 9.22% 1/25/2029 <sup>(a)(h)</sup>  | 250 | 255 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class C, 6.03% 9/25/2029 <sup>(a)(h)</sup>  | 3298 | 3315 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class D, 7.98% 9/25/2029 <sup>(a)(h)</sup>  | 1414 | 1400 |
| Hertz Vehicle Financing, LLC, Series 2024-2A, Class D, 9.41% 1/27/2031 <sup>(a)(h)</sup>  | 250 | 259 |
| Hertz Vehicle Financing, LLC, Series 2025-2A, Class C, 6.40% 9/25/2031 <sup>(a)(h)</sup>  | 3831 | 3890 |
| Hertz Vehicle Financing, LLC, Series 2025-2A, Class D, 8.34% 9/25/2031 <sup>(a)(h)</sup>  | 1310 | 1315 |
| Hertz Vehicle Financing, LLC, Series 2025-4A, Class C, 6.48% 12/26/2031 <sup>(a)(h)</sup>  | 453 | 461 |
| LAD Auto Receivables Trust, Series 2023-1, Class C, 6.18% 12/15/2027 <sup>(a)(h)</sup>  | 115 | 115 |
| Prestige Auto Receivables Trust, Series 2023-1, Class D, 6.33% 4/16/2029 <sup>(a)(h)</sup>  | 543 | 544 |
| Prestige Auto Receivables Trust, Series 2024-1, Class E, 7.94% 4/15/2031 <sup>(a)(h)</sup>  | 512 | 512 |
| Prestige Auto Receivables Trust, Series 2024-2A, Class E, 6.75% 11/17/2031 <sup>(a)(h)</sup>  | 1439 | 1392 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-4A, Class B, 5.497% 4/25/2034 <sup>(a)(h)</sup>  | 5142 | 5125 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class C, 6.69% 3/17/2031 <sup>(h)</sup>  | 138 | 140 |
| Santander Drive Auto Receivables Trust, Series 2025-4, Class D, 4.95% 1/15/2032 <sup>(h)</sup>  | 3327 | 3307 |
| Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728% 9/26/2033 <sup>(a)(h)</sup>  | 1891 | 1891 |
| United Auto Credit Securitization Trust, Series 2024-1, Class D, 8.30% 11/12/2029 <sup>(a)(h)</sup>  | 3000 | 3042 |
| Westlake Automobile Receivables Trust, Series 2026-1A, Class D, 4.75% 7/15/2031 <sup>(a)(h)</sup>  | 5576 | 5525 |
|  |  | 116613 |
| **Other asset-backed securities 2.33%** |  |  |
| ACHD Trust, Series 2025-DS1, Class A, 5.978% 1/9/2034 <sup>(a)(h)</sup>  | 775 | 776 |
| APL Finance, LLC, Series 2025-1A, Class A, 4.81% 3/20/2036 <sup>(a)(h)</sup>  | 655 | 655 |
| Apollo Aviation Securitization Equity Trust, Series 2025-1A, Class A, 5.943% 2/16/2050 <sup>(a)(h)</sup>  | 729 | 735 |
| Apollo Aviation Securitization Equity Trust, Series 25-1A, Class A, 6.576% 2/16/2050 <sup>(a)(h)</sup>  | 347 | 350 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class C, 6.38% 1/15/2031 <sup>(a)(h)</sup>  | 139 | 141 |
| Capteris Equipment Finance, Series 2026-1A, Class A2, 4.44% 9/20/2033 <sup>(a)(h)</sup>  | 4945 | 4942 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050 <sup>(a)(h)</sup>  | 1166 | 1175 |
| Castlelake Aircraft Securitization Trust, Series 2025-3A, Class A, 5.087% 11/15/2050 <sup>(a)(h)</sup>  | 3957 | 3913 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 26 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Other asset-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| CCG Receivables Trust, Series 2025-1, Class D, 5.28% 10/14/2032 <sup>(a)(h)</sup>  | USD160 | $160 |
| CFG Investments, Ltd., Series 2025-1, Class A, 6.47% 3/25/2036 <sup>(a)(h)</sup>  | 4839 | 4889 |
| CFG Investments, Ltd., Series 2025-1, Class B, 9.16% 3/25/2036 <sup>(a)(h)</sup>  | 477 | 486 |
| CFG Investments, Ltd., Series 2025-1, Class C, 12.72% 3/25/2036 <sup>(a)(h)</sup>  | 400 | 414 |
| Commercial Equipment Finance, Series 2025-1A, Class A, 4.83% 5/15/2031 <sup>(a)(h)</sup>  | 3015 | 3018 |
| Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031 <sup>(a)(h)</sup>  | 458 | 464 |
| EquipmentShare, Series 2024-2M, Class B, 6.43% 12/20/2032 <sup>(a)(h)</sup>  | 1529 | 1540 |
| EquipmentShare, Series 2025-1M, Class A, 5.48% 9/26/2033 <sup>(a)(h)</sup>  | 4696 | 4696 |
| EquipmentShare, Series 2025-1M, Class B, 6.31% 9/26/2033 <sup>(a)(h)</sup>  | 1063 | 1063 |
| GGAM Master Trust International, Ltd., Series 2025-1A, Class A, 5.923% 9/30/2060 <sup>(a)(h)</sup>  | 3049 | 3048 |
| Global SC Finance SRL, Series 2025-1H, Class A, 6.169% 9/20/2045 <sup>(a)(h)</sup>  | 4221 | 4210 |
| Global SC Finance SRL, Series 2025-1H, Class B, 7.848% 9/20/2045 <sup>(a)(h)</sup>  | 6784 | 6768 |
| Ledn Issuer Trust, Series 2026-1A, Class A, 6.748% 2/25/2041 <sup>(a)(h)</sup>  | 3565 | 3583 |
| Merit DAC, Series 2026-1A, Class A, 4.852% 2/15/2040 <sup>(a)(h)</sup>  | 7830 | 7729 |
| MMP Capital, Series 2025-A, Class B, 5.72% 12/15/2031 <sup>(a)(h)</sup>  | 830 | 839 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061 <sup>(a)(h)</sup>  | 201 | 169 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class B1, 2.41% 10/20/2061 <sup>(a)(h)</sup>  | 3473 | 2238 |
| Oaktree ABF Equipment ST, LLC, Series 2026-1A, Class A2, 4.50% 10/17/2033 <sup>(a)(h)</sup>  | 1247 | 1250 |
| OHS Issuer, LLC, Series 2026-1, Class A2, 5.98% 2/25/2061 <sup>(a)(h)</sup>  | 7140 | 7018 |
| OWN Equipment Fund III, Series 2025-2M, Class A, 5.42% 3/27/2034 <sup>(a)(h)</sup>  | 16681 | 16646 |
| OWN Equipment Fund III, Series 2025-2M, Class B, 6.49% 3/27/2034 <sup>(a)(h)</sup>  | 881 | 883 |
| OWN Equipment Fund III, Series 2025-2M, Class C, 8.77% 3/27/2034 <sup>(a)(h)</sup>  | 577 | 586 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class A2, 4.739% 9/15/2033 <sup>(a)(h)</sup>  | 254 | 254 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class B, 5.37% 9/15/2033 <sup>(a)(h)</sup>  | 1760 | 1757 |
| PK ALIFT Loan Funding, Series 2025-2, Class A, 4.75% 3/15/2043 <sup>(a)(h)</sup>  | 509 | 508 |
| Reach Financial, LLC, Series 2026-1A, Class C, 4.80% 2/15/2033 <sup>(a)(h)</sup>  | 2109 | 2096 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class D, 5.88% 11/20/2035 <sup>(a)(h)</sup>  | 433 | 444 |
| SCF Equipment Trust, LLC, Series 2025-2A, Class D, 5.33% 6/20/2036 <sup>(a)(h)</sup>  | 573 | 569 |
| SCF Equipment Trust, LLC, Series 2025-2A, Class E, 6.21% 6/20/2036 <sup>(a)(h)</sup>  | 1444 | 1454 |
| Textainer Marine Containers, Ltd., Series 2025-1H, Class A, 6.43% 7/23/2050 <sup>(a)(h)</sup>  | 2447 | 2448 |
| Textainer Marine Containers, Ltd., Series 2025-1H, Class B, 8.06% 7/23/2050 <sup>(a)(h)</sup>  | 4519 | 4514 |
| Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class B, 4.635% 3/15/2034 <sup>(a)(h)</sup>  | 475 | 472 |
| Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class C, 5.13% 3/15/2034 <sup>(a)(h)</sup>  | 510 | 506 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class C, 4.76% 9/20/2033 <sup>(a)(h)</sup>  | 533 | 531 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class D, 5.45% 9/20/2033 <sup>(a)(h)</sup>  | 1042 | 1037 |
| Zayo Issuer, LLC, Series 2025-2A, Class A2, 5.953% 6/20/2055 <sup>(a)(h)</sup>  | 2000 | 2038 |
| Zayo Issuer, LLC, Series 2025-2A, Class B, 6.586% 6/20/2055 <sup>(a)(h)</sup>  | 2000 | 2049 |
|  |  | 105061 |
| **Collateralized loan obligations 1.52%** |  |  |
| ARES CLO, Ltd., Series 2021-62, Class A1R, (3-month USD CME Term SOFR + 1.07%) 4.738% 1/25/2034 <sup>(a)(h)(i)</sup>  | 4710 | 4708 |
| ARES CLO, Ltd., Series 2022-65A, Class CR, (3-month USD CME Term SOFR + 1.85%) 5.518% 7/25/2034 <sup>(a)(h)(i)</sup>  | 3636 | 3609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2018-12A, Class DRR, (3-month USD CME Term SOFR + 2.60%) 6.253% <br>5/17/2031 <sup>(a)(h)(i)</sup>  | 6944 | 6853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canyon Capital CLO, Ltd., Series 2023-1A, Class D1R, (3-month USD CME Term SOFR + 2.85%) 6.522% <br> 10/15/2038 <sup>(a)(h)(i)</sup>  | 2000 | 1974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2019-2A, Class DR, (3-month USD CME Term SOFR + 2.85%) 6.518% <br> 10/20/2032 <sup>(a)(h)(i)</sup>  | 2820 | 2771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2020-1A, Class BR, (3-month USD CME Term SOFR + 1.70%) 5.368% <br> 10/20/2033 <sup>(a)(h)(i)</sup>  | 5169 | 5172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2023-1A, Class BR, (3-month USD CME Term SOFR + 1.85%) 5.521% <br> 4/23/2036 <sup>(a)(h)(i)</sup>  | 3318 | 3320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2023-3A, Class CR, (3-month USD CME Term SOFR + 1.75%) 5.421% <br> 1/23/2037 <sup>(a)(h)(i)</sup>  | 2614 | 2601 |

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Capital Group U.S. Multi-Sector Income ETF — Page 27 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Collateralized loan obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Galaxy CLO, Ltd., Series 2024-33A, Class BR, (3-month USD CME Term SOFR + 1.70%) 5.411% 4/20/2037 <sup>(a)(h)(i)</sup>  | USD7,241 | $7245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Harvest US CLO, Ltd., Series 2023-1A, Class CR, (3-month USD CME Term SOFR + 1.75%) 5.422% <br>1/15/2037 <sup>(a)(h)(i)</sup>  | 1887 | 1870 |
| Ocean Trails CLO, Series 2021-11A, Class DR, (3-month USD CME Term SOFR + 3.10%) 6.768% 7/20/2034 <sup>(a)(h)(i)</sup>  | 3000 | 2831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point CLO, Ltd., Series 2022-1A, Class BR, (3-month USD CME Term SOFR + 1.75%) 5.418% <br>4/20/2035 <sup>(a)(h)(i)</sup>  | 9950 | 9951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-2A, Class CRR, (3-month USD CME Term SOFR + 1.80%) 5.472% <br>7/15/2032 <sup>(a)(h)(i)</sup>  | 2846 | 2838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-2A, Class DR, (3-month USD CME Term SOFR + 2.80%) 6.472% <br>7/15/2032 <sup>(a)(h)(i)</sup>  | 2230 | 2180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2020-12A, Class B1R2, (3-month USD CME Term SOFR + 1.55%) 5.218% <br>4/25/2033 <sup>(a)(h)(i)</sup>  | 2636 | 2630 |
| Trinitas CLO, Ltd., Series 2020-12A, Class CR2, (3-month USD CME Term SOFR + 1.80%) 5.658% 4/25/2033 <sup>(a)(h)(i)</sup>  | 1090 | 1086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2021-17A, Class B1R, (3-month USD CME Term SOFR + 1.65%) 5.318% <br>10/20/2034 <sup>(a)(h)(i)</sup>  | 7133 | 7106 |
|  |  | 68745 |
| **Credit card 1.15%** |  |  |
| Avant Credit Card Master Trust, Series 2024-2A, Class D, 8.98% 5/15/2029 <sup>(a)(h)</sup>  | 5000 | 5018 |
| Avant Credit Card Master Trust, Series 2024-2A, Class E, 13.41% 5/15/2029 <sup>(a)(h)</sup>  | 4750 | 4814 |
| Evergreen Credit Card Trust, Series 2025-CRT5, Class C, 5.53% 5/15/2029 <sup>(a)(h)</sup>  | 172 | 173 |
| Imprint Payments Credit Card Master Trust, Series 2025-A, Class B, 5.24% 9/15/2029 <sup>(a)(h)</sup>  | 479 | 477 |
| Imprint Payments Credit Card Master Trust, Series 2025-A, Class C, 5.48% 9/15/2029 <sup>(a)(h)</sup>  | 372 | 371 |
| Imprint Payments Credit Card Master Trust, Series 2025-A, Class D, 5.82% 9/15/2029 <sup>(a)(h)</sup>  | 448 | 446 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class D, 10.12% 8/15/2029 <sup>(a)(h)</sup>  | 4000 | 4014 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class E, 13.69% 8/15/2029 <sup>(a)(h)</sup>  | 5000 | 5031 |
| Mission Lane Credit Card Master Trust, Series 2025-A, Class D, 8.89% 5/15/2030 <sup>(a)(h)</sup>  | 4000 | 3959 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 <sup>(a)(h)</sup>  | 1271 | 1271 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class C, 5.37% 12/16/2030 <sup>(a)(h)</sup>  | 1801 | 1799 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class D, 5.71% 12/16/2030 <sup>(a)(h)</sup>  | 1209 | 1202 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class E, 7.66% 12/16/2030 <sup>(a)(h)</sup>  | 6592 | 6466 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 <sup>(a)(h)</sup>  | 8583 | 8620 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class B, 5.21% 9/15/2031 <sup>(a)(h)</sup>  | 1326 | 1331 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class C, 5.41% 9/15/2031 <sup>(a)(h)</sup>  | 854 | 857 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class D, 5.80% 9/15/2031 <sup>(a)(h)</sup>  | 953 | 939 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class F, 11.21% 9/15/2031 <sup>(a)(h)</sup>  | 5000 | 4904 |
|  |  | 51692 |
| **Student loan 0.47%** |  |  |
| Navient Education Loan Trust, Series 2025-A, Class C, 5.53% 7/15/2055 <sup>(a)(h)</sup>  | 1083 | 1089 |
| Navient Education Loan Trust, Series 2025-A, Class D, 6.03% 7/15/2055 <sup>(a)(h)</sup>  | 859 | 861 |
| Nelnet Student Loan Trust, Series 2026-A, Class B, 4.78% 2/21/2061 <sup>(a)(h)</sup>  | 2343 | 2317 |
| Nelnet Student Loan Trust, Series 2026-A, Class D, 5.84% 2/21/2061 <sup>(a)(h)</sup>  | 7473 | 7344 |
| SMB Private Education Loan Trust, Series 2021-A, Class D1, 3.86% 1/15/2053 <sup>(a)(h)</sup>  | 213 | 193 |
| SMB Private Education Loan Trust, Series 2021-A, Class D2, 3.86% 1/15/2053 <sup>(a)(h)</sup>  | 102 | 92 |
| SMB Private Education Loan Trust, Series 2023-A, Class B, 5.88% 1/15/2053 <sup>(a)(h)</sup>  | 415 | 421 |
| SMB Private Education Loan Trust, Series 2025-B, Class C, 5.49% 3/17/2053 <sup>(a)(h)</sup>  | 1202 | 1196 |
| SMB Private Education Loan Trust, Series 2025-B, Class D, 6.63% 3/17/2053 <sup>(a)(h)</sup>  | 1246 | 1251 |
| SMB Private Education Loan Trust, Series 2024-A, Class D, 8.22% 3/15/2056 <sup>(a)(h)</sup>  | 4935 | 5212 |
| SMB Private Education Loan Trust, Series 2023-B, Class D, 7.56% 10/16/2056 <sup>(a)(h)</sup>  | 1000 | 1032 |
|  |  | 21008 |

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Capital Group U.S. Multi-Sector Income ETF — Page 28 of 37

