# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-054716
**Filing Date:** 2026-5
**Character Count:** 461841
**Document Hash:** ab8c3267b8c5732393857dfbe6b0701b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054716.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054716

**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:** 261031699

**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 Core Bond ETF (Series ID: S000080918)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000243509 | Share Class  | CGCB            |

## Nport-Ex

![](imgd8ec623e1.jpg)

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

**Capital Group Core Bond ETF**

Investment portfolio

March 31, 2026

**unaudited**

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

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 99.75%<br> **Corporate bonds and notes 45.59%**<br> **Financials 19.43%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AIB Group PLC 6.608% 9/13/2029 (USD-SOFR + 2.33% on 9/13/2028) <sup>(a)(b)</sup>  | USD26,769 | $28022 |
| Air Lease Corp. 4.50% 3/24/2029 <sup>(a)</sup>  | 3305 | 3284 |
| American International Group, Inc. 4.85% 5/7/2030  | 10390 | 10500 |
| Arthur J. Gallagher & Co. 4.85% 12/15/2029  | 13753 | 13908 |
| Athene Global Funding 5.583% 1/9/2029 <sup>(a)</sup>  | 2980 | 3008 |
| Athene Global Funding 4.721% 10/8/2029 <sup>(a)</sup>  | 2573 | 2533 |
| Bank of America Corp. 3.974% 2/7/2030 (3-month USD CME Term SOFR + 1.472% on 2/7/2029) <sup>(b)</sup>  | 55107 | 54361 |
| BNP Paribas SA 2.591% 1/20/2028 (USD-SOFR + 1.228% on 1/20/2027) <sup>(a)(b)</sup>  | 10450 | 10291 |
| BNP Paribas SA 5.497% 5/20/2030 (USD-SOFR + 1.59% on 5/20/2029) <sup>(a)(b)</sup>  | 16393 | 16798 |
| BPCE SA 2.045% 10/19/2027 (USD-SOFR + 1.087% on 10/19/2026) <sup>(a)(b)</sup>  | 7268 | 7167 |
| BPCE SA 5.716% 1/18/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.959% on 1/18/2029) <sup>(a)(b)</sup>  | 18213 | 18674 |
| BPCE SA 5.876% 1/14/2031 (USD-SOFR + 1.68% on 1/14/2030) <sup>(a)(b)</sup>  | 19378 | 19970 |
| CaixaBank SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028) <sup>(a)(b)</sup>  | 32669 | 33563 |
| CaixaBank SA 4.634% 7/3/2029 (USD-SOFR + 1.14% on 7/3/2028) <sup>(a)(b)</sup>  | 27554 | 27605 |
| Citigroup, Inc. 4.542% 9/19/2030 (USD-SOFR + 1.338% on 9/19/2029) <sup>(b)</sup>  | 17348 | 17291 |
| Citigroup, Inc. 4.412% 3/31/2031 (USD-SOFR + 3.914% on 3/31/2030) <sup>(b)</sup>  | 10327 | 10211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danske Bank AS 4.298% 4/1/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on <br>4/1/2027) <sup>(a)(b)</sup>  | 27733 | 27696 |