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) 0.02%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| JP Morgan Mortgage Trust, Series 2024-CES1, Class A3, 6.397% 6/25/2054 (7.397% on 3/1/2028) <sup>(a)(b)(h)</sup>  | USD564 | $569 |
| JP Morgan Mortgage Trust, Series 2024-CES1, Class M1, 6.596% 6/25/2054 (7.596% on 3/1/2028) <sup>(a)(b)(h)</sup>  | 458 | 461 |
|  |  | 1030 |
| **Total asset-backed obligations** |  | 364149 |
| **Loans 1.20%**<br> **Industrials 0.31%**<br>|  |  |
| Peraton Corp., Term Loan B, (3-month USD CME Term SOFR + 3.85%) 7.517% 2/1/2028 <sup>(i)(j)</sup>  | 15148 | 12945 |
| TransDigm, Inc., Term Loan N, (1-month USD CME Term SOFR + 2.50%) 6.168% 2/13/2033 <sup>(i)(j)</sup>  | 1000 | 1002 |
|  |  | 13947 |
| **Information technology 0.25%** |  |  |
| Finastra USA, Inc., Term Loan, (3-month USD CME Term SOFR + 4.00%) 7.671% 9/15/2032 <sup>(i)(j)</sup>  | 4355 | 4096 |
| Kaseya, Inc., Term Loan, (3-month USD CME Term SOFR + 5.00%) 8.668% 3/21/2033 <sup>(i)(j)</sup>  | 1700 | 1363 |
| Viasat, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.614%) 8.282% 3/2/2029 <sup>(i)(j)</sup>  | 1506 | 1512 |
| Viasat, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.614%) 8.289% 5/30/2030 <sup>(i)(j)</sup>  | 4143 | 4152 |
|  |  | 11123 |
| **Consumer staples 0.16%** |  |  |
| Fiesta Purchaser, Inc., Term Loan B, (1-month USD CME Term SOFR + 2.75%) 6.418% 2/12/2031 <sup>(i)(j)</sup>  | 231 | 226 |
| TreeHouse Foods, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.25%) 7.923% 2/11/2033 <sup>(i)(j)</sup>  | 5953 | 5938 |
| United Natural Foods, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.75%) 8.418% 5/1/2031 <sup>(i)(j)</sup>  | 1173 | 1181 |
|  |  | 7345 |
| **Communication services 0.13%** |  |  |
| Connect Finco SARL, Term Loan B, (1-month USD CME Term SOFR + 4.50%) 8.168% 9/27/2029 <sup>(i)(j)</sup>  | 1092 | 1095 |
| Gray Television, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.25%) 8.918% 6/4/2029 <sup>(i)(j)</sup>  | 8 | 8 |
| Gray Television, Inc., Term Loan D, (3-month USD CME Term SOFR + 3.114%) 6.782% 12/1/2028 <sup>(i)(j)</sup>  | 3535 | 3539 |
| Versant Media Group, Inc., Term Loan B, (3-month USD CME Term SOFR + 1.75%) 5.45% 1/30/2031 <sup>(i)(j)</sup>  | 1080 | 1080 |
|  |  | 5722 |
| **Health care 0.13%** |  |  |
| Endo Finance Holdings, Inc., Term Loan B, (3-month USD CME Term SOFR + 3.75%) 7.418% 4/23/2031 <sup>(i)(j)</sup>  | 913 | 909 |
| Owens & Minor, Inc., Term Loan, (3-month USD CME Term SOFR + 3.85%) 7.518% 3/29/2029 <sup>(i)(j)</sup>  | 5264 | 4756 |
|  |  | 5665 |
| **Financials 0.13%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alera Group Intermediate Holdings, Inc., Term Loan, (3-month USD CME Term SOFR + 5.50%) 9.176% <br>5/30/2033 <sup>(i)(j)</sup>  | 2135 | 2067 |
| Aretec Group, Inc., Term Loan B-4, (1-month USD CME Term SOFR + 3.00%) 6.668% 8/9/2030 <sup>(i)(j)</sup>  | 499 | 493 |
| CRC Insurance Group, LLC, Term Loan, (3-month USD CME Term SOFR + 4.75%) 8.45% 5/6/2032 <sup>(i)(j)</sup>  | 810 | 805 |
| HUB International, Ltd., Term Loan, (3-month USD CME Term SOFR + 2.25%) 5.92% 6/20/2030 <sup>(i)(j)</sup>  | 41 | 41 |
| Osaic Holdings, Inc., Term Loan B1, (3-month USD CME Term SOFR + 2.50%) 6.20% 7/30/2032 <sup>(i)(j)</sup>  | 2264 | 2224 |
|  |  | 5630 |
| **Materials 0.05%** |  |  |
| Consolidated Energy Finance SA, Term Loan B, (3-month USD CME Term SOFR + 4.75%) 8.414% 11/15/2030 <sup>(i)(j)</sup>  | 2500 | 2407 |
| Venator Material, LLC, Term Loan, (USD Prime Rate + 4.00%) 7.00% PIK 7/16/2026 <sup>(c)(d)(i)(j)</sup>  | 9 | 3 |
| Venator Material, LLC, Term Loan, (3-month USD CME Term SOFR + 8.00%) 7.00% PIK 7/16/2026 <sup>(c)(d)(i)(j)</sup>  | 10 | 3 |
| Venator Material, LLC, Term Loan, (USD-SOFR + 10.00%) 7.00% PIK 10/12/2028 <sup>(c)(d)(f)(i)(j)</sup>  | 16 | 5 |
|  |  | 2418 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 29 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Loans (continued)**<br> **Consumer discretionary 0.03%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Aimbridge Acquisition Co., Inc., Term Loan, (1-month USD CME Term SOFR + 5.614%) 9.29% 3/11/2030 <sup>(c)(i)(j)</sup>  | USD204 | $204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aimbridge Acquisition Co., Inc., Term Loan, (1-month USD CME Term SOFR + 1.614%) 6.00% PIK and 5.282% <br> Cash 3/11/2030 <sup>(c)(d)(i)(j)</sup>  | 196 | 196 |
| Hertz Corp. (The), Term Loan B, (3-month USD CME Term SOFR + 3.614%) 7.282% 6/30/2028 <sup>(i)(j)</sup>  | 410 | 299 |
| Hertz Corp. (The), Term Loan C-EXIT, (1-month USD CME Term SOFR + 3.614%) 7.282% 6/30/2028 <sup>(i)(j)</sup>  | 81 | 59 |
| Voyager Parent, LLC, Term Loan B, (3-month USD CME Term SOFR + 4.25%) 7.95% 7/1/2032 <sup>(i)(j)</sup>  | 796 | 792 |
|  |  | 1550 |
| **Utilities 0.01%** |  |  |
| MI Windows and Doors, LLC, Term Loan B3, (3-month USD CME Term SOFR + 2.75%) 6.418% 3/28/2031 <sup>(i)(j)</sup>  | 232 | 214 |
| Talen Energy Supply, LLC, Term Loan B, (3-month USD CME Term SOFR + 2.50%) 6.153% 5/17/2030 <sup>(i)(j)</sup>  | 63 | 63 |
| Talen Energy Supply, LLC, Term Loan B, (3-month USD CME Term SOFR + 2.00%) 5.668% 11/25/2032 <sup>(i)(j)</sup>  | 330 | 331 |
|  |  | 608 |
| **Total loans** |  | 54008 |
| **U.S. Treasury bonds & notes 1.07%**<br> **U.S. Treasury 1.07%**<br>|  |  |
| U.S. Treasury 3.375% 11/30/2027 <sup>(k)</sup>  | 10000 | 9928 |
| U.S. Treasury 4.00% 5/31/2030 <sup>(k)</sup>  | 3602 | 3615 |
| U.S. Treasury 3.50% 11/30/2030 <sup>(k)</sup>  | 20000 | 19635 |
| U.S. Treasury 3.75% 11/30/2032 <sup>(k)</sup>  | 9500 | 9298 |
| U.S. Treasury 4.00% 11/15/2035 <sup>(k)</sup>  | 6000 | 5854 |
|  |  | 48330 |
| **Municipals 0.04%**<br> **Puerto Rico 0.03%**<br>|  |  |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2017 <sup>(f)</sup>  | 5 | 3 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 4.25% 7/1/2018 <sup>(f)</sup>  | 10 | 7 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 5.00% 7/1/2018 <sup>(f)</sup>  | 45 | 30 |
| Electric Power Auth., Power Rev. Bonds, Series 2003-NN, 5.50% 7/1/2020 <sup>(f)</sup>  | 5 | 3 |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2021 <sup>(f)</sup>  | 95 | 63 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-AAA, 5.25% 7/1/2021 <sup>(f)</sup>  | 135 | 90 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-DDD, 5.00% 7/1/2023 <sup>(f)</sup>  | 110 | 73 |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2023 <sup>(f)</sup>  | 10 | 7 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-CCC, 5.00% 7/1/2024 <sup>(f)</sup>  | 35 | 23 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-XX, 4.625% 7/1/2025 <sup>(f)</sup>  | 5 | 3 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-XX, 4.75% 7/1/2026 <sup>(f)</sup>  | 5 | 3 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 5.00% 7/1/2026 <sup>(f)</sup>  | 5 | 3 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-CCC, 5.25% 7/1/2026 <sup>(f)</sup>  | 10 | 7 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 5.25% 7/1/2026 <sup>(f)</sup>  | 195 | 130 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 4.75% 7/1/2027 <sup>(f)</sup>  | 30 | 20 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-CCC, 4.80% 7/1/2028 <sup>(f)</sup>  | 110 | 73 |
| Electric Power Auth., Power Rev. Bonds, Series 2008-WW, 5.00% 7/1/2028 <sup>(f)</sup>  | 30 | 20 |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2032 <sup>(f)</sup>  | 80 | 53 |
| Electric Power Auth., Power Rev. Bonds, Series 2013-A, 6.75% 7/1/2036 <sup>(f)</sup>  | 160 | 107 |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2037 <sup>(f)</sup>  | 30 | 20 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-XX, 5.25% 7/1/2040 <sup>(f)</sup>  | 175 | 116 |
| Electric Power Auth., Power Rev. Bonds, Series 2012-A, 5.00% 7/1/2042 <sup>(f)</sup>  | 45 | 30 |
| Electric Power Auth., Power Rev. Ref. Bonds, Series 2007-UU, AGI, 3.469% 7/1/2017 <sup>(f)</sup>  | 130 | 87 |
| Electric Power Auth., Power Rev. Ref. Bonds, Series 2010-DDD, 5.00% 7/1/2021 <sup>(f)</sup>  | 35 | 23 |
| Electric Power Auth., Power Rev. Ref. Bonds, Series 2010-DDD, 5.00% 7/1/2022 <sup>(f)</sup>  | 325 | 216 |
|  |  | 1210 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 30 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Municipals (continued)**<br> **California 0.01%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Rancho Mirage, Community Facs. Dist. No. 5 (Improvement Area No. 1), Special Tax Bonds, Series 2024-B, <br> 7.25% 9/1/2039  | USD430 | $437 |
| **Texas 0.00%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazoria County Industrial Dev. Corp., Solid Waste Disposal Facs. Rev. Bonds (Aleon Renewable Metals, LLC <br> Project), Series 2023, AMT, 12.00% 6/1/2043 <sup>(a)</sup>  | 187 | 9 |
| **Total municipals** |  | 1656 |
| **Total bonds, notes & other debt instruments** (cost: $4,396,907,000) |  | 4348607 |
| Common stocks 0.03%<br> **Consumer discretionary 0.03%**<br>| Shares |  |
| Aimbridge Topco, LLC <sup>(c)(g)</sup>  | 17246 | 1234 |
| **Information technology 0.00%** |  |  |
| Diebold Nixdorf, Inc. <sup>(g)</sup>  | 3082 | 232 |
| **Materials 0.00%** |  |  |
| Venator Materials PLC <sup>(c)(g)</sup>  | 90 | — <br><sup>(l)</sup><br>|
| **Total common stocks** (cost: $1,912,000) |  | 1466 |
| Convertible bonds & notes 0.12%<br> **Information technology 0.12%**<br>| Principal amount<br> (000)<br>|  |
| Strategy, Inc., convertible notes, 0% 12/1/2029  | USD6,400 | 5328 |
| **Total convertible bonds & notes** (cost: $5,708,000) |  | 5328 |
| Convertible stocks 0.11%<br> **Information technology 0.11%**<br>| Shares |  |
| Oracle Corp., Class D, cumulative convertible preferred shares, 6.50% 1/15/2029 <sup>(g)</sup> <br>| 112600 | 5068 |
| **Total convertible stocks** (cost: $5,630,000) |  | 5068 |
| Short-term securities 2.30%<br> **Money market investments 2.30%**<br>|  |  |
| Capital Group Central Cash Fund 3.71% <sup>(m)(n)</sup>  | 1035173 | 103507 |
| **Total short-term securities** (cost: $103,499,000) |  | 103507 |
| Options purchased (equity style) 0.00% |  |  |
| Options purchased (equity style)\* |  | 25 |
| **Total options purchased (equity style)** (cost: $69,000) |  | 25 |
| **Total investment securities 99.08%** (cost $4,513,725,000) |  | 4464001 |
| **Other assets less liabilities 0.92%** |  | 41429 |
| **Net assets 100.00%** |  | $4505430 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 31 of 37

------

**unaudited**

\*Options purchased (equity style)

------

**Options on futures** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/11/2026 | USD98.00 | USD495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $25 |

---

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 2 Year U.S. Treasury Note Futures | Long | 1115 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD231,302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1227)<br>|
| 5 Year U.S. Treasury Note Futures | Long | 3456 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3587)<br>|
| 10 Year Euro-Bund Futures | Short | 30 | 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4348)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
| 10 Year U.S. Treasury Note Futures | Short | 637 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70737)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1365 |
| 10 Year Ultra U.S. Treasury Note Futures | Short | 1241 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140873)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2909 |
| 30 Year U.S. Treasury Bond Futures | Long | 604 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2157)<br>|
| 30 Year Ultra U.S. Treasury Bond Futures | Short | 119 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13871)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2249)<br>|

---

Forward currency contracts

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased <br>(000) | Currency purchased <br>(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 15597 | EUR | 13328 | Citibank | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $183 |

---

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| 4.834% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD13,500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $142 |
| 4.0715% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
| 4.161% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| 3.256% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1170)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1170)<br>|
| 4.103% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706 |
| 4.692% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492 |
| 4.077% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1522 |
| 3.491% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1176)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1176)<br>|
| 4.0685% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 32 of 37

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Centrally cleared interest rate swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at<br> 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront<br> premium<br> paid<br> &nbsp;&nbsp;&nbsp;&nbsp;(received)<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment<br> frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment<br> frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at<br> 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront<br> premium<br> paid<br> &nbsp;&nbsp;&nbsp;&nbsp;(received)<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) |
| 4.6415% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/29/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1216 |
| 4.407% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.456% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1156 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.5065% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4026 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.5575% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2798 |
| 4.5965% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/2/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| 3.9515% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (166)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (166)<br>|
| 4.5595% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| 3.901% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236)<br>|
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.364% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1365 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.268% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.6455% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/21/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1295 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.6675% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/9/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 849 |
| 4.392% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/29/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.2845% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/2/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1694 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.5625% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/6/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $16611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $16611 |

---

**Credit default swaps**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate paid<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| iTraxx Europe S45 | &nbsp;&nbsp;&nbsp;&nbsp;1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | EUR42,640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(693)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(725)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $32 |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Financing <br>rate received<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount<sup>(o)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026<sup>(p)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 5.00% | Quarterly | CDX.NA.HY.S46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | USD362,925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $18008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $14669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3339 |
| 1.00% | Quarterly | CDX.NA.IG.S46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | 14274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $18258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $14904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3354 |

---

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value at <br>1/1/2026 <br>(000)<br>| Additions <br>(000)<br>| Reductions <br>(000)<br>| Net <br>realized <br>gain (loss) <br>(000)<br>| Net <br>unrealized <br>appreciation <br>(depreciation) <br>(000)<br>| Value at <br>3/31/2026 <br>(000)<br>| Dividend <br>or interest <br>income <br>(000)<br>|
| **Short-term securities 2.30%** | **Short-term securities 2.30%** | **Short-term securities 2.30%** | **Short-term securities 2.30%** | **Short-term securities 2.30%** | **Short-term securities 2.30%** | **Short-term securities 2.30%** | **Short-term securities 2.30%** |
| **Money market investments 2.30%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 3.71% <sup>(m)</sup> <br>| $97295 | &nbsp;&nbsp; $339749 | &nbsp;&nbsp; $333514 | &nbsp;&nbsp; $(9)<br>| &nbsp;&nbsp; $(14)<br>| &nbsp;&nbsp; $103507 | &nbsp;&nbsp; $1185 |

---

Capital Group U.S. Multi-Sector Income ETF — Page 33 of 37

------

**unaudited**

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition <br>date(s)<br>| Cost <br>(000)<br>| Value <br>(000)<br>| Percent <br>of net <br>assets<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NFE Brazil Financing, Ltd. 15.00% PIK or 15.00% Cash <br>8/30/2029 <sup>(c)(d)</sup> <br>| 2/17/2026 | $4788 | $4788 | 0.11% |
| Stillwater Mining Co. 4.00% 11/16/2026  | 2/9/2024 - 8/9/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp; 1011 | 0.03 |
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(d)</sup> <br>| 6/23/2023 - 9/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 451 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | 0.01 |
| Sasol Financing USA, LLC 8.75% 5/3/2029  | 4/15/2024 - 9/27/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | 0.01 |
|  |  | $6719 | $6809 | 0.16% |

---

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

<sup>(a)</sup> Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $2,350,565,000, which represented 52.17% of the net assets of the fund. 

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

<sup>(c)</sup> Value determined using significant unobservable inputs.

<sup>(d)</sup> Payment in kind; the issuer has the option of paying additional securities in lieu of cash. Payment methods and rates are as of the most recent payment when available. 

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

<sup>(f)</sup> Scheduled interest and/or principal payment was not received.

<sup>(g)</sup> Non-income producing.

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

<sup>(i)</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>(j)</sup> Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $54,008,000, which represented 1.20% of the net assets of the fund. 

<sup>(k)</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $42,593,000, which represented 0.95% of the net assets of the fund. 

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

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

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

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

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

Valuation disclosures

------

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

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

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

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

Capital Group U.S. Multi-Sector Income ETF — Page 34 of 37

------

**unaudited**

---

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

---

Securities with both fixed-income and equity characteristics, or equity securities traded principally among fixed-income dealers, are generally valued in the manner described for either equity or fixed-income securities, depending on which method is deemed most appropriate by the fund's investment adviser. The Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series ("Central Funds"), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF's portfolio securities. The underlying securities are valued based on the policies and procedures in CCF's statement of additional information. Exchange-traded options and futures are generally valued at the official closing price for options and official settlement price for futures on the exchange or market on which such instruments are traded, as of the close of business on the day such instruments are being valued. The average month-end notional amount of options on futures while held was $19,078,000. The average month-end notional amount of futures contracts while held was $817,472,000. Forward currency contracts are valued based on the spot and forward exchange rates obtained from a third-party pricing vendor. The average month-end notional amount of open forward currency contracts while held was $15,846,000. 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 $1,099,450,000 and $338,012,000, 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, restrictions on resale of the security, relevant financial or business developments of the issuer, actively traded similar or related securities, dealer or broker quotes, conversion or exchange rights on the security, related corporate actions, significant events occurring after the close of trading in the security, and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of the fund is determined. Fair valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.

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

Capital Group U.S. Multi-Sector Income ETF — Page 35 of 37

------

**unaudited**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds and notes  | $— | $3321236 | $5182 | $3326418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations  |  | 554046 |  | 554046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-backed obligations  |  | 364149 |  | 364149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Loans  |  | 53597 | 411 | 54008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury bonds & notes  |  | 48330 |  | 48330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipals  |  | 1656 |  | 1656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible bonds & notes  |  | 5328 |  | 5328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible stocks  | 5068 |  |  | 5068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common stocks  | 232 |  | 1234 | 1466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities  | 103507 |  |  | 103507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options purchased on futures (equity style)  | 25 |  |  | 25 |
| Total | $108832 | $4348342 | $6827 | $4464001 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | 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  | $4722 | $— | $— | $4722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on open forward currency contracts  |  | 183 |  | 183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps  |  | 19359 |  | 19359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared credit default swaps  |  | 3386 |  | 3386 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts  | (6971)<br>|  |  | (6971)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps  |  | (2748)<br>|  | (2748)<br>|
| Total | $(2249)<br>| $20180 | $— | $17931 |

---

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

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

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

---

| |
|:---|
| **Key to abbreviation(s)** |
| AGI = Assured Guaranty insured |
| AMT = Alternative Minimum Tax |
| Auth. = Authority |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| DAC = Designated Activity Company |
| Dev. = Development |
| Dist. = District |
| EUR = Euros |
| EURIBOR = Euro Interbank Offered Rate |

---

---

| |
|:---|
| Facs. = Facilities |
| ICE = Intercontinental Exchange, Inc. |
| PIK = Payment In Kind |
| Ref. = Refunding |
| Rev. = Revenue |
| SOFR = Secured Overnight Financing Rate |
| USD = U.S. dollars |
| UST = U.S. Treasury |

---

Capital Group U.S. Multi-Sector Income ETF — Page 36 of 37

------

**unaudited**

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

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

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

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

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

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Capital Group U.S. Multi-Sector Income ETF — Page 37 of 37

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

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

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

- **a. Name of Series:** Capital Group U.S. Multi-Sector Income ETF

- **b. EDGAR series identifier (if any):** S000077688

- **c. LEI of Series:** 549300AKWBSLXATYUD16

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $4541611580.17

**Total Liabilities:** $36137383.62

**Net Assets:** $4505474196.55

**Delayed Delivery Securities:** $24276094.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3436.98000000 | **1-Year:** -87433.88000000 | **5-Year:** -374647.35000000 | **10-Year:** -612978.60000000 | **30-Year:** -225044.01000000