| Deutsche Bank AG 2.311% 11/16/2027 (USD-SOFR + 1.219% on 11/16/2026) <sup>(b)</sup>  | 11897 | 11736 |
| Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028) <sup>(b)</sup>  | 34628 | 36365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DNB Bank ASA 1.535% 5/25/2027 (5-year UST Yield Curve Rate T Note Constant Maturity + 0.72% on <br>5/25/2026) <sup>(a)(b)</sup>  | 2214 | 2204 |
| Fifth Third Bancorp 6.339% 7/27/2029 (USD-SOFR + 2.34% on 7/27/2028) <sup>(b)</sup>  | 31950 | 33127 |
| Goldman Sachs Group, Inc. 5.727% 4/25/2030 (USD-SOFR + 1.265% on 4/25/2029) <sup>(b)</sup>  | 24999 | 25796 |
| Goldman Sachs Group, Inc. 4.692% 10/23/2030 (USD-SOFR + 1.135% on 10/23/2029) <sup>(b)</sup>  | 9988 | 9998 |
| Goldman Sachs Group, Inc. 5.218% 4/23/2031 (USD-SOFR + 1.58% on 4/23/2030) <sup>(b)</sup>  | 11106 | 11296 |
| Goldman Sachs Group, Inc. 4.369% 10/21/2031 (USD-SOFR + 1.06% on 10/21/2030) <sup>(b)</sup>  | 7499 | 7354 |
| HSBC Holdings PLC 4.583% 6/19/2029 (3-month USD CME Term SOFR + 1.796% on 6/19/2028) <sup>(b)</sup>  | 43094 | 43071 |
| HSBC Holdings PLC 4.619% 11/6/2031 (USD-SOFR + 1.19% on 11/6/2030) <sup>(b)</sup>  | 3750 | 3699 |
| JPMorgan Chase & Co. 6.07% 10/22/2027 (USD-SOFR + 1.33% on 10/22/2026) <sup>(b)</sup>  | 4048 | 4087 |
| JPMorgan Chase & Co. 5.04% 1/23/2028 (USD-SOFR + 1.19% on 1/23/2027) <sup>(b)</sup>  | 4327 | 4349 |
| JPMorgan Chase & Co. 4.203% 7/23/2029 (3-month USD CME Term SOFR + 1.522% on 7/23/2028) <sup>(b)</sup>  | 42961 | 42721 |
| JPMorgan Chase & Co. 5.14% 1/24/2031 (USD-SOFR + 0.90% on 1/24/2030) <sup>(b)</sup>  | 10393 | 10586 |
| JPMorgan Chase & Co. 5.103% 4/22/2031 (USD-SOFR + 1.435% on 4/22/2030) <sup>(b)</sup>  | 100 | 102 |
| JPMorgan Chase & Co. 4.255% 10/22/2031 (USD-SOFR + 0.93% on 10/22/2030) <sup>(b)</sup>  | 6805 | 6701 |
| JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031) <sup>(b)</sup>  | 1375 | 1211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KBC Groep NV 5.796% 1/19/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.10% on <br>1/19/2028) <sup>(a)(b)</sup>  | 37747 | 38597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC 5.871% 3/6/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.70% on <br> 3/6/2028) <sup>(b)</sup>  | 23683 | 24274 |
| Metropolitan Life Global Funding I 5.15% 3/28/2033 <sup>(a)</sup>  | 8190 | 8280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. 4.505% 1/14/2032 (1-year UST Yield Curve Rate T Note Constant Maturity + <br> 0.80% on 1/14/2031) <sup>(b)</sup>  | 9260 | 9129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc. 5.376% 5/26/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.12% <br> on 5/26/2029) <sup>(b)</sup>  | 12978 | 13280 |