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

- **3-Month:** -7446.42000000 | **1-Year:** -181731.11000000 | **5-Year:** -549242.91000000 | **10-Year:** -136482.44000000 | **30-Year:** -7352.72000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238176 | 0.44%                | 0.56%                | -1.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-208529.85              | $-2386043.76                               |
| Month 2  | $2910439.97              | $8557411.77                                |
| Month 3  | $2589111.70              | $-83709484.18                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHD Trust                                              | ACHD Trust 2025-DS1                                                                                                          | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775261 | PA      | $776544.89    | 0.02%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                                                                      | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126950.89    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares LXII CLO Ltd                                                                                                            | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4710000 | PA      | $4708035.93   | 0.10%             | 2034-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    675000 | PA      | $442952.44    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    240000 | PA      | $156205.66    | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                   | AAR Escrow Issuer LLC                                                                                                        | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $202680.90    | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust             | AASET 2025-1                                                                                                                 | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728843 | PA      | $734661.22    | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust             | AASET 2025-1                                                                                                                 | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347431 | PA      | $350208.48    | 0.01%             | 2050-02-16      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                     | Abbott Laboratories                                                                                                          | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    815000 | PA      | $797841.66    | 0.02%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                     | Abbott Laboratories                                                                                                          | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5189578.69   | 0.12%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                   | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762151.61    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  12439000 | PA      | $12629021.90  | 0.28%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341335.17    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1464903.81   | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                   | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3091734.32   | 0.07%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                   | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $2369456.52   | 0.05%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                                                                  | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139266.67    | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                                                              | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2559000 | PA      | $2440219.41   | 0.05%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                                                              | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $339407.06    | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                       | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |  10836000 | PA      | $9957962.17   | 0.22%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                       | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   9061000 | PA      | $7824935.53   | 0.17%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   7480000 | PA      | $7582214.20   | 0.17%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                                                                        | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104981.76    | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                           | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    476000 | PA      | $477134.55    | 0.01%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                                                                | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    685000 | PA      | $668300.25    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                           | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2271963.32   | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                           | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   8996000 | PA      | $8888203.18   | 0.20%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                            | Aimbridge Acquisition Co Inc 2025 First Out Term Loan                                                                        | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    204181 | PA      | $204181.46    | 0.00%             | 2030-03-11      | Floating      | 9.29%                 | No            |                  3 | On Loan: No      |
| Aimbridge Acquisition Co Inc                            | Aimbridge Acquisition Co Inc 2025 1st Lien Second Out Term Loan                                                              | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    195810 | PA      | $195810.05    | 0.00%             | 2030-03-11      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| ALA Trust                                               | ALA Trust 2025-OANA                                                                                                          | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7426000 | PA      | $7458493.21   | 0.17%             | 2040-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262476.53    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |  10570000 | PA      | $10463475.54  | 0.23%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $7802484.53   | 0.17%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                      | Albertsons Cos Inc                                                                                                           | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985331.10    | 0.02%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                         | Alera Group Inc 2025 2nd Lien Term Loan                                                                                      | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   2135000 | PA      | $2067390.96   | 0.05%             | 2033-05-30      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                                      | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1216510.06   | 0.03%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                                      | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    349000 | PA      | $362141.25    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                 | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1639270.22   | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $884869.91    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5218000 | PA      | $5052872.22   | 0.11%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6255936.83   | 0.14%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $417858.98    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4701000 | PA      | $4661987.34   | 0.10%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                  | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $614217.59    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                  | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8198000 | PA      | $8316477.50   | 0.18%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                 | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1219000 | PA      | $1191755.91   | 0.03%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                                                                     | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313240.54    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                                        | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $792849.96    | 0.02%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                 | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1343730.16   | 0.03%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3522000 | PA      | $3481044.21   | 0.08%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1313820.27   | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                 | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2849000 | PA      | $2837900.58   | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                             | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   6339736 | PA      | $6012567.52   | 0.13%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                             | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   5429326 | PA      | $5149354.50   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                               | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1705499.43   | 0.04%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                               | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3379284.21   | 0.08%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                               | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $717004.42    | 0.02%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                               | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330949.19    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                               | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2796379.98   | 0.06%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                               | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4084000 | PA      | $4083601.73   | 0.09%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                             | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    590000 | PA      | $111067.50    | 0.00%             | 2031-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                             | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    925000 | PA      | $142218.75    | 0.00%             | 2033-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                         | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4780055.48   | 0.11%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2022-4                                                                          | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6480000 | PA      | $6558255.07   | 0.15%             | 2030-01-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2023-4                                                                          | CUSIP: 02530CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8071000 | PA      | $8485951.09   | 0.19%             | 2031-08-12      | Fixed         | 9.79%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2023-3                                                                          | CUSIP: 02530EAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8071000 | PA      | $8413505.80   | 0.19%             | 2031-10-14      | Fixed         | 9.54%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2023-1                                                                          | CUSIP: 02530UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3225000 | PA      | $3318934.58   | 0.07%             | 2029-12-12      | Fixed         | 9.79%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2024-1                                                                          | CUSIP: 02531AAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5980000 | PA      | $6155513.00   | 0.14%             | 2031-11-12      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2024-2                                                                          | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3889000 | PA      | $4003003.70   | 0.09%             | 2031-11-12      | Fixed         | 7.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                          | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2459744.92   | 0.05%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                          | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3464505.07   | 0.08%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                    | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   9558000 | PA      | $9228888.43   | 0.20%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                    | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  12373000 | PA      | $12701780.43  | 0.28%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6084000 | PA      | $5896601.54   | 0.13%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                    | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1203276.56   | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                    | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    890000 | PA      | $878025.96    | 0.02%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                    | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7723000 | PA      | $7591026.13   | 0.17%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                | Amneal Pharmaceuticals LLC                                                                                                   | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    615000 | PA      | $633879.27    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   5707000 | PA      | $5471633.62   | 0.12%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                             | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    950000 | PA      | $956095.20    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                                                                | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1033896.63   | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                                                                | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $7836289.27   | 0.17%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                                                                | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    183000 | PA      | $171990.65    | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                                 | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   5875000 | PA      | $6253737.75   | 0.14%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                           | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    880000 | PA      | $890364.75    | 0.02%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                   | Antero Resources Corp                                                                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $4738234.12   | 0.11%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                          | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8484000 | PA      | $8314706.36   | 0.18%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                          | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1998250.23   | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                 | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1350959.37   | 0.03%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                                                                        | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5501000 | PA      | $5620100.45   | 0.12%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                | APA Corp                                                                                                                     | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1018133.05   | 0.02%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                                                                    | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6345373.91   | 0.14%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                    | APLD ComputeCo 2 LLC                                                                                                         | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3342586.07   | 0.07%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                         | APL Finance 2023-1 DAC                                                                                                       | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |    654534 | PA      | $654730.09    | 0.01%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | Aramark Services Inc                                                                                                         | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1312942.36   | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                | Archrock Services LP / Archrock Partners Finance Corp                                                                        | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $312104.54    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1600000 | PA      | $1619931.20   | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                                                                   | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   8226000 | PA      | $8067710.95   | 0.18%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust            | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                          | CUSIP: 039962AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $746035.95    | 0.02%             | 2032-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc 2025 Repriced Term Loan                                                                                     | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    498750 | PA      | $492931.08    | 0.01%             | 2030-08-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5600414.79   | 0.12%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                             | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |   7583000 | PA      | $7517301.27   | 0.17%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares LXV CLO Ltd                                                                                                             | CUSIP: 04019FAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3636000 | PA      | $3609388.12   | 0.08%             | 2034-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                                                                   | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |  14775000 | PA      | $14161097.72  | 0.31%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                             | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425365.88    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $5044784.49   | 0.11%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                        | Ascension Health                                                                                                             | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1481834.37   | 0.03%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                       | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5537889.81   | 0.12%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                       | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    460000 | PA      | $466936.80    | 0.01%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                       | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1592907.08   | 0.04%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC/ Asurion Co-Issuer Inc                                                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1700251.74   | 0.04%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                                                                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   7829000 | PA      | $7550309.13   | 0.17%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2024-ATRM                                                                                       | CUSIP: 04963XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6887000 | PA      | $7033550.54   | 0.16%             | 2029-11-10      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                                                               | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7940000 | PA      | $8107591.33   | 0.18%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                          | Avant Credit Card Master Trust                                                                                               | CUSIP: 05351KAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5017913.00   | 0.11%             | 2029-05-15      | Fixed         | 8.98%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                          | Avant Credit Card Master Trust                                                                                               | CUSIP: 05351KAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4813729.80   | 0.11%             | 2029-05-15      | Fixed         | 13.41%                | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                                                                          | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    941000 | PA      | $883531.34    | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262034.24    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                         | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $746777.77    | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                         | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1513446.97   | 0.03%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                         | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1751692.80   | 0.04%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                     | CUSIP: 05377RFF6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  10353000 | PA      | $10375196.83  | 0.23%             | 2028-08-21      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                     | CUSIP: 05377RFW9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     92167 | PA      | $92291.03     | 0.00%             | 2027-04-20      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                     | CUSIP: 05377RGW8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $189356.67    | 0.00%             | 2028-02-22      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                     | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    578000 | PA      | $586913.51    | 0.01%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                     | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    997000 | PA      | $1013370.64   | 0.02%             | 2029-12-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                     | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1541000 | PA      | $1560612.69   | 0.03%             | 2030-02-20      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                     | CUSIP: 05377RKA1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3962000 | PA      | $3976549.06   | 0.09%             | 2030-06-20      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV                                                       | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    625000 | PA      | $621146.38    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                | Axalta Coating Systems Dutch Holding B BV                                                                                    | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    834000 | PA      | $873170.76    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2022-C18                                                                                                | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1008000 | PA      | $995964.88    | 0.02%             | 2055-12-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                             | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $5180661.32   | 0.11%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   7436000 | PA      | $8224683.20   | 0.18%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    630000 | PA      | $616843.41    | 0.01%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                                | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    990000 | PA      | $954845.62    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                                | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   9578000 | PA      | $9443488.48   | 0.21%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE Systems PLC                                                                                                              | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1024579.98   | 0.02%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3909000 | PA      | $4133184.94   | 0.09%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8602000 | PA      | $8849965.12   | 0.20%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    261000 | PA      | $264254.35    | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                                 | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     36000 | PA      | $36086.91     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                                 | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   6566000 | PA      | $6707771.23   | 0.15%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                                 | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    334000 | PA      | $334444.53    | 0.01%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2018-TALL Mortgage Trust                                                                                               | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1518596.80   | 0.03%             | 2037-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2022-C15                                                                                                | CUSIP: 05552FBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5684000 | PA      | $4743666.32   | 0.11%             | 2055-04-15      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2023-C19                                                                                                | CUSIP: 05553RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $153263.03    | 0.00%             | 2056-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-5C27                                                                                               | CUSIP: 05555FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2530000 | PA      | $2628045.34   | 0.06%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                      | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8224000 | PA      | $8612754.89   | 0.19%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                      | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7405000 | PA      | $7222745.84   | 0.16%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2809000 | PA      | $2805226.95   | 0.06%             | 2041-06-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-C9 Mortgage Trust                                                                                                   | CUSIP: 05593MAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1897000 | PA      | $1967803.25   | 0.04%             | 2057-07-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C6 Mortgage Trust                                                                                                  | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641000 | PA      | $1668300.00   | 0.04%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C5 Mortgage Trust                                                                                                  | CUSIP: 05593RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2268000 | PA      | $2337733.74   | 0.05%             | 2057-02-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO MORTGAGE TRUST                                                                                                           | CUSIP: 05593RAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2836042 | PA      | $2891053.27   | 0.06%             | 2057-02-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-FNX                                                                                                            | CUSIP: 05593TAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5881563 | PA      | $5891436.25   | 0.13%             | 2041-11-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-5C1 Mortgage Trust                                                                                                  | CUSIP: 055986AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1052000 | PA      | $1083400.52   | 0.02%             | 2056-08-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-5C1 Mortgage Trust                                                                                                  | CUSIP: 055986AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403000 | PA      | $410968.92    | 0.01%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV2                                                                                       | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $466609.55    | 0.01%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV3                                                                                       | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494572 | PA      | $466425.66    | 0.01%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV4                                                                                       | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $463654.85    | 0.01%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-AHP                                                                                        | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756631 | PA      | $756720.43    | 0.02%             | 2039-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                                       | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2662943 | PA      | $2666609.73   | 0.06%             | 2034-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                                       | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738281 | PA      | $739555.40    | 0.02%             | 2034-05-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-AIR2                                                                                       | CUSIP: 05613QAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2824786 | PA      | $2830835.38   | 0.06%             | 2041-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2026-VLT9                                                                                       | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5982623.40   | 0.13%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2026-VLT9                                                                                       | CUSIP: 05618UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14768000 | PA      | $14693169.07  | 0.33%             | 2045-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2026-VLT9                                                                                       | CUSIP: 05618UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6529000 | PA      | $6498256.24   | 0.14%             | 2045-03-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VOLT                                                                                                           | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8725000 | PA      | $8713627.84   | 0.19%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VOLT                                                                                                           | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11990000 | PA      | $11927479.34  | 0.26%             | 2044-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VOLT                                                                                                           | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    821000 | PA      | $817436.04    | 0.02%             | 2044-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                     | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2398000 | PA      | $2403439.38   | 0.05%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                     | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1453000 | PA      | $1454950.07   | 0.03%             | 2042-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                     | CUSIP: 05619RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $984739.57    | 0.02%             | 2042-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                     | CUSIP: 05619RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331000 | PA      | $330406.52    | 0.01%             | 2042-12-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                                                                      | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444322 | PA      | $1443306.83   | 0.03%             | 2041-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                    | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   7901000 | PA      | $7913080.63   | 0.18%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2469243.15   | 0.05%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  28150000 | PA      | $27786814.05  | 0.62%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113318.01    | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110384.40    | 0.00%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    775000 | PA      | $689790.54    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230897.23    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3597034.64   | 0.08%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3832000 | PA      | $3909816.31   | 0.09%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR2                                                                                                              | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267000 | PA      | $279078.28    | 0.01%             | 2056-07-15      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR4                                                                                                              | CUSIP: 06211FBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    598000 | PA      | $632417.71    | 0.01%             | 2056-12-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2025-5YR17                                                                                                             | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1996000 | PA      | $2043461.89   | 0.05%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                                                             | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1996379.08   | 0.04%             | 2027-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                             | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1255191.74   | 0.03%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK18                                                                                                              | CUSIP: 065402BH1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $420483.70    | 0.01%             | 2062-05-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                                                              | CUSIP: 06540KAW9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    556000 | PA      | $554531.21    | 0.01%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                                                              | CUSIP: 06540KBB4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $478801.40    | 0.01%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK45                                                                                                              | CUSIP: 06541BBX5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $388481.51    | 0.01%             | 2056-02-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK46                                                                                                              | CUSIP: 06541DBT0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    380113 | PA      | $399227.29    | 0.01%             | 2056-08-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2025-5YR14                                                                                                             | CUSIP: 06604MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1747000 | PA      | $1810062.86   | 0.04%             | 2058-04-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2025-5YR14                                                                                                             | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779000 | PA      | $792269.33    | 0.02%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR1                                                                                                              | CUSIP: 06644EBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399936 | PA      | $408279.22    | 0.01%             | 2056-04-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                         | BANK5 2024-5YR9                                                                                                              | CUSIP: 06644VBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3265000 | PA      | $3369983.46   | 0.07%             | 2057-08-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR11                                                                                                             | CUSIP: 06644WBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1972000 | PA      | $2023331.55   | 0.04%             | 2057-11-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR11                                                                                                             | CUSIP: 06644WBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628545 | PA      | $630924.99    | 0.01%             | 2057-11-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR12                                                                                                             | CUSIP: 06644XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3644000 | PA      | $3741686.89   | 0.08%             | 2057-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR12                                                                                                             | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1961000 | PA      | $1988109.06   | 0.04%             | 2057-12-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                  | Banque Federative du Credit Mutuel SA                                                                                        | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5366000 | PA      | $5252617.17   | 0.12%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XII Ltd                                                                                                        | CUSIP: 07133RBC8<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   6944000 | PA      | $6853269.70   | 0.15%             | 2031-05-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                        | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $527435.40    | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                        | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $173850.00    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                     | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $845072.27    | 0.02%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                     | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  11964000 | PA      | $11690216.90  | 0.26%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C33                                                                                               | CUSIP: 072924AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3571000 | PA      | $3712394.82   | 0.08%             | 2058-03-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C24                                                                                                | CUSIP: 07336VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $203623.25    | 0.00%             | 2057-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C28                                                                                                | CUSIP: 07336WBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2670000 | PA      | $2716223.57   | 0.06%             | 2057-09-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C34                                                                                               | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182000 | PA      | $1236984.39   | 0.03%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B24 Mortgage Trust                                                                                            | CUSIP: 08163CBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $747889.25    | 0.02%             | 2054-03-15      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V10 Mortgage Trust                                                                                            | CUSIP: 08163UAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3036084.30   | 0.07%             | 2057-09-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                                                             | CUSIP: 08163VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511517.80    | 0.01%             | 2056-07-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-B40 Mortgage Trust                                                                                            | CUSIP: 08163WAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893000 | PA      | $933493.09    | 0.02%             | 2056-12-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V5 Mortgage Trust                                                                                             | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403000 | PA      | $418187.86    | 0.01%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V5 Mortgage Trust                                                                                             | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101000 | PA      | $103315.98    | 0.00%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V7 Mortgage Trust                                                                                             | CUSIP: 08163YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1074000 | PA      | $1118841.86   | 0.02%             | 2056-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V15 Mortgage Trust                                                                                            | CUSIP: 08164CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1854000 | PA      | $1929071.24   | 0.04%             | 2058-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V18 Mortgage Trust                                                                                            | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3853676.93   | 0.09%             | 2058-10-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                        | Benchmark 2024-V8 Mortgage Trust                                                                                             | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1897000 | PA      | $1990947.41   | 0.04%             | 2057-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V12 Mortgage Trust                                                                                            | CUSIP: 081915AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5093311.00   | 0.11%             | 2057-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-B38 Mortgage Trust                                                                                            | CUSIP: 081916AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226000 | PA      | $232763.77    | 0.01%             | 2056-04-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V9 Mortgage Trust                                                                                             | CUSIP: 081919AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1343246.71   | 0.03%             | 2057-08-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-5MW                                                                                      | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9148000 | PA      | $9085239.23   | 0.20%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-5MW                                                                                      | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $802060.14    | 0.02%             | 2042-10-10      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                 | BioMarin Pharmaceutical Inc                                                                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $5118433.49   | 0.11%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                 | Black Pearl Compute LLC                                                                                                      | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4947473.19   | 0.11%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                   | BlackRock Funding Inc                                                                                                        | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1644903.59   | 0.04%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                           | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $625343.13    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                            | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                                      | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139000 | PA      | $140914.14    | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C3 Mortgage Trust                                                                                                  | CUSIP: 09660QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $149389.22    | 0.00%             | 2057-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C3 Mortgage Trust                                                                                                  | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $202366.59    | 0.00%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C3 Mortgage Trust                                                                                                  | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $90335.68     | 0.00%             | 2057-02-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C4 Mortgage Trust                                                                                                  | CUSIP: 09660SAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853861 | PA      | $876026.98    | 0.02%             | 2057-05-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-C10 Mortgage Trust                                                                                                  | CUSIP: 096920AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771000 | PA      | $778242.47    | 0.02%             | 2057-11-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    730000 | PA      | $731490.31    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1373622.89   | 0.03%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2348945.14   | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2732946.57   | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3304000 | PA      | $3600565.98   | 0.08%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4121000 | PA      | $4539180.25   | 0.10%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                                                              | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4432195 | PA      | $4548789.27   | 0.10%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                                                              | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    663641 | PA      | $674185.76    | 0.01%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                         | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3422000 | PA      | $2937943.49   | 0.07%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                         | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   5358000 | PA      | $4338273.21   | 0.10%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                         | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1984000 | PA      | $2079960.64   | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                         | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |  10112000 | PA      | $10060773.01  | 0.22%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                                                             | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1009961.36   | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                                                                | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $980206.31    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                               | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   3725000 | PA      | $1731566.25   | 0.04%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                               | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   2468000 | PA      | $1172300.00   | 0.03%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                               | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   6100000 | PA      | $2840404.00   | 0.06%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp             | BRAZORIA CNTY TX INDL DEV CORP SOLID WST DISP FACS REVENUE                                                                   | CUSIP: 10604PAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    187474 | PA      | $9373.69      | 0.00%             | 2043-06-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                      | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    427000 | PA      | $437912.36    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   7401000 | PA      | $7131404.29   | 0.16%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3891000 | PA      | $3776532.85   | 0.08%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                 | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1731009.55   | 0.04%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    739000 | PA      | $732874.01    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    885000 | PA      | $871993.38    | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6177000 | PA      | $6227397.09   | 0.14%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                 | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    116000 | PA      | $101457.72    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                 | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4144000 | PA      | $3733538.00   | 0.08%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                             | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    504000 | PA      | $503793.21    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                            | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524651.92    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                            | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4193000 | PA      | $4187801.64   | 0.09%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                            | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   5707000 | PA      | $5702474.63   | 0.13%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                            | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2591105.84   | 0.06%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX 2025-BIO3 Mortgage Trust                                                                                                  | CUSIP: 123911AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385000 | PA      | $1395304.12   | 0.03%             | 2042-02-10      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX 2025-BIO3 Mortgage Trust                                                                                                  | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7679000 | PA      | $7690359.54   | 0.17%             | 2042-02-10      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                                                                           | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10420000 | PA      | $10392242.16  | 0.23%             | 2044-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                                                                           | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4325000 | PA      | $4307995.83   | 0.10%             | 2044-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                                                                           | CUSIP: 123913AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997000 | PA      | $3975104.43   | 0.09%             | 2044-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-AIRC                                                                                       | CUSIP: 12433CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3469005 | PA      | $3476797.44   | 0.08%             | 2041-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA2                                                                                       | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2295267 | PA      | $2299568.04   | 0.05%             | 2041-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA2                                                                                       | CUSIP: 12433DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333291 | PA      | $333551.71    | 0.01%             | 2041-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA2                                                                                       | CUSIP: 12433DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1992155 | PA      | $1993547.37   | 0.04%             | 2041-11-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                             | CUSIP: 12433GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5520000 | PA      | $5527508.86   | 0.12%             | 2042-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT6                                                                                                           | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5373000 | PA      | $5330608.64   | 0.12%             | 2042-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT6                                                                                                           | CUSIP: 12433KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3282000 | PA      | $3253073.11   | 0.07%             | 2042-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1355612.12   | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $317134.39    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $770711.49    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13687000 | PA      | $11925941.61  | 0.26%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1622946.59   | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9063000 | PA      | $7761767.09   | 0.17%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $927586.05    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4993652.77   | 0.11%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7925000 | PA      | $7899177.73   | 0.18%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                   | CCG Receivables Trust 2025-1                                                                                                 | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160187.47    | 0.00%             | 2032-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited                          | CFG Investments Ltd                                                                                                          | CUSIP: 12528GAM4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |   4839000 | PA      | $4889007.68   | 0.11%             | 2036-03-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited                          | CFG Investments Ltd                                                                                                          | CUSIP: 12528GAN2<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |    477000 | PA      | $485684.36    | 0.01%             | 2036-03-25      | Fixed         | 9.16%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited                          | CFG Investments Ltd                                                                                                          | CUSIP: 12528GAP7<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $414089.76    | 0.01%             | 2036-03-25      | Fixed         | 12.72%                | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2023-H12 LLC                                                                                                            | CUSIP: 12530QAB2<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $222556.70    | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565873.40    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    896000 | PA      | $962403.46    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                                                              | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4134000 | PA      | $4140897.58   | 0.09%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                                                              | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4651000 | PA      | $4661780.41   | 0.10%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                             | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    650000 | PA      | $564521.17    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2025-C                                                                                            | CUSIP: 12634SAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1852000 | PA      | $1817809.67   | 0.04%             | 2033-02-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                | CSX Corp                                                                                                                     | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $129773.75    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                           | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   6141000 | PA      | $6313777.04   | 0.14%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   6120000 | PA      | $6310215.72   | 0.14%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                           | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1798112.28   | 0.04%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-D                                                                                            | CUSIP: 12663UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3251690.40   | 0.07%             | 2030-06-17      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                              | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    671000 | PA      | $637155.75    | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738913.65    | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                              | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8879000 | PA      | $8622084.98   | 0.19%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                              | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1082307.19   | 0.02%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11884000 | PA      | $11934488.10  | 0.26%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5703000 | PA      | $5653669.73   | 0.13%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                              | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466685.72   | 0.03%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   7720000 | PA      | $7429187.60   | 0.16%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    642000 | PA      | $650240.07    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   7634000 | PA      | $7551232.94   | 0.17%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                 | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $513675.56    | 0.01%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                   | Canadian National Railway Co                                                                                                 | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $362532.87    | 0.01%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                                                                  | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2823000 | PA      | $2875356.52   | 0.06%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                   | Canpack SA / Canpack US LLC                                                                                                  | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1420000 | PA      | $1334205.16   | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2023-1 Ltd                                                                                                | CUSIP: 138927AU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1974392.00   | 0.04%             | 2038-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                         | Capital Group Central Cash Fund                                                                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |   1110587 | NS      | $111047642.73 | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1848426.26   | 0.04%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $2566226.26   | 0.06%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6574000 | PA      | $6796753.81   | 0.15%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9278000 | PA      | $9095312.28   | 0.20%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                    | Capstone Copper Corp                                                                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $745758.00    | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance                              | Capteris Equipment Finance 2026-1 LLC                                                                                        | CUSIP: 14077FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4945000 | PA      | $4942018.66   | 0.11%             | 2033-09-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                   | Carlyle Group Inc/The                                                                                                        | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241446.49    | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    575000 | PA      | $596781.76    | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  10986000 | PA      | $11101682.58  | 0.25%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  10236000 | PA      | $10322770.57  | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4600000 | PA      | $4604254.08   | 0.10%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3765000 | PA      | $3739422.85   | 0.08%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | Carpenter Technology Corp                                                                                                    | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307532.08    | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | Cascade Funding Mortgage Trust 2024-RM5                                                                                      | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |   1960718 | PA      | $1916289.89   | 0.04%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                | Castlelake Aircraft Structured Trust 2025-3                                                                                  | CUSIP: 14855YAA0<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   3957134 | PA      | $3913053.03   | 0.09%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                | Castlelake Aircraft Structured Trust 2025-1                                                                                  | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1165607 | PA      | $1175353.00   | 0.03%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8632000 | PA      | $9017712.29   | 0.20%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    181000 | PA      | $188336.90    | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  10554000 | PA      | $11268305.27  | 0.25%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8272000 | PA      | $8447101.70   | 0.19%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1618405.43   | 0.04%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3855462.64   | 0.09%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                                                            | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   1315000 | PA      | $1307279.48   | 0.03%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  13519000 | PA      | $11352488.59  | 0.25%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $4806886.31   | 0.11%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                                                                      | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264150.03    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                                                                      | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    925000 | PA      | $906232.19    | 0.02%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                 | Central Garden & Pet Co                                                                                                      | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   9070000 | PA      | $8458838.00   | 0.19%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                           | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    545000 | PA      | $534901.86    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                           | CUSIP: 15723AAC5<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    637000 | PA      | $622372.44    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                           | CUSIP: 15723AAD3<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    971000 | PA      | $940173.37    | 0.02%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7415000 | PA      | $7534876.23   | 0.17%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2690000 | PA      | $1990216.68   | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14685000 | PA      | $9097542.68   | 0.20%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2320000 | PA      | $1478339.10   | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3316147.24   | 0.07%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12105000 | PA      | $9502241.25   | 0.21%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1283757.35   | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3777000 | PA      | $3612234.68   | 0.08%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                                                                       | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   8883000 | PA      | $8935908.21   | 0.20%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                                                                       | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   3991000 | PA      | $3931280.31   | 0.09%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                                | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $246382.58    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                                | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1129000 | PA      | $1124300.20   | 0.02%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    338000 | PA      | $335180.51    | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                                                                         | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    555000 | PA      | $573464.30    | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9593000 | PA      | $9625626.75   | 0.21%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2020-GC46                                                                                | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $123268.80    | 0.00%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                 | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2596925.03   | 0.06%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                 | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   6298000 | PA      | $6586523.98   | 0.15%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   5718000 | PA      | $6036383.96   | 0.13%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                 | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    190000 | PA      | $210021.44    | 0.00%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $321156.21    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45732.18     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                            | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1088452.85   | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1434748.61   | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125599.38    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1310387.81   | 0.03%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290640.69    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   6988000 | PA      | $6992092.03   | 0.16%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4831809.54   | 0.11%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7512828.31   | 0.17%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   9605000 | PA      | $9392898.93   | 0.21%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  10543000 | PA      | $10180622.33  | 0.23%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   6072000 | PA      | $5763754.37   | 0.13%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2652139.51   | 0.06%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                        | Coca-Cola Co/The                                                                                                             | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    451000 | PA      | $427384.08    | 0.01%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                          | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   5652000 | PA      | $5295180.76   | 0.12%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                          | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  16387000 | PA      | $13866380.83  | 0.31%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    830000 | PA      | $831436.73    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                  | Columbus McKinnon Corp/NY                                                                                                    | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    545000 | PA      | $545258.88    | 0.01%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                 | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3018000 | PA      | $2783332.39   | 0.06%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                             | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2040000 | PA      | $2035642.15   | 0.05%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                            | Commercial Equipment Finance 2025-1 LLC                                                                                      | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3014914 | PA      | $3018120.06   | 0.07%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    725000 | PA      | $718055.59    | 0.02%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                       | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  14097100 | PA      | $13125791.48  | 0.29%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                       | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   5520788 | PA      | $4803676.84   | 0.11%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                       | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2078389.69   | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   5187000 | PA      | $5025473.19   | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                                                                         | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2884000 | PA      | $2863383.15   | 0.06%             | 2041-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                                                                    | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  16636000 | PA      | $17497578.44  | 0.39%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                     | CUSIP: 20754CAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   4700000 | PA      | $4765761.46   | 0.11%             | 2040-01-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                     | CUSIP: 20754QAB4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $296856.74    | 0.01%             | 2043-05-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                               | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   8158000 | PA      | $8045827.50   | 0.18%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1005932.66   | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                                     | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3242718.35   | 0.07%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                     | Consumers Energy Co                                                                                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4465290.85   | 0.10%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                                                                      | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                           | CoreLogic Inc                                                                                                                | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   6956000 | PA      | $6536753.53   | 0.15%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                         | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1022059.42   | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                         | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10398000 | PA      | $10071926.00  | 0.22%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2260861.02   | 0.05%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5123723.51   | 0.11%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-C                                                                                            | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1161675.68   | 0.03%             | 2032-03-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2026-A                                                                                            | CUSIP: 22410MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4318000 | PA      | $4212740.55   | 0.09%             | 2033-08-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-A                                                                                            | CUSIP: 22411CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $725934.86    | 0.02%             | 2031-08-15      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2023-3                                                                                     | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $119230.36    | 0.00%             | 2033-10-17      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2023-3                                                                                     | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136000 | PA      | $139328.16    | 0.00%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2025-2                                                                                     | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751000 | PA      | $1763102.91   | 0.04%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                 | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1404000 | PA      | $1288032.06   | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                 | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2725000 | PA      | $2898083.58   | 0.06%             | 2034-09-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                                                                       | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457909 | PA      | $463738.05    | 0.01%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                              | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    595000 | PA      | $588048.88    | 0.01%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                              | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    785000 | PA      | $763916.49    | 0.02%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                         | DTE Electric Co                                                                                                              | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    725000 | PA      | $711717.10    | 0.02%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                                                             | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $723190.91    | 0.02%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                                                                      | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3023379.00   | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DATA 2023-CNTR Mortgage Trust                           | DATA 2023-CNTR Mortgage Trust                                                                                                | CUSIP: 238021AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664000 | PA      | $604364.17    | 0.01%             | 2043-08-12      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1443150.30   | 0.03%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   9455000 | PA      | $9694228.24   | 0.22%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   6665000 | PA      | $6785756.47   | 0.15%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Commercial Mortgage Trust 2023-DC                                                                                         | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1546000 | PA      | $1559244.74   | 0.03%             | 2040-09-12      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                 | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1260181.31   | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1753172.62   | 0.04%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                       | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    313000 | PA      | $319632.12    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4942000 | PA      | $4677005.22   | 0.10%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1146879.88   | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                                     | Diebold Nixdorf Inc                                                                                                          | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      3082 | NS      | $232506.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                          | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   9720000 | PA      | $10131525.36  | 0.22%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2522892.47   | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4406627.25   | 0.10%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                        | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10920000 | PA      | $10909356.28  | 0.24%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1686725.40   | 0.04%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    618000 | PA      | $479532.95    | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    407000 | PA      | $262026.23    | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1149704.76   | 0.03%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976011.62    | 0.02%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $5065684.59   | 0.11%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1768633.52   | 0.04%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    367000 | PA      | $332640.94    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1729175.58   | 0.04%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                          | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3592417.45   | 0.08%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                      | FORESEA Holding SA                                                                                                           | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |   1775000 | PA      | $1744269.60   | 0.04%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                             | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    329000 | PA      | $323983.64    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                                                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257869.83    | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                      | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95591.06     | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                      | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    665000 | PA      | $653008.89    | 0.01%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                         | Durst Commercial Mortgage Trust 2025-151                                                                                     | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4374000 | PA      | $4418987.46   | 0.10%             | 2042-08-10      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                           | CUSIP: 26860XAL5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    669000 | PA      | $669696.03    | 0.01%             | 2039-06-10      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                           | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    744000 | PA      | $744859.02    | 0.02%             | 2039-06-10      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                                                                                            | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205664.62    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                                                                                            | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508870.01    | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                     | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3356000 | PA      | $3339842.61   | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $182812.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                              | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162228.86    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                              | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1205312.12   | 0.03%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                                                                   | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2992000 | PA      | $2951850.44   | 0.07%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   5024000 | PA      | $4962094.93   | 0.11%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   9490048 | PA      | $9594514.45   | 0.21%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   7963464 | PA      | $8607435.65   | 0.19%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                 | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1835000 | PA      | $1932974.61   | 0.04%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1865000 | PA      | $1892474.49   | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1550000 | PA      | $1566576.46   | 0.03%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                         | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    575000 | PA      | $565439.30    | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                         | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1425051.74   | 0.03%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                         | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756236.76    | 0.02%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                         | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2870190.40   | 0.06%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                         | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1257100.12   | 0.03%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                         | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6483720.80   | 0.14%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                     | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2275000 | PA      | $2635123.40   | 0.06%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | Element Solutions Inc                                                                                                        | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1685509.24   | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                   | Ellucian Holdings Inc                                                                                                        | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468895.70   | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | ENEL Finance International NV                                                                                                | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1212713.41   | 0.03%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I Sa rl                 | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                              | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    913438 | PA      | $909346.21    | 0.02%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                | Endo Finance Holdings LP                                                                                                     | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7101000 | PA      | $7440775.75   | 0.17%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                                                            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    266000 | PA      | $267558.39    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                       | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4555567.31   | 0.10%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                       | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   9160000 | PA      | $9572282.44   | 0.21%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                       | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3989292.44   | 0.09%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                                                                    | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    825000 | PA      | $832845.75    | 0.02%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                             | Evergreen Credit Card Trust                                                                                                  | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    172000 | PA      | $173004.89    | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-4                                                                                   | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1174021.64   | 0.03%             | 2031-02-18      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2025-5                                                                                   | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2659000 | PA      | $2641655.34   | 0.06%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-1                                                                                   | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1205983.58   | 0.03%             | 2031-08-15      | Fixed         | 7.89%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-2                                                                                   | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2212000 | PA      | $2376047.67   | 0.05%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-5                                                                                   | CUSIP: 30168DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1351000 | PA      | $1451658.96   | 0.03%             | 2031-06-16      | Fixed         | 9.58%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-3                                                                                   | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1014000 | PA      | $1085262.09   | 0.02%             | 2031-01-15      | Fixed         | 9.98%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2654000 | PA      | $2657485.23   | 0.06%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2914000 | PA      | $2924863.97   | 0.06%             | 2042-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $2933707.53   | 0.07%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                                                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   5761000 | PA      | $5487480.16   | 0.12%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   8888000 | PA      | $6997306.15   | 0.16%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271939.92    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3241000 | PA      | $3069086.05   | 0.07%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4112000 | PA      | $3822240.02   | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    398000 | PA      | $394229.93    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   8071000 | PA      | $7921197.80   | 0.18%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5918000 | PA      | $5551438.61   | 0.12%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6445657.49   | 0.14%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                  | FS Commercial Mortgage Trust 2023-4SZN                                                                                       | CUSIP: 30334RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3655000 | PA      | $3712255.58   | 0.08%             | 2039-11-10      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2024-1 Mortgage Trust                                                                                                   | CUSIP: 30335JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253550 | PA      | $1096006.13   | 0.02%             | 2053-10-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2025-1 Mortgage Trust                                                                                                   | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9144015 | PA      | $9219787.03   | 0.20%             | 2055-08-01      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2024-2 Mortgage Trust                                                                                                   | CUSIP: 307910AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850423 | PA      | $748587.40    | 0.02%             | 2054-08-01      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4319959 | PA      | $4410065.39   | 0.10%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DUJ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21792 | PA      | $21920.36     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DURV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17664 | PA      | $18058.46     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213243 | PA      | $217803.51    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790148 | PA      | $806041.11    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28425 | PA      | $28596.81     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5284946 | PA      | $5390226.95   | 0.12%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178529 | PA      | $182084.01    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6083741 | PA      | $6204892.93   | 0.14%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19885158 | PA      | $20281151.44  | 0.45%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5153056 | PA      | $5255673.73   | 0.12%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2015-DNA3                                                                                       | CUSIP: 3137G0GZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-25      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3140A6UZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27744 | PA      | $27907.17     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3140AFDN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131861 | PA      | $132597.16    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3140APSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41145 | PA      | $41380.00     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3140AQJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173526 | PA      | $177258.30    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3140AQZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269886 | PA      | $275371.58    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3140B2ZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402938 | PA      | $411615.64    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1496263 | PA      | $1526059.39   | 0.03%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3140XQRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3148273 | PA      | $3235223.06   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3140XR4Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223547 | PA      | $228701.93    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11980618 | PA      | $12233603.49  | 0.27%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12599405 | PA      | $12850310.30  | 0.29%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102247 | PA      | $102823.84    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126178 | PA      | $128714.96    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40728 | PA      | $41539.57     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1508847 | PA      | $1538894.10   | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6238239 | PA      | $6362467.28   | 0.14%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 31426GXC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213415 | PA      | $217734.10    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 31426TR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6229694 | PA      | $6355405.28   | 0.14%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 31427MUK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25112 | PA      | $25252.66     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 31427NA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1258802 | PA      | $1284394.02   | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                           | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5522702.96   | 0.12%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                         | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $536009.78    | 0.01%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                    | Fiesta Purchaser Inc 2025 Repriced Term Loan                                                                                 | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230909 | PA      | $225515.68    | 0.01%             | 2031-02-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust          | Finance of America Structured Securities Trust Series 2025-PC1                                                               | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-MBS          | CORP              | US        |   4499489 | PA      | $4301885.43   | 0.10%             | 2075-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2025 USD Term Loan                                                                                          | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   4355000 | PA      | $4096034.28   | 0.09%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2370000 | PA      | $2281804.72   | 0.05%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS                                 | First Student Bidco Inc / First Transit Parent Inc                                                                           | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4068592.02   | 0.09%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                            | FIVE 2023-V1 Mortgage Trust                                                                                                  | CUSIP: 337964AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $503858.82    | 0.01%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                            | FIVE 2023-V1 Mortgage Trust                                                                                                  | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $195444.33    | 0.00%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                     | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4988438.16   | 0.11%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                     | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3071751.20   | 0.07%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                           | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4390000 | PA      | $4417676.32   | 0.10%             | 2039-12-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                | Ford Credit Floorplan Master Owner Trust A                                                                                   | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    584000 | PA      | $585309.91    | 0.01%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $404856.89    | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    511000 | PA      | $400321.29    | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413612.72    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99271.91     | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349992.03    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527003.54    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1501354.08   | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    650000 | PA      | $683130.43    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4196000 | PA      | $4157951.80   | 0.09%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    699000 | PA      | $704317.15    | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  11588000 | PA      | $11644858.72  | 0.26%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  13224000 | PA      | $13351411.26  | 0.30%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1483109.17   | 0.03%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6208000 | PA      | $6373842.13   | 0.14%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8931000 | PA      | $8925658.73   | 0.20%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6099484.56   | 0.14%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12075000 | PA      | $11855788.28  | 0.26%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    607000 | PA      | $595051.64    | 0.01%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                      | Forestar Group Inc                                                                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1370492.26   | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   4856000 | PA      | $4756930.32   | 0.11%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL VIII Ltd                                                                                                 | CUSIP: 34962DAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2820000 | PA      | $2771230.92   | 0.06%             | 2032-10-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL IX Ltd                                                                                                   | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5169000 | PA      | $5171961.84   | 0.11%             | 2033-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL XVIII Ltd                                                                                                | CUSIP: 34965DAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3318000 | PA      | $3319668.95   | 0.07%             | 2036-04-23      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL XX Ltd                                                                                                   | CUSIP: 349936AQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2614000 | PA      | $2600519.60   | 0.06%             | 2037-01-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Trust 2018-DNA3                                                                                            | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2847366.00   | 0.06%             | 2048-09-25      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA1                                                                                      | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | USGSE             | US        |   2240000 | PA      | $2491133.57   | 0.06%             | 2050-01-25      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA1                                                                                      | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2212810.20   | 0.05%             | 2050-01-25      