---

Capital Group Core Bond ETF — Page 1 of 22

------

**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>|
| Morgan Stanley 5.123% 2/1/2029 (USD-SOFR + 1.73% on 2/1/2028) <sup>(b)</sup>  | USD41,535 | $42004 |
| Morgan Stanley 5.042% 7/19/2030 (USD-SOFR + 1.215% on 7/19/2029) <sup>(b)</sup>  | 26458 | 26769 |
| Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) <sup>(b)</sup>  | 10816 | 10813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC 4.964% 8/15/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.22% on <br> 8/15/2029) <sup>(b)</sup>  | 24209 | 24430 |
| PNC Financial Services Group, Inc. 6.615% 10/20/2027 (USD-SOFR + 1.73% on 10/20/2026) <sup>(b)</sup>  | 750 | 759 |
| PNC Financial Services Group, Inc. 5.582% 6/12/2029 (USD-SOFR + 1.841% on 6/12/2028) <sup>(b)</sup>  | 20562 | 21074 |
| PNC Financial Services Group, Inc. 4.812% 10/21/2032 (USD-SOFR + 1.289% on 10/21/2031) <sup>(b)</sup>  | 9264 | 9237 |
| Sumitomo Mitsui Financial Group, Inc. 4.494% 1/15/2032 (USD-SOFR + 1.02% on 1/15/2031) <sup>(b)</sup>  | 5313 | 5234 |
| Truist Financial Corp. 5.435% 1/24/2030 (USD-SOFR + 1.62% on 1/24/2029) <sup>(b)</sup>  | 30280 | 30998 |
| U.S. Bancorp 4.653% 2/1/2029 (USD-SOFR + 1.23% on 2/1/2028) <sup>(b)</sup>  | 1382 | 1389 |
| U.S. Bancorp 5.046% 2/12/2031 (USD-SOFR + 1.061% on 2/12/2030) <sup>(b)</sup>  | 11646 | 11819 |
| UBS Group AG 5.617% 9/13/2030 (1-year USD-ICE SOFR Swap + 1.34% on 9/13/2029) <sup>(a)(b)</sup>  | 14247 | 14691 |
| Wells Fargo & Co. 5.574% 7/25/2029 (USD-SOFR + 1.74% on 7/25/2028) <sup>(b)</sup>  | 18798 | 19232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp. 4.11% 7/24/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.00% on <br> 7/24/2029) <sup>(b)</sup>  | 24074 | 23481 |
|  |  | 894775 |
| **Health care 5.37%** |  |  |
| Abbott Laboratories 4.30% 3/15/2033  | 12580 | 12315 |
| AbbVie, Inc. 4.40% 3/15/2033  | 4587 | 4504 |
| AbbVie, Inc. 5.05% 3/15/2034  | 19746 | 20048 |
| Amgen, Inc. 4.20% 2/19/2031  | 7002 | 6908 |
| Amgen, Inc. 5.25% 3/2/2033  | 28292 | 29044 |
| Baxter International, Inc. 2.272% 12/1/2028  | 50811 | 47357 |
| Baxter International, Inc. 4.45% 2/15/2029  | 5767 | 5696 |
| Bristol-Myers Squibb Co. 5.20% 2/22/2034  | 20020 | 20532 |
| Centene Corp. 4.25% 12/15/2027  | 2215 | 2177 |
| Cigna Group (The) 5.00% 5/15/2029  | 6918 | 7045 |
| CVS Health Corp. 5.40% 6/1/2029  | 33473 | 34273 |
| Novartis Capital Corp. 4.60% 3/18/2033  | 3992 | 3976 |
| Pfizer Investment Enterprises Pte., Ltd. 4.75% 5/19/2033  | 17798 | 17735 |
| Takeda U.S. Financing, Inc. 5.20% 7/7/2035  | 8470 | 8474 |
| Thermo Fisher Scientific, Inc. 4.55% 6/15/2033  | 9411 | 9302 |
| UnitedHealth Group, Inc. 5.35% 2/15/2033  | 14584 | 14980 |
| Viatris, Inc. 2.70% 6/22/2030  | 3441 | 3118 |
|  |  | 247484 |
| **Utilities 5.12%** |  |  |
| DTE Energy Co. 5.10% 3/1/2029  | 39209 | 39875 |
| Edison International 4.125% 3/15/2028  | 3399 | 3342 |
| Edison International 5.45% 6/15/2029  | 50 | 50 |
| Edison International 6.95% 11/15/2029  | 715 | 755 |
| Edison International 6.25% 3/15/2030  | 1698 | 1760 |
| ENEL Finance International NV 2.125% 7/12/2028 <sup>(a)</sup>  | 2930 | 2782 |
| ENEL Finance International NV 4.125% 9/30/2028 <sup>(a)</sup>  | 16395 | 16263 |
| FirstEnergy Corp. 2.65% 3/1/2030  | 15056 | 13945 |
| Georgia Power Co. 4.95% 5/17/2033  | 22415 | 22604 |
| Pacific Gas and Electric Co. 5.00% 6/4/2028  | 7480 | 7546 |
| Pacific Gas and Electric Co. 4.65% 8/1/2028  | 12988 | 13009 |
| Pacific Gas and Electric Co. 4.55% 7/1/2030  | 17895 | 17659 |
| Pacific Gas and Electric Co. 5.70% 3/1/2035  | 3945 | 4001 |
| Pacific Gas and Electric Co. 4.95% 7/1/2050  | 3662 | 3036 |
| PacifiCorp 5.10% 2/15/2029  | 45241 | 45833 |

---

Capital Group Core Bond ETF — Page 2 of 22

------

**unaudited**

---

| | | |
|:---|:---|:---|
| 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>|
| Public Service Enterprise Group, Inc. 4.90% 3/15/2030  | USD18,295 | $18484 |
| Southern California Edison Co. 5.25% 3/15/2