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA2                                                                                      | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    633000 | PA      | $696046.29    | 0.02%             | 2050-02-25      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                                      | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    440000 | PA      | $528553.61    | 0.01%             | 2050-03-25      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA4                                                                                      | CUSIP: 35565RBE2<br>LEI: 5493000IT4TAVS1FNX06 | Long             | ABS-MBS          | USGSE             | US        |   1210000 | PA      | $1575611.18   | 0.03%             | 2050-09-25      | Floating      | 13.18%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA5                                                                                      | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |   1180000 | PA      | $1443241.60   | 0.03%             | 2050-11-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA4                                                                                      | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-MBS          | USGSE             | US        |   6430000 | PA      | $8503371.50   | 0.19%             | 2050-08-25      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA5                                                                                      | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | USGSE             | US        |   4680000 | PA      | $6437097.58   | 0.14%             | 2050-10-25      | Floating      | 15.16%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                                                                      | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |   2430000 | PA      | $2832352.84   | 0.06%             | 2050-12-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4919330.75   | 0.11%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5095974.13   | 0.11%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25009.58     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   4298000 | PA      | $4306149.01   | 0.10%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    916000 | PA      | $922065.75    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51342.05     | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                        | FXI Holdings Inc                                                                                                             | CUSIP: 36120RAG4<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   3946348 | PA      | $3512249.72   | 0.08%             | 2030-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                        | FXI Holdings Inc                                                                                                             | CUSIP: 36120RAJ8<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   2307364 | PA      | $1211366.10   | 0.03%             | 2029-11-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| GGAM Master Trust US LLC                                | GGAM Master Trust International Ltd                                                                                          | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3049212 | PA      | $3047912.31   | 0.07%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2019-GC40                                                                                       | CUSIP: 36257HBV7<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $743220.63    | 0.02%             | 2052-07-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GSA2                                                                                       | CUSIP: 36264KBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2357769.80   | 0.05%             | 2053-12-12      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-3                                                                                     | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $1003819.78   | 0.02%             | 2030-08-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2024-1                                                                                     | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397000 | PA      | $404251.40    | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                               | CUSIP: 36269JAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $675490.52    | 0.01%             | 2041-03-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                               | CUSIP: 36269JAE8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $383166.77    | 0.01%             | 2041-03-10      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                               | CUSIP: 36269JAG3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1885000 | PA      | $1900957.28   | 0.04%             | 2041-03-10      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                               | CUSIP: 36269JAJ7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2897000 | PA      | $2959541.02   | 0.07%             | 2041-03-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-4                                                                                     | CUSIP: 362929AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $1089091.69   | 0.02%             | 2030-08-15      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-RPL3                                                                                | CUSIP: 362963AA8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   4576599 | PA      | $4448848.71   | 0.10%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy 33 CLO Ltd                                                                                                            | CUSIP: 36321EAW5<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |   7241000 | PA      | $7244620.50   | 0.16%             | 2037-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                    | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1360000 | PA      | $1362120.24   | 0.03%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                    | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $740644.86    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                          | GE Vernova Inc                                                                                                               | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    775000 | PA      | $766532.37    | 0.02%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                          | GE Vernova Inc                                                                                                               | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2230864.04   | 0.05%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                          | GE Vernova Inc                                                                                                               | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385073.38    | 0.01%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | General Electric Co                                                                                                          | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    271000 | PA      | $270549.05    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | General Electric Co                                                                                                          | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   4398000 | PA      | $4403254.69   | 0.10%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                              | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2748796.87   | 0.06%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                              | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3882991.96   | 0.09%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                              | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    299000 | PA      | $306164.43    | 0.01%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                              | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4661000 | PA      | $4822192.81   | 0.11%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                              | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3416613.72   | 0.08%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                              | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1959280.30   | 0.04%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                              | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1842035.30   | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                              | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3714933.04   | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                             | Geopark Ltd                                                                                                                  | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   4550000 | PA      | $4485862.24   | 0.10%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                | Genting New York LLC / GENNY Capital Inc                                                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $421927.84    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                          | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2295716.75   | 0.05%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                          | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $5058528.37   | 0.11%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                   | Gildan Activewear Inc                                                                                                        | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $1049115.92   | 0.02%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                   | Global SC Finance X Ltd                                                                                                      | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4221213 | PA      | $4210254.77   | 0.09%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                   | Global SC Finance X Ltd                                                                                                      | CUSIP: 37893FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6783695 | PA      | $6767956.83   | 0.15%             | 2045-09-20      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3221623.80   | 0.07%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2024-2                                                                                     | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1220043.71   | 0.03%             | 2031-05-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1254758.76   | 0.03%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7265000 | PA      | $7541207.45   | 0.17%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3015733.00   | 0.07%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18122000 | PA      | $17556210.14  | 0.39%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1452990.71   | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591031.26    | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3261779.11   | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                | Goldman Sachs Private Credit Corp                                                                                            | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |  10150000 | PA      | $9854877.89   | 0.22%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                   | Golub Capital Private Credit Fund                                                                                            | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   4093000 | PA      | $3908020.22   | 0.09%             | 2031-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                               | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1121707.61   | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                               | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    351000 | PA      | $271213.10    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                               | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3562000 | PA      | $3787280.40   | 0.08%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                               | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   9309000 | PA      | $9317066.25   | 0.21%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                               | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    713000 | PA      | $719014.87    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                   | Gray Television Inc 2021 Term Loan D                                                                                         | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   3534906 | PA      | $3538663.68   | 0.08%             | 2028-12-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                                                                         | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      8200 | PA      | $8215.38      | 0.00%             | 2029-06-04      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                                                                        | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    700000 | PA      | $683358.55    | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                                                                   | CUSIP: 39152MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2642000 | PA      | $2650333.66   | 0.06%             | 2039-03-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                                                                   | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $963906.43    | 0.02%             | 2039-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                                                               | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2250000 | PA      | $2260548.00   | 0.05%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    520000 | PA      | $532464.40    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                      | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2001534.00   | 0.04%             | 2037-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                      | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2324000 | PA      | $2326516.43   | 0.05%             | 2037-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                            | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    814000 | PA      | $858634.76    | 0.02%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                            | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3948000 | PA      | $3961082.21   | 0.09%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                       | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945000 | PA      | $954199.20    | 0.02%             | 2039-05-10      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                       | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2026000 | PA      | $2053880.60   | 0.05%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    875000 | PA      | $883969.63    | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                                       | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1975203.87   | 0.04%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2023-1 Ltd                                                                                                    | CUSIP: 417923AS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1887000 | PA      | $1869505.62   | 0.04%             | 2037-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                                 | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281000 | PA      | $281329.67    | 0.01%             | 2042-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                                 | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1632599.20   | 0.04%             | 2042-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                                 | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2938000 | PA      | $2887885.36   | 0.06%             | 2042-03-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2410306.59   | 0.05%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4920072.78   | 0.11%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |  11260000 | PA      | $11548165.92  | 0.26%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    775000 | PA      | $763969.43    | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    810000 | PA      | $783904.88    | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                                                               | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408190.73    | 0.01%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan B                                                                                     | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    410496 | PA      | $299662.12    | 0.01%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan C                                                                                     | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     80885 | PA      | $59045.77     | 0.00%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing LLC                                                                                                  | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    478000 | PA      | $469209.10    | 0.01%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                              | CUSIP: 42806MCB3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    203000 | PA      | $205510.40    | 0.00%             | 2028-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                              | CUSIP: 42806MCC1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303784.17    | 0.01%             | 2028-02-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                              | CUSIP: 42806MCF4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    233000 | PA      | $241855.03    | 0.01%             | 2030-03-25      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                              | CUSIP: 42806MCP2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $258689.33    | 0.01%             | 2031-01-27      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                              | CUSIP: 42806MCS6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $255290.00    | 0.01%             | 2029-01-25      | Fixed         | 9.22%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                              | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3298000 | PA      | $3314774.95   | 0.07%             | 2029-09-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                              | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1414000 | PA      | $1400508.60   | 0.03%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC 2025-2                                                                                       | CUSIP: 42806MCZ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3831000 | PA      | $3889978.63   | 0.09%             | 2031-09-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC 2025-2                                                                                       | CUSIP: 42806MDA4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1314953.50   | 0.03%             | 2031-09-25      | Fixed         | 8.34%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                              | CUSIP: 42806MDH9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    453000 | PA      | $460966.01    | 0.01%             | 2031-12-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                                                                 | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2537655.12   | 0.06%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                        | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   5818000 | PA      | $5717315.44   | 0.13%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                        | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204942.60    | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                                                                          | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   5216000 | PA      | $5791245.57   | 0.13%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                     | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $876603.42    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                     | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2231000 | PA      | $2160809.39   | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                     | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3063000 | PA      | $3198007.85   | 0.07%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    950000 | PA      | $936176.65    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3240683.33   | 0.07%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4662567.19   | 0.10%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1124426.19   | 0.02%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                           | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    591000 | PA      | $604333.11    | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                           | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3012661.12   | 0.07%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    221000 | PA      | $206728.36    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                           | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5990000 | PA      | $5642235.93   | 0.13%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                 | Honeywell Aerospace Inc                                                                                                      | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3439000 | PA      | $3413513.02   | 0.08%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                     | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    517000 | PA      | $519201.75    | 0.01%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                     | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   5345000 | PA      | $5116575.55   | 0.11%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                     | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   7640000 | PA      | $6792649.59   | 0.15%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                     | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   4769000 | PA      | $4324457.67   | 0.10%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                             | Houston Galleria Mall Trust 2025-HGLR                                                                                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076000 | PA      | $1101583.84   | 0.02%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                       | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   9171000 | PA      | $8681991.27   | 0.19%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                       | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   5261000 | PA      | $4834097.21   | 0.11%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                       | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   8390000 | PA      | $8082177.61   | 0.18%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                       | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6680374.06   | 0.15%             | 2034-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                    | Howmet Aerospace Inc                                                                                                         | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986078.26    | 0.02%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                    | Howmet Aerospace Inc                                                                                                         | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972624.58    | 0.02%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                               | HUB International Limited 2025 Term Loan B                                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     40941 | PA      | $40889.36     | 0.00%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                        | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1048561.60   | 0.02%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1995634.11   | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                        | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $5965336.86   | 0.13%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                 | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    500000 | PA      | $427092.50    | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                 | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |  11685000 | PA      | $9457000.02   | 0.21%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                | Hughes Satellite Systems Corp                                                                                                | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1480152.52   | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                | Hughes Satellite Systems Corp                                                                                                | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3762000 | PA      | $2834253.18   | 0.06%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                   | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    557000 | PA      | $501284.49    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                   | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1531251.63   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2025-SPRL Mortgage Trust                                                                                        | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7070000 | PA      | $7184987.89   | 0.16%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                      | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    678000 | PA      | $680927.45    | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                          | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3088669 | PA      | $3118553.42   | 0.07%             | 2047-03-14      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                          | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2740188.00   | 0.06%             | 2047-03-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                          | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3273002 | PA      | $3250184.59   | 0.07%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |  10786000 | PA      | $10577963.95  | 0.23%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   6520000 | PA      | $6414815.45   | 0.14%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    405000 | PA      | $399491.27    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                                  | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   8370000 | PA      | $8612633.66   | 0.19%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                                  | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $504427.27    | 0.01%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                                  | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1297000 | PA      | $1293595.50   | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust               | Imprint Payments Credit Card Master Trust                                                                                    | CUSIP: 45333GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479000 | PA      | $477450.05    | 0.01%             | 2029-09-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust               | Imprint Payments Credit Card Master Trust                                                                                    | CUSIP: 45333GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372000 | PA      | $370726.61    | 0.01%             | 2029-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust               | Imprint Payments Credit Card Master Trust                                                                                    | CUSIP: 45333GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448000 | PA      | $445870.84    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $5757198.93   | 0.13%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                  | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   5219000 | PA      | $5221579.75   | 0.12%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                  | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    470000 | PA      | $491746.90    | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                      | Industrial F&B Investments III Inc                                                                                           | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |   5535000 | PA      | $5597284.97   | 0.12%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                | Infinity Natural Resources LLC                                                                                               | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    805000 | PA      | $809753.53    | 0.02%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                      | Ingles Markets Inc                                                                                                           | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |   5574000 | PA      | $5201534.73   | 0.12%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $634857.99    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $11522219.38  | 0.26%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                  | Brightstar Lottery PLC                                                                                                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198505.78    | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3959000 | PA      | $4563969.76   | 0.10%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                          | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1141241.42   | 0.03%             | 2054-06-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                              | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6000666.00   | 0.13%             | 2042-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                              | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5999711.40   | 0.13%             | 2042-03-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                 | ION Platform Finance US Inc                                                                                                  | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   6530000 | PA      | $5062550.71   | 0.11%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                                      | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7838000 | PA      | $7386755.37   | 0.16%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                                      | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11568000 | PA      | $10770100.32  | 0.24%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                                      | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7612000 | PA      | $7065211.77   | 0.16%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2598000 | PA      | $2641493.12   | 0.06%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    335000 | PA      | $325664.27    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                            | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1500000 | PA      | $1496403.45   | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                                                            | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |  12872000 | PA      | $12160706.15  | 0.27%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                     | Ithaca Energy North Sea PLC                                                                                                  | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $579749.89    | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    740000 | PA      | $734365.64    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    715000 | PA      | $713301.73    | 0.02%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1684913.03   | 0.04%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    278000 | PA      | $286565.20    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2262980.07   | 0.05%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    925000 | PA      | $927144.59    | 0.02%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4095577.00   | 0.09%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5259000 | PA      | $5421369.21   | 0.12%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534232.49    | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $709692.07    | 0.02%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9003000 | PA      | $8850306.78   | 0.20%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2024-CES1                                                                                    | CUSIP: 46658CAE1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    564000 | PA      | $568765.18    | 0.01%             | 2054-06-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2024-CES1                                                                                    | CUSIP: 46658CAF8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    458000 | PA      | $461582.52    | 0.01%             | 2054-06-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Trust 2024-BERY                                                                                                           | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381000 | PA      | $1382802.21   | 0.03%             | 2039-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Trust 2024-BERY                                                                                                           | CUSIP: 46676AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2505477.00   | 0.06%             | 2039-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Trust 2024-BERY                                                                                                           | CUSIP: 46676AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    942000 | PA      | $944848.04    | 0.02%             | 2039-11-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $442283.38    | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1351013.80   | 0.03%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7545000 | PA      | $7660272.51   | 0.17%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                 | Jefferies Financial Group Inc                                                                                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  16450000 | PA      | $15798293.44  | 0.35%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                       | Johnson & Johnson                                                                                                            | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445436.58    | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                       | Johnson & Johnson                                                                                                            | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771549.07    | 0.02%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 2nd Lien Term Loan B                                                                                         | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1700000 | PA      | $1362833.90   | 0.03%             | 2033-03-21      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                           | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3263518.52   | 0.07%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                           | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   9085000 | PA      | $9099571.61   | 0.20%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                           | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $7567901.26   | 0.17%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                         | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3221000 | PA      | $3140647.61   | 0.07%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                      | Caturus Energy LLC                                                                                                           | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    685000 | PA      | $711259.48    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    865000 | PA      | $874940.58    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    865000 | PA      | $879408.31    | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1065906.70   | 0.02%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                                | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2840473.34   | 0.06%             | 2029-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                             | KSL Commercial Mortgage Trust 2024-HT2                                                                                       | CUSIP: 500937AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3564839 | PA      | $3551109.98   | 0.08%             | 2039-12-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                             | KSL Commercial Mortgage Trust 2024-HT2                                                                                       | CUSIP: 500937AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4456048 | PA      | $4476145.83   | 0.10%             | 2039-12-15      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                | Kronos Acquisition Holdings Inc                                                                                              | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $180562.50    | 0.00%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1046739.71   | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                              | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    535000 | PA      | $557344.28    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                             | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    385000 | PA      | $374132.38    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                | Fashion Show Mall LLC                                                                                                        | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1619000 | PA      | $1633833.28   | 0.04%             | 2041-10-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                            | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    405000 | PA      | $293399.19    | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                            | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1095891.36   | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                            | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   7130000 | PA      | $7342331.19   | 0.16%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                            | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    246000 | PA      | $246442.26    | 0.01%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                            | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   5794000 | PA      | $5816259.39   | 0.13%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2023-1                                                                                            | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115118 | PA      | $115259.60    | 0.00%             | 2027-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                           | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1190000 | PA      | $1192997.57   | 0.03%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                                                             | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $300947.66    | 0.01%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1346962.10   | 0.03%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                                                                     | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238180.45    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                                                                     | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   8839000 | PA      | $8220422.03   | 0.18%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                  | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3230774.52   | 0.07%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                                      | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    755000 | PA      | $763493.75    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ledn Issuer Trust                                       | LEDN Issuer Trust 2026-1                                                                                                     | CUSIP: 523299AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3565000 | PA      | $3582665.29   | 0.08%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                                                            | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2771867.40   | 0.06%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                             | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   3599000 | PA      | $3695705.13   | 0.08%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                             | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    980000 | PA      | $960860.60    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                               | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2992000 | PA      | $3053906.36   | 0.07%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                               | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2624720.31   | 0.06%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                                                                     | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    930000 | PA      | $950084.28    | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                            | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3576000 | PA      | $3398625.75   | 0.08%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                            | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    740000 | PA      | $725540.66    | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                   | Long Ridge Energy LLC                                                                                                        | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   7117000 | PA      | $7471910.56   | 0.17%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                             | MMP Capital 2025-A LLC                                                                                                       | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $838896.94    | 0.02%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                | MI Windows and Doors LLC 2024 Term Loan B2                                                                                   | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    231487 | PA      | $214125.23    | 0.00%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                                                      | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $2120407.12   | 0.05%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |  13033000 | PA      | $12142846.62  | 0.27%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    585000 | PA      | $455568.64    | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |   2440000 | PA      | $1596979.90   | 0.04%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |  16701000 | PA      | $16944868.00  | 0.38%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-1                                                                                        | CUSIP: 55376CAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $430469.29    | 0.01%             | 2056-05-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                       | Ma'aden Sukuk Ltd                                                                                                            | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   6612000 | PA      | $6434829.48   | 0.14%             | 2036-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1153897.50   | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    204000 | PA      | $124185.00    | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  13639000 | PA      | $9019548.72   | 0.20%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145218.75    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |  10630000 | PA      | $9850874.15   | 0.22%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                          | Manhattan West 2020-1MW Mortgage Trust                                                                                       | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2942308 | PA      | $2827439.41   | 0.06%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  14637000 | PA      | $14781673.28  | 0.33%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1314154.33   | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9344000 | PA      | $9117431.27   | 0.20%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                     | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    476000 | PA      | $467383.41    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                     | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181398.63    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                     | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292545.44    | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                     | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  13634000 | PA      | $13583180.22  | 0.30%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $4471063.21   | 0.10%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                               | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    556000 | PA      | $559384.43    | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                               | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   3921000 | PA      | $3853047.97   | 0.09%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                         | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   5952000 | PA      | $5961374.40   | 0.13%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                         | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    760000 | PA      | $755658.25    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                        | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2201262.50   | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                        | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1120800.80   | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                        | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    775000 | PA      | $720732.80    | 0.02%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Merit Designated Activity Company                       | Merit 2026-1 DAC                                                                                                             | CUSIP: 590023AA5<br>LEI: 984500DC3B09FF840365 | Long             | ABS-O            | CORP              | IE        |   7830000 | PA      | $7728718.95   | 0.17%             | 2040-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                            | Strategy Inc                                                                                                                 | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5328000.00   | 0.12%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                                     | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    775000 | PA      | $786373.47    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                                     | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   5577000 | PA      | $5626786.83   | 0.12%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                  | Minera Mexico SA de CV                                                                                                       | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   3435000 | PA      | $3478624.50   | 0.08%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   4445000 | PA      | $4573267.72   | 0.10%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   3070000 | PA      | $3183659.04   | 0.07%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                                                                        | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   2190000 | PA      | $2341756.05   | 0.05%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4013556.40   | 0.09%             | 2029-08-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5031012.00   | 0.11%             | 2029-08-15      | Fixed         | 13.69%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MBN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3959112.80   | 0.09%             | 2030-05-15      | Fixed         | 8.89%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8583000 | PA      | $8620348.07   | 0.19%             | 2031-09-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1326000 | PA      | $1331295.25   | 0.03%             | 2031-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854000 | PA      | $857123.76    | 0.02%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953000 | PA      | $939268.79    | 0.02%             | 2031-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MBZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4904145.00   | 0.11%             | 2031-09-15      | Fixed         | 11.21%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271000 | PA      | $1270558.84   | 0.03%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1801000 | PA      | $1799179.01   | 0.04%             | 2030-12-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MCD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1209000 | PA      | $1201569.49   | 0.03%             | 2030-12-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                        | CUSIP: 60510MCE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6592000 | PA      | $6466491.62   | 0.14%             | 2030-12-16      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                      | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    608000 | PA      | $582693.95    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5068318.08   | 0.11%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   5758000 | PA      | $5586472.81   | 0.12%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4277023.78   | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                | Moog Inc                                                                                                                     | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372087.40    | 0.01%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                                  | CUSIP: 61690FAP8<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    483000 | PA      | $467249.47    | 0.01%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    402000 | PA      | $403398.89    | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                               | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204538.11    | 0.00%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3998000 | PA      | $4152004.76   | 0.09%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    731000 | PA      | $694568.00    | 0.02%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6304000 | PA      | $6459223.01   | 0.14%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                               | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1078241.21   | 0.02%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                               | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8578000 | PA      | $8295727.87   | 0.18%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                               | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2279695.24   | 0.05%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                               | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9223000 | PA      | $9039403.09   | 0.20%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                 | Morgan Stanley Private Bank NA                                                                                               | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495004.16    | 0.01%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                                                                  | CUSIP: 61779RCV1<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    633000 | PA      | $621871.67    | 0.01%             | 2058-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2903765.40   | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4760631.84   | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2023-01                                                                      | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   1400685 | PA      | $1440038.41   | 0.03%             | 2053-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2023-01                                                                      | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   4882000 | PA      | $5611764.29   | 0.12%             | 2053-11-25      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                                                                      | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   1090362 | PA      | $1109040.21   | 0.02%             | 2050-03-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2025-01                                                                      | CUSIP: 62549CAA9<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   4962757 | PA      | $5046980.21   | 0.11%             | 2055-05-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2025-01                                                                      | CUSIP: 62549CAB7<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   1291000 | PA      | $1295639.34   | 0.03%             | 2055-05-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                                                                                              | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4835521.99   | 0.11%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                            | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32947714 | PA      | $14928773.95  | 0.33%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                           | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1577128.59   | 0.04%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                           | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2959756.38   | 0.07%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                            | NY Commercial Mortgage Trust 2025-299P                                                                                       | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $493115.12    | 0.01%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                            | NY Commercial Mortgage Trust 2025-299P                                                                                       | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456000 | PA      | $468850.76    | 0.01%             | 2047-02-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                            | NY Commercial Mortgage Trust 2025-299P                                                                                       | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527000 | PA      | $538163.70    | 0.01%             | 2047-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                        | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4449125.84   | 0.10%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2988096.58   | 0.07%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                 | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944605.30    | 0.02%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                 | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    963000 | PA      | $939621.63    | 0.02%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                 | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    846000 | PA      | $860714.48    | 0.02%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                 | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  11040000 | PA      | $9856484.95   | 0.22%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                          | CUSIP: 63943EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083000 | PA      | $1088639.61   | 0.02%             | 2055-07-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                          | CUSIP: 63943EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859000 | PA      | $860487.27    | 0.02%             | 2055-07-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2026-A                                                                                             | CUSIP: 64032UAC5<br>LEI: 54930035ESY1D7J97S77 | Long             | ABS-O            | CORP              | US        |   2343000 | PA      | $2316602.12   | 0.05%             | 2061-02-21      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2026-A                                                                                             | CUSIP: 64032UAE1<br>LEI: 54930035ESY1D7J97S77 | Long             | ABS-O            | CORP              | US        |   7473000 | PA      | $7344353.80   | 0.16%             | 2061-02-21      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                   | NESCO Holdings II Inc                                                                                                        | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $7576710.77   | 0.17%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                   | New Economy Assets - Phase 1 Sponsor LLC                                                                                     | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201000 | PA      | $169111.55    | 0.00%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                   | New Economy Assets - Phase 1 Sponsor LLC                                                                                     | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3473000 | PA      | $2237933.13   | 0.05%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                  | NRM FHT1 Excess Owner LLC                                                                                                    | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5787375 | PA      | $5817040.74   | 0.13%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                    | Constellation Oil Services Holding SA                                                                                        | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |   6050000 | PA      | $6297445.00   | 0.14%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                            | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   7444000 | PA      | $6860587.67   | 0.15%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                            | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160716.32    | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                            | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  10331000 | PA      | $9897397.60   | 0.22%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   7980000 | PA      | $7666462.61   | 0.17%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                            | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340807.50    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                                                                    | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270288.10    | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   5719000 | PA      | $5627585.04   | 0.12%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                                                                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276413.42    | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                            | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  10197000 | PA      | $10238162.03  | 0.23%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  11350000 | PA      | $11443342.40  | 0.25%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                          | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $199573.71    | 0.00%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                               | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1360211.77   | 0.03%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                          | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2895000 | PA      | $2919741.71   | 0.06%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                          | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   5520000 | PA      | $5595152.26   | 0.12%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                          | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  12900000 | PA      | $13283663.16  | 0.29%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5835000 | PA      | $6010701.83   | 0.13%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                        | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.34     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                        | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58247.81     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                        | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   5426000 | PA      | $5062689.09   | 0.11%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                       | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   8751000 | PA      | $9104715.42   | 0.20%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                       | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    390000 | PA      | $403770.12    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                                                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176284.75    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                                                                  | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353558.42    | 0.01%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                                                                  | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2345977.86   | 0.05%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                                                                          | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $684325.28    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                                                                        | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    471000 | PA      | $470056.45    | 0.01%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                                                                        | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60135.32     | 0.00%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                                                                        | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    223000 | PA      | $224751.00    | 0.00%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                          | OHS Issuer LLC                                                                                                               | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7140045 | PA      | $7018085.18   | 0.16%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-3BP                                                                                       | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1329000 | PA      | $1325856.65   | 0.03%             | 2042-02-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-3BP                                                                                       | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824000 | PA      | $1822698.58   | 0.04%             | 2042-02-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                                                                       | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4590000 | PA      | $4573688.98   | 0.10%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                                                                       | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4664000 | PA      | $4663498.15   | 0.10%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                                                                       | CUSIP: 67123JAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6723000 | PA      | $6717305.62   | 0.15%             | 2038-11-05      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2379328.47   | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2377930.94   | 0.05%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oaktree ABF Equipment ST LLC                            | Oaktree ABF Equipment ST 2026 1 LLC                                                                                          | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1247000 | PA      | $1250147.55   | 0.03%             | 2033-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo XI                                                                                                          | CUSIP: 67514VAS8<br>LEI: 549300E51CF32RJNO651 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2831076.00   | 0.06%             | 2034-07-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $8022650.63   | 0.18%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   7781000 | PA      | $7716197.50   | 0.17%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  12073000 | PA      | $11905262.45  | 0.26%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978525.90    | 0.02%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    765000 | PA      | $731983.35    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                         | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $460849.25    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4195000 | PA      | $4298570.36   | 0.10%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                              | OPAL BIDCO                                                                                                                   | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    975000 | PA      | $976529.78    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |    112600 | NS      | $5068126.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11469000 | PA      | $10954526.35  | 0.24%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433771.13    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15060000 | PA      | $14133798.71  | 0.31%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $863382.04    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  14550000 | PA      | $12249534.42  | 0.27%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829785.04    | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8697000 | PA      | $8512453.14   | 0.19%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6184000 | PA      | $6022199.54   | 0.13%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  16365000 | PA      | $15741848.78  | 0.35%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3509000 | PA      | $3276001.49   | 0.07%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8818000 | PA      | $8190397.63   | 0.18%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                                                                    | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1569000 | PA      | $1552026.75   | 0.03%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                                                                    | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   9902000 | PA      | $9729732.73   | 0.22%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                                                                    | CUSIP: 685218AG4<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $203728.64    | 0.00%             | 2056-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                             | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2427333.65   | 0.05%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                    | Osaic Holdings Inc 2026 Term Loan B                                                                                          | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   2750000 | PA      | $2701492.75   | 0.06%             | 2032-07-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                     | Accendra Health Inc                                                                                                          | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1511638.75   | 0.03%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                     | Accendra Health Inc                                                                                                          | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  10335000 | PA      | $4926026.86   | 0.11%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                       | Owens & Minor Inc 2022 Term Loan B                                                                                           | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |   5264000 | PA      | $4756024.00   | 0.11%             | 2029-03-29      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund II LLC                                                                                                    | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4695589 | PA      | $4696438.12   | 0.10%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund II LLC                                                                                                    | CUSIP: 690912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1062950 | PA      | $1063281.97   | 0.02%             | 2033-09-26      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                                                                     | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1528857 | PA      | $1540557.71   | 0.03%             | 2032-12-20      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund III LLC                                                                                                   | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16681504 | PA      | $16646025.44  | 0.37%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund III LLC                                                                                                   | CUSIP: 69122AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881021 | PA      | $883159.24    | 0.02%             | 2034-03-27      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund III LLC                                                                                                   | CUSIP: 69122AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577054 | PA      | $586009.59    | 0.01%             | 2034-03-27      | Fixed         | 8.77%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                                | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                                                         | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $233090.70    | 0.01%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                   | PK Alift Loan Funding 7 LP                                                                                                   | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509481 | PA      | $507712.36    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6855000 | PA      | $6768093.00   | 0.15%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2325727.37   | 0.05%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                    | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   5211000 | PA      | $5151403.36   | 0.11%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                         | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4129000 | PA      | $4562952.53   | 0.10%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6897000 | PA      | $7097245.77   | 0.16%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                         | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6914469.06   | 0.15%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4509000 | PA      | $4604856.24   | 0.10%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                         | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1762436.62   | 0.04%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $101046.12    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  13815000 | PA      | $9141911.71   | 0.20%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73023.20     | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7673000 | PA      | $6360908.87   | 0.14%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    420000 | PA      | $387567.69    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212970.34    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046190.55   | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $963577.45    | 0.02%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7145000 | PA      | $7587419.47   | 0.17%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51250.57     | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    605000 | PA      | $564185.57    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3929666.87   | 0.09%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77526.61     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2349762.48   | 0.05%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Grantor Trust 2026-1                                                                                          | CUSIP: 694969AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254000 | PA      | $253697.21    | 0.01%             | 2033-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Grantor Trust 2026-1                                                                                          | CUSIP: 694969AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760000 | PA      | $1756646.50   | 0.04%             | 2033-09-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                   | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    695000 | PA      | $434080.45    | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $859765.00    | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                   | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    754000 | PA      | $647269.52    | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    366000 | PA      | $321234.13    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                   | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5491971.83   | 0.12%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $9402108.55   | 0.21%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                   | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2968000 | PA      | $2993004.01   | 0.07%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                             | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |   8884000 | PA      | $8534070.79   | 0.19%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESC CB144A PARTY CITY                                   | ESC CB144A PARTY CITY                                                                                                        | CUSIP: 702ESCAK0<br>LEI: 549300BUAG9YASF5Q703 | Long             | DBT              | CORP              | US        |     73841 | PA      | $1476.82      | 0.00%             | 2029-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                                                                      | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    345000 | PA      | $345905.13    | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                              | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    385000 | PA      | $394072.91    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                              | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1250992.46   | 0.03%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  14548621 | PA      | $12433004.56  | 0.28%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    166000 | PA      | $159588.98    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3450653.68   | 0.08%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1033189.22   | 0.02%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                              | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   8949000 | PA      | $9272819.57   | 0.21%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1284350.76   | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1845000 | PA      | $1685003.17   | 0.04%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2612000 | PA      | $2558480.85   | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     74000 | PA      | $58338.11     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    131000 | PA      | $104635.63    | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     33000 | PA      | $25275.16     | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    314000 | PA      | $272119.53    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5913000 | PA      | $5657842.34   | 0.13%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5863000 | PA      | $4624499.88   | 0.10%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                                                                        | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $283292.92    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                                                                        | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   6403000 | PA      | $5955035.75   | 0.13%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2858667.80   | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                              | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6758000 | PA      | $7053913.76   | 0.16%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                              | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $7767887.47   | 0.17%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                              | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    512000 | PA      | $514522.31    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                              | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9797000 | PA      | $9748985.98   | 0.22%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                              | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4344000 | PA      | $4180436.80   | 0.09%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                | Piedmont Operating Partnership LP                                                                                            | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   3179000 | PA      | $3090966.88   | 0.07%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                           | Pluspetrol SA                                                                                                                | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |   3082000 | PA      | $3205125.90   | 0.07%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $4942825.68   | 0.11%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                            | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    303000 | PA      | $306511.47    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                            | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  11190000 | PA      | $11033873.76  | 0.24%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                            | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1788766.82   | 0.04%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                            | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1808701.29   | 0.04%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                          | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2747221.85   | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2023-1                                                                                       | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543000 | PA      | $544151.65    | 0.01%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2024-1                                                                                       | CUSIP: 74113QAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512000 | PA      | $511897.04    | 0.01%             | 2031-04-15      | Fixed         | 7.94%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2024-2                                                                                       | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1439000 | PA      | $1392074.35   | 0.03%             | 2031-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                                  | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1110000 | PA      | $1101745.41   | 0.02%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                                  | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1072000 | PA      | $1070593.65   | 0.02%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                 | Public Service Electric and Gas Co                                                                                           | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2720984.27   | 0.06%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                 | Public Service Electric and Gas Co                                                                                           | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1227093.62   | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                 | Public Service Electric and Gas Co                                                                                           | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1747892.61   | 0.04%             | 2056-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                | Public Service Enterprise Group Inc                                                                                          | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1584729.17   | 0.04%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     45000 | PA      | $29925.00     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QA69<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    160000 | PA      | $106400.00    | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QAJ1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3325.00      | 0.00%             | 2020-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QKK7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3325.00      | 0.00%             | 2017-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QKP6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     95000 | PA      | $63175.00     | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QKR2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6650.00      | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     80000 | PA      | $53200.00     | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QKX9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     30000 | PA      | $19950.00     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QLH3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    130000 | PA      | $86450.00     | 0.00%             | 2017-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QVC3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     30000 | PA      | $19950.00     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    175000 | PA      | $116375.00    | 0.00%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QVY5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3325.00      | 0.00%             | 2025-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QVZ2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3325.00      | 0.00%             | 2026-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QWN8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6650.00      | 0.00%             | 2018-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QWW8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3325.00      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QWX6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     30000 | PA      | $19950.00     | 0.00%             | 2027-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QXB3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     45000 | PA      | $29925.00     | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QXR8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    195000 | PA      | $129675.00    | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QXU1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    135000 | PA      | $89775.00     | 0.00%             | 2021-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QYN6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    110000 | PA      | $73150.00     | 0.00%             | 2028-07-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QYX4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     35000 | PA      | $23275.00     | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QZA3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6650.00      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QZM7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     35000 | PA      | $23275.00     | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QZN5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    325000 | PA      | $216125.00    | 0.00%             | 2022-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                         | CUSIP: 74526QZQ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    110000 | PA      | $73150.00     | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5829144.86   | 0.13%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   5421000 | PA      | $5500976.01   | 0.12%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1123138.58   | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                   | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |   6061000 | PA      | $5878933.86   | 0.13%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                   | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     79000 | PA      | $80707.19     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                   | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    375000 | PA      | $382119.75    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                    | RLJ Lodging Trust LP                                                                                                         | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    140000 | PA      | $139408.14    | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                   | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |    875000 | PA      | $864188.24    | 0.02%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                                                                       | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   4381424 | PA      | $4006899.09   | 0.09%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                                                                       | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1040498.00   | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   2115000 | PA      | $1143421.88   | 0.03%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rancho Mirage Community Facilities District             | RANCHO MIRAGE CA CMNTY FACS DIST SPL TAX                                                                                     | CUSIP: 75213WCU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $436744.94    | 0.01%             | 2039-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                                                                         | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312206.72    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach Abs Trust 2026-1                                                                                                       | CUSIP: 75526XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2109000 | PA      | $2095903.95   | 0.05%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                      | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2283679.30   | 0.05%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7375747.72   | 0.16%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                  | Repsol E&P Capital Markets US LLC                                                                                            | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   4636000 | PA      | $4721224.19   | 0.10%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                                                                        | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020125.70   | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                              | CUSIP: 76089MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5142000 | PA      | $5124694.08   | 0.11%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                                                                           | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1538269.78   | 0.03%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                                                                       | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1873125.21   | 0.04%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                                                                       | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   7171000 | PA      | $6975498.03   | 0.15%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2427000 | PA      | $2455263.65   | 0.05%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                                                                         | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2522000 | PA      | $2528782.29   | 0.06%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                  | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6962000 | PA      | $6842648.55   | 0.15%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                  | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3432000 | PA      | $3314789.48   | 0.07%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                  | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   7850000 | PA      | $7471059.38   | 0.17%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                                                                           | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1073249.02   | 0.02%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                    | Ryan Specialty LLC                                                                                                           | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    445000 | PA      | $431659.30    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                    | SCG Trust 2025-SNIP                                                                                                          | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8227000 | PA      | $8239203.93   | 0.18%             | 2042-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                               | SHR Trust 2024-LXRY                                                                                                          | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900980 | PA      | $1901439.47   | 0.04%             | 2041-10-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                           | SFO Commercial Mortgage Trust 2021-555                                                                                       | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3395000 | PA      | $3391514.35   | 0.08%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                       | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $547018.36    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                       | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5115000 | PA      | $5093721.60   | 0.11%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-1 LLC                                                                                             | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433000 | PA      | $443724.76    | 0.01%             | 2035-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-2 LLC                                                                                             | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573000 | PA      | $568849.07    | 0.01%             | 2036-06-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-2 LLC                                                                                             | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1444000 | PA      | $1453773.57   | 0.03%             | 2036-06-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                 | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  19782000 | PA      | $15443573.97  | 0.34%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                      | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213421 | PA      | $193190.80    | 0.00%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                      | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101629 | PA      | $92232.13     | 0.00%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-B                                                                                      | CUSIP: 78449HAE7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1031890.40   | 0.02%             | 2056-10-16      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-A                                                                                      | CUSIP: 78450QAC7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $420865.69    | 0.01%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                 | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997974.62    | 0.02%             | 2034-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                                                               | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994638.00   | 0.04%             | 2039-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                                                                     | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3613000 | PA      | $3562338.88   | 0.08%             | 2042-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                                                                     | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620000 | PA      | $1596109.86   | 0.04%             | 2042-02-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                | Sally Holdings LLC / Sally Capital Inc                                                                                       | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7949000 | PA      | $8141787.10   | 0.18%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                         | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    287180 | PA      | $282737.87    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-7                                                                                | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137873 | PA      | $140149.70    | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2025-4                                                                                | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3327000 | PA      | $3306821.08   | 0.07%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1806020.60   | 0.04%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312422.10    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                                      | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1357678.72   | 0.03%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                                                                      | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1255352.99   | 0.03%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                                   | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1722304.20   | 0.04%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                           | SDR Commercial Mortgage Trust 2024-DSNY                                                                                      | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $485841.08    | 0.01%             | 2039-05-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                                                                           | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2283652.68   | 0.05%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2025-HYB1                                                                                             | CUSIP: 816938AB0<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   6222592 | PA      | $6223802.74   | 0.14%             | 2055-10-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                                                                      | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $3669677.86   | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   3943000 | PA      | $3660130.01   | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                                | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    735000 | PA      | $734504.76    | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                     | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   9227000 | PA      | $9643063.88   | 0.21%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                     | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1895000 | PA      | $1726430.79   | 0.04%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                    | Shell Finance US Inc                                                                                                         | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1051622.75   | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                                                                      | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1071062.66   | 0.02%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $329820.91    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                      | Siemens Funding BV                                                                                                           | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    704000 | PA      | $718254.74    | 0.02%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                      | Siemens Funding BV                                                                                                           | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    541000 | PA      | $552986.62    | 0.01%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                          | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1496512.40   | 0.03%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                          | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573448.82    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                          | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   6227000 | PA      | $5834588.16   | 0.13%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2472591.10   | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                          | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  16022000 | PA      | $14561252.79  | 0.32%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC                                                | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $400919.34    | 0.01%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-A                                                                                      | CUSIP: 831943AE5<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   4935000 | PA      | $5212479.75   | 0.12%             | 2056-03-15      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2025-B                                                                                      | CUSIP: 83208BAD3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1202000 | PA      | $1195504.75   | 0.03%             | 2053-03-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2025-B                                                                                      | CUSIP: 83208BAE1<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1246000 | PA      | $1251396.18   | 0.03%             | 2053-03-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                     | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  11520000 | PA      | $10887439.10  | 0.24%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                | Solstice Advanced Materials Inc                                                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    880000 | PA      | $868588.34    | 0.02%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                         | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    814000 | PA      | $789587.00    | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                         | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   8591000 | PA      | $8161832.30   | 0.18%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                                                                   | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $4090351.97   | 0.09%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                     | Sound Point CLO XXXIII Ltd                                                                                                   | CUSIP: 83616KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   9950000 | PA      | $9951094.50   | 0.22%             | 2035-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625885.87    | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    219000 | PA      | $162898.43    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24724.49     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23590.58     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6443000 | PA      | $4423852.26   | 0.10%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4862000 | PA      | $4828091.73   | 0.11%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2130000.43   | 0.05%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486088.69    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645265.55    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5060344.01   | 0.11%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277807.94    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $1901273.06   | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   9140000 | PA      | $9229169.84   | 0.20%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3641843.11   | 0.08%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   5127000 | PA      | $5047600.82   | 0.11%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                          | Starbucks Corp                                                                                                               | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    297000 | PA      | $298884.57    | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                          | Starbucks Corp                                                                                                               | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    612000 | PA      | $625960.21    | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   4445000 | PA      | $4394997.75   | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                                                            | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    601000 | PA      | $608794.17    | 0.01%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                          | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1074975.50   | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                    | Steele Creek CLO 2019-2 LTD                                                                                                  | CUSIP: 85817EAY9<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |   2846000 | PA      | $2837584.38   | 0.06%             | 2032-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                    | Steele Creek CLO 2019-2 LTD                                                                                                  | CUSIP: 85817EBA0<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |   2230000 | PA      | $2180380.27   | 0.05%             | 2032-07-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                | Summit Midstream Holdings LLC                                                                                                | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4723000 | PA      | $4860472.36   | 0.11%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2820783.96   | 0.06%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   5865000 | PA      | $6071940.66   | 0.13%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2643549.76   | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3389000 | PA      | $3462832.75   | 0.08%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1090749.54   | 0.02%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1073785.33   | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2799388.90   | 0.06%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2576810.15   | 0.06%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                  | Sunoco LP / Sunoco Finance Corp                                                                                              | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2051000 | PA      | $2001380.77   | 0.04%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                 | Superior Plus LP / Superior General Partner Inc                                                                              | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47832.75     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $4995790.31   | 0.11%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                                                                 | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2770955.06   | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                                                                 | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6865546.08   | 0.15%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7462585.88   | 0.17%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                          | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6793000 | PA      | $6943125.44   | 0.15%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1833413.85   | 0.04%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                          | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6991000 | PA      | $6900122.31   | 0.15%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | TMCL VII Holdings Ltd                                                                                                        | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   2447127 | PA      | $2447629.45   | 0.05%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | TMCL VII Holdings Ltd                                                                                                        | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   4518690 | PA      | $4514547.91   | 0.10%             | 2050-07-23      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                  | Takeoff Merger Sub Inc                                                                                                       | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1447245.47   | 0.03%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                  | Takeoff Merger Sub Inc                                                                                                       | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1217222.61   | 0.03%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                           | Takeda US Financing Inc                                                                                                      | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |  12633000 | PA      | $12638541.34  | 0.28%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                           | Takeda US Financing Inc                                                                                                      | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    988000 | PA      | $984953.11    | 0.02%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC 2023 Term Loan B                                                                                     | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     63212 | PA      | $63394.24     | 0.00%             | 2030-05-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC 2025 Term Loan B                                                                                     | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    330000 | PA      | $330670.23    | 0.01%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   5769000 | PA      | $6054778.95   | 0.13%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                         | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1328107.58   | 0.03%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                         | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3944435.04   | 0.09%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                         | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2984295.82   | 0.07%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3282956.88   | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2760000 | PA      | $2049289.24   | 0.05%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4615000 | PA      | $4732336.38   | 0.11%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5015000 | PA      | $5001984.07   | 0.11%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3332000 | PA      | $3729074.44   | 0.08%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5502000 | PA      | $5898633.68   | 0.13%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5485000 | PA      | $5632985.30   | 0.13%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I                                   | Texas Combined Tirz I LLC                                                                                                    | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392659 | PA      | $392659.49    | 0.01%             | 2062-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                                                                | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   6145000 | PA      | $6226980.45   | 0.14%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                                 | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    302000 | PA      | $298492.99    | 0.01%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                                 | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1090625.51   | 0.02%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                             | 3R Lux SARL                                                                                                                  | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |   1798000 | PA      | $1847445.00   | 0.04%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                                                                     | CUSIP: 88575JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634000 | PA      | $606648.54    | 0.01%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    755000 | PA      | $737299.25    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                                                                | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1116991.04   | 0.02%             | 2034-01-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                                                                                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   6250000 | PA      | $4135359.94   | 0.09%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                | TotalEnergies Capital SA                                                                                                     | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192121.32    | 0.00%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                 | TotalEnergies Capital USA LLC                                                                                                | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1416234.20   | 0.03%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305973.90    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531680.00   | 0.03%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  13370000 | PA      | $13309277.47  | 0.30%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1710028.19   | 0.04%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7705298.00   | 0.17%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2611669.44   | 0.06%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc 2026 Term Loan N                                                                                               | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001406.00   | 0.02%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                   | Transocean Aquila Ltd                                                                                                        | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3515692 | PA      | $3615172.34   | 0.08%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    680000 | PA      | $727049.20    | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   6287400 | PA      | $6558468.68   | 0.15%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                                 | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   2850000 | PA      | $2990827.05   | 0.07%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                | Transportadora de Gas del Sur SA                                                                                             | CUSIP: 893870AY1<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    810000 | PA      | $855020.61    | 0.02%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                                                                        | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128277.43    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                     | TREEHOUSE FOODS INC 2026 TERM LOAN B                                                                                         | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |   5953000 | PA      | $5938117.50   | 0.13%             | 2033-02-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2023-SFR1 Trust                                                                                           | CUSIP: 89616WAE8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100460.31    | 0.00%             | 2040-07-17      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XII Ltd                                                                                                         | CUSIP: 89641GBA9<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   2636000 | PA      | $2629989.92   | 0.06%             | 2033-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XII Ltd                                                                                                         | CUSIP: 89641GBC5<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   1090000 | PA      | $1085987.71   | 0.02%             | 2033-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XVII Ltd                                                                                                        | CUSIP: 89642JAN5<br>LEI: 254900E0LENORBQRRG46 | Long             | ABS-CBDO         | CORP              | KY        |   7133000 | PA      | $7105937.40   | 0.16%             | 2034-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                                 | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $736772.52    | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                                 | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    194000 | PA      | $203128.28    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4854000 | PA      | $5059675.34   | 0.11%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                        | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   8115000 | PA      | $8373600.46   | 0.19%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                        | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3137000 | PA      | $3179404.96   | 0.07%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                        | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    763000 | PA      | $771520.28    | 0.02%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                        | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2831431.79   | 0.06%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2nd Lien Term Loan                                                                             | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    810526 | PA      | $804785.36    | 0.02%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                    | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                                           | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890831 | PA      | $1891189.82   | 0.04%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                              | Trust 2401                                                                                                                   | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |    280000 | PA      | $299793.20    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp Term Loan                                                                                                             | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C1                                                                                        | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1915000 | PA      | $1876279.27   | 0.04%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C3                                                                                        | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791222 | PA      | $746886.75    | 0.02%             | 2050-08-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                                                                      | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   7830000 | PA      | $7659074.47   | 0.17%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                 | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311844.93    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                              | USI Inc/NY                                                                                                                   | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273890.43    | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                       | Union Electric Co                                                                                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45344.10     | 0.00%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                       | Union Electric Co                                                                                                            | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3288234.27   | 0.07%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    708000 | PA      | $442052.46    | 0.01%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    358000 | PA      | $249416.89    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                           | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $4166743.00   | 0.09%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3748000 | PA      | $3676008.98   | 0.08%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                             | Unisys Corp                                                                                                                  | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |  12419000 | PA      | $10695122.34  | 0.24%             | 2031-01-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                 | United Auto Credit Securitization Trust 2024-1                                                                               | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3041707.80   | 0.07%             | 2029-11-12      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                | United Airlines Holdings Inc                                                                                                 | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980581.70    | 0.02%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                | United Natural Foods Inc 2024 Term Loan                                                                                      | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |   1172802 | PA      | $1180865.44   | 0.03%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                             | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383059.60    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                             | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2544730.87   | 0.06%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                   | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210426.75    | 0.00%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26103.66     | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5980000 | PA      | $6178439.30   | 0.14%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                   | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $7912355.33   | 0.18%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3602200 | PA      | $3615286.07   | 0.08%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5853750.00   | 0.13%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9927539.00   | 0.22%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9298495.98   | 0.21%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19635156.00  | 0.44%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                       | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    444000 | PA      | $276645.02    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                       | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4254918.06   | 0.09%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                       | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3566479.18   | 0.08%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1955519.80   | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                       | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $12604720.73  | 0.28%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                       | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6840289.20   | 0.15%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT                                 | Universal Entertainment Corp                                                                                                 | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |   3310000 | PA      | $3206698.54   | 0.07%             | 2029-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                 | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   7065000 | PA      | $6642558.92   | 0.15%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6594000 | PA      | $6466042.11   | 0.14%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5367192.32   | 0.12%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   7890000 | PA      | $7934617.95   | 0.18%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $5600285.67   | 0.12%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                                               | CUSIP: 91533VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $472484.16    | 0.01%             | 2034-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                                               | CUSIP: 91533VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $506187.85    | 0.01%             | 2034-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                   | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2102000 | PA      | $2151956.49   | 0.05%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $728894.05    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                                                             | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    731000 | PA      | $739658.70    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                                                             | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    770000 | PA      | $763984.38    | 0.02%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   4110000 | PA      | $4166307.00   | 0.09%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   4750000 | PA      | $4678750.00   | 0.10%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                  | Bausch Health Americas Inc                                                                                                   | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |   5635000 | PA      | $5586877.10   | 0.12%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                           | Valvoline Inc                                                                                                                | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1524040.71   | 0.03%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219957.80    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $5051920.52   | 0.11%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   6010000 | PA      | $6268906.47   | 0.14%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   6220000 | PA      | $6591968.44   | 0.15%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1702955.28   | 0.04%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5957849.04   | 0.13%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   6517000 | PA      | $6048430.96   | 0.13%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                            | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   6424000 | PA      | $6574077.49   | 0.15%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6085000 | PA      | $6331414.14   | 0.14%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2944069.72   | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $7186660.53   | 0.16%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $676323.70    | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    310000 | PA      | $216489.31    | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                   | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    167000 | PA      | $145826.94    | 0.00%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    324000 | PA      | $237125.13    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    681000 | PA      | $672822.72    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3687000 | PA      | $3612026.37   | 0.08%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                   | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    461000 | PA      | $449280.73    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $982143.50    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    519000 | PA      | $503307.83    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                                                                      | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1142006.42   | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                 | Versant Media Group Inc Term Loan B                                                                                          | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |   1080000 | PA      | $1080578.88   | 0.02%             | 2031-01-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                                                                   | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3245491.30   | 0.07%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                              | ViaSat Inc Term Loan                                                                                                         | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   1506003 | PA      | $1512120.46   | 0.03%             | 2029-03-02      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                              | ViaSat Inc 2023 Term Loan                                                                                                    | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   4142500 | PA      | $4151563.55   | 0.09%             | 2030-05-30      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                      | VICI Properties LP                                                                                                           | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    944000 | PA      | $940030.78    | 0.02%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    440000 | PA      | $429804.38    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                                   | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   4606000 | PA      | $4667029.50   | 0.10%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                                   | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   3936000 | PA      | $4119811.20   | 0.09%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                                                                           | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4924096.86   | 0.11%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC Repriced Term Loan B                                                                                      | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    796005 | PA      | $791669.96    | 0.02%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                                                                         | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    287000 | PA      | $269962.73    | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                          | WMRK Commercial Mortgage Trust 2022-WMRK                                                                                     | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360395 | PA      | $361234.21    | 0.01%             | 2027-11-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                         | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $262445.59    | 0.01%             | 2037-07-05      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                         | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $149298.55    | 0.00%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                         | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2516000 | PA      | $2518773.64   | 0.06%             | 2037-07-05      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                             | Walmart Inc                                                                                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217202.80   | 0.03%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                   | Waste Connections Inc                                                                                                        | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   4342000 | PA      | $4255783.29   | 0.09%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                                                                         | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501470.28    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                       | Waste Pro USA Inc                                                                                                            | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    615000 | PA      | $623456.87    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                               | CUSIP: 949931AG4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1033000 | PA      | $1067439.29   | 0.02%             | 2058-05-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                               | CUSIP: 95000FAZ9<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2969906.10   | 0.07%             | 2048-07-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24405.61     | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253263.35    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4569000 | PA      | $4677236.05   | 0.10%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1118997.89   | 0.02%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1344830.70   | 0.03%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-C46                                                                               | CUSIP: 95001QAY7<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    967000 | PA      | $929624.19    | 0.02%             | 2051-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                               | CUSIP: 95003UAH3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $926301.92    | 0.02%             | 2057-11-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                               | CUSIP: 95003VAG3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3731664.96   | 0.08%             | 2057-07-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C5                                                                               | CUSIP: 95004MAG2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1028537.70   | 0.02%             | 2058-07-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-1918                                                                              | CUSIP: 95004QAA6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1658000 | PA      | $1651098.24   | 0.04%             | 2040-09-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437674.61    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    850000 | PA      | $871063.00    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1320410.49   | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    515000 | PA      | $513213.41    | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    810000 | PA      | $799752.68    | 0.02%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                            | AIMBRIDGE ACQUISITION CO INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | EC               | CORP              | US        |     17246 | NS      | $1234123.76   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| NFE BRAZIL FINANCING LTD                                | NFE BRAZIL FINANCING LTD                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4787675 | PA      | $4787674.94   | 0.11%             | 2029-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| WESTLAKE CORP                                           | Westlake Corp                                                                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   4276000 | PA      | $4264240.91   | 0.09%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2026-1                                                                                 | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5576000 | PA      | $5524922.17   | 0.12%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                           | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4517249.72   | 0.10%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                         | Wingspire Equipment Finance 2025-1 LLC                                                                                       | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533000 | PA      | $530807.93    | 0.01%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                         | Wingspire Equipment Finance 2025-1 LLC                                                                                       | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1042000 | PA      | $1036997.05   | 0.02%             | 2033-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                                | CUSIP: 977852AK8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    465128 | PA      | $509777.03    | 0.01%             | 2030-06-23      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| FUTURES USD CITI CASH                                   | FUTURES USD CITI COC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1506000 | NS      | $1506000.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                                                             | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6080000 | PA      | $6428475.20   | 0.14%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                                 | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1735942.85   | 0.04%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                                 | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    595000 | PA      | $586043.47    | 0.01%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                         | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5393000 | PA      | $5656151.44   | 0.13%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                                | YPF Energia Electrica SA                                                                                                     | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |   2755000 | PA      | $2800683.41   | 0.06%             | 2032-10-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                                                              | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2037711.20   | 0.05%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                                                              | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2049392.40   | 0.05%             | 2055-06-20      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8MAR52 IRS USD R F  4.83400 BCG8MAR52_FIX CCPOIS / Short: SCG8MAR52 IRS USD P V 00MSOFR BCG8MAR52_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13500000 | OU      | $79076.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8MRAC8 IRS USD R F  4.64150 BCG8MRAC8_FIX CCPOIS / Short: SCG8MRAC8 IRS USD P V 00MSOFR BCG8MRAC8_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19500000 | OU      | $1136463.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8MRA95 IRS USD R F  4.69200 BCG8MRA95_FIX CCPOIS / Short: SCG8MRA95 IRS USD P V 00MSOFR BCG8MRA95_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16200000 | OU      | $421564.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8NHS06 IRS USD R F  4.39200 BCG8NHS06_FIX CCPOIS / Short: SCG8NHS06 IRS USD P V 00MSOFR BCG8NHS06_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4400000 | OU      | $169681.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8PPUV5 IRS USD R F  4.55950 BCG8PPUV5_FIX CCPOIS / Short: SCG8PPUV5 IRS USD P V 00MSOFR BCG8PPUV5_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $79556.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8PPUS2 IRS USD R F  4.59650 BCG8PPUS2_FIX CCPOIS / Short: SCG8PPUS2 IRS USD P V 00MSOFR BCG8PPUS2_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2300000 | OU      | $139330.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8PW2Z2 IRS USD R F  4.40700 BCG8PW2Z2_FIX CCPOIS / Short: SCG8PW2Z2 IRS USD P V 00MSOFR BCG8PW2Z2_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $129425.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG8Y4XV9 IRS USD R V 00MSOFR BCG8Y4XV9_FLO CCPOIS / Short: BCG8Y4XV9 IRS USD P F  3.36400 BCG8Y4XV9_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10700000 | OU      | $1299781.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG8YX0N9 IRS USD R V 00MSOFR BCG8YX0N9_FLO CCPOIS / Short: BCG8YX0N9 IRS USD P F  3.45600 BCG8YX0N9_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $1128209.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG8YX0K5 IRS USD R V 00MSOFR BCG8YX0K5_FLO CCPOIS / Short: BCG8YX0K5 IRS USD P F  3.28450 BCG8YX0K5_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11700000 | OU      | $1683363.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG8Z22W4 IRS USD R V 00MSOFR BCG8Z22W4_FLO CCPOIS / Short: BCG8Z22W4 IRS USD P F  3.26800 BCG8Z22W4_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $101867.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGBQUZ33 IRS USD R V 00MSOFR BCGBQUZ33_FLO CCPOIS / Short: BCGBQUZ33 IRS USD P F  3.64550 BCGBQUZ33_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16000000 | OU      | $1283947.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGBZHQR9 IRS USD R F  3.95150 BCGBZHQR9_FIX CCPOIS / Short: SCGBZHQR9 IRS USD P V 00MSOFR BCGBZHQR9_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22000000 | OU      | $-184153.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGBZHQN8 IRS USD R F  4.07150 BCGBZHQN8_FIX CCPOIS / Short: SCGBZHQN8 IRS USD P V 00MSOFR BCGBZHQN8_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  80000000 | OU      | $161408.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGC1GSK9 IRS USD R F  3.90100 BCGC1GSK9_FIX CCPOIS / Short: SCGC1GSK9 IRS USD P V 00MSOFR BCGC1GSK9_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7200000 | OU      | $-240510.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGC54AY1 IRS USD R V 00MSOFR BCGC54AY1_FLO CCPOIS / Short: BCGC54AY1 IRS USD P F  3.56250 BCGC54AY1_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4700000 | OU      | $462445.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGC5KT33 IRS USD R V 00MSOFR BCGC5KT33_FLO CCPOIS / Short: BCGC5KT33 IRS USD P F  3.66750 BCGC5KT33_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11000000 | OU      | $848195.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGCAHPM6 IRS USD R F  4.07700 BCGCAHPM6_FIX CCPOIS / Short: SCGCAHPM6 IRS USD P V 00MSOFR BCGCAHPM6_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  83000000 | OU      | $1428305.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGCAHPL8 IRS USD R F  4.10300 BCGCAHPL8_FIX CCPOIS / Short: SCGCAHPL8 IRS USD P V 00MSOFR BCGCAHPL8_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  82000000 | OU      | $607554.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGCAHPA2 IRS USD R F  4.06850 BCGCAHPA2_FIX CCPOIS / Short: SCGCAHPA2 IRS USD P V 00MSOFR BCGCAHPA2_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $528095.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGCBGCF6 IRS USD R F  4.16100 BCGCBGCF6_FIX CCPOIS / Short: SCGCBGCF6 IRS USD P V 00MSOFR BCGCBGCF6_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35000000 | OU      | $108794.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGF1F2W6 IRS USD R V 12MSOFR BCGF1F2W6_FLO CCPOIS / Short: BCGF1F2W6 IRS USD P F  3.50650 BCGF1F2W6_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 140000000 | OU      | $3735354.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGFG3C14 IRS USD R V 12MSOFR BCGFG3C14_FLO CCPOIS / Short: BCGFG3C14 IRS USD P F  3.55750 BCGFG3C14_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 115000000 | OU      | $2688021.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGFG3C22 IRS USD R F  3.25600 BCGFG3C22_FIX CCPOIS / Short: SCGFG3C22 IRS USD P V 12MSOFR BCGFG3C22_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 135000000 | OU      | $-864904.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGFYQR66 IRS USD R F  3.49100 BCGFYQR66_FIX CCPOIS / Short: SCGFYQR66 IRS USD P V 12MSOFR BCGFYQR66_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 205000000 | OU      | $-1057861.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B97J5BG25 CDS EUR R V 03MEVENT Z97J5BG25_PRO CCPITRAXX / Short: B97J5BG25 CDS EUR P F  1.00000 Z97J5BG25_FEE CCPITRAXX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  42640000 | OU      | $-676639.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S97J5BG58 CDS USD R F  1.00000 Z97J5BG58_FEE CCPCDX / Short: S97J5BG58 CDS USD P V 03MEVENT Z97J5BG58_PRO CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  14274000 | OU      | $246297.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S97JNT7P5 CDS USD R F  5.00000 Z97JNT7P5_FEE CCPCDX / Short: S97JNT7P5 CDS USD P V 03MEVENT Z97JNT7P5_PRO CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 362925000 | OU      | $17403161.06  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                     | Kasikornbank PCL/Hong Kong                                                                                                   | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |   2360000 | PA      | $2337722.57   | 0.05%             | 2031-10-02      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                      | Leviathan Bond Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    980000 | PA      | $996679.60    | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    685000 | PA      | $638000.81    | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                                                                | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    200000 | PA      | $247550.56    | 0.01%             | 2029-06-27      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                 | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1795190.04   | 0.04%             | 2029-07-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                    | Banco de Sabadell SA                                                                                                         | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1330007.44   | 0.03%             | 2029-09-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                         | Piraeus Bank SA                                                                                                              | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |    150000 | PA      | $186643.67    | 0.00%             | 2029-12-05      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                                                                | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $119666.17    | 0.00%             | 2030-05-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                 | IRB INFRASTRUCTURE DEVELOPERS                                                                                                | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    435000 | PA      | $436970.22    | 0.01%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1751978.23   | 0.04%             | 2030-04-04      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                         | Piraeus Bank SA                                                                                                              | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |    850000 | PA      | $1017049.11   | 0.02%             | 2030-04-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                                  | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |    900000 | PA      | $1073936.10   | 0.02%             | 2031-04-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                   | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1700000 | PA      | $2037903.37   | 0.05%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                       | Krakatau Posco PT                                                                                                            | CUSIP: 000000000<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |   1500000 | PA      | $1509386.36   | 0.03%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1761082.42   | 0.04%             | 2035-07-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI                                    | Limak Cimento Sanayi ve Ticaret AS                                                                                           | CUSIP: 000000000<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |   1458000 | PA      | $1440254.46   | 0.03%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                 | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1746637.54   | 0.04%             | 2036-08-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                                  | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $115862.40    | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                             | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1358337.27   | 0.03%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                    | Banco de Sabadell SA                                                                                                         | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1238030.84   | 0.03%             | 2033-02-18      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                    | Bidvest Group UK PLC/The                                                                                                     | CUSIP: 000000000<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    734000 | PA      | $733819.33    | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR OPT DEC26C 98                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       198 | NC      | $24750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -30 | NC      | $119096.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       649 | NC      | $-2320926.81  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -94 | NC      | $337666.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -637 | NC      | $1365125.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3256 | NC      | $-3586943.90  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       995 | NC      | $-1223671.10  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1241 | NC      | $2908541.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Venator Materials LLC                                   | Venator Materials LLC 2024 First Out Term Loan                                                                               | CUSIP: 000000000<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | US        |      9513 | PA      | $3013.59      | 0.00%             | 2026-07-16      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| Venator Materials LLC                                   | Venator Materials LLC 2024 First Out Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | LU        |      9624 | PA      | $3048.82      | 0.00%             | 2026-07-16      | Floating      | 10.75%                | No            |                  3 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    451083 | PA      | $461178.39    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MARB BONDCO PLC                                         | MARB BondCo PLC                                                                                                              | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   1606000 | PA      | $1424356.74   | 0.03%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Venator Materials PLC                                   | Venator Materials PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300WFXC4YL5IHX316 | Long             | EC               | CORP              | GB        |        90 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $442367.33    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                          | CONSOLIDATED ENERGY FINANCE SA 2026 INCREMENTAL TERM LOAN                                                                    | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |   2500000 | PA      | $2406250.00   | 0.05%             | 2030-11-27      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                      | Connect Finco Sarl 2024 Extended Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   1091646 | PA      | $1094959.81   | 0.02%             | 2029-09-27      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                   | Venator Materials LLC 2023 Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | LU        |     16340 | PA      | $5176.50      | 0.00%             | 2028-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1489000 | PA      | $723132.85    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $130507.61    | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   2320000 | PA      | $974400.00    | 0.02%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $582050.00    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $205902.51    | 0.00%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                 | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $982826.64    | 0.02%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                         | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    242104 | PA      | $238359.11    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    480000 | PA      | $499875.36    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                         | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1011366.03   | 0.02%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                     | GENM Capital Labuan Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |   5750000 | PA      | $5106283.19   | 0.11%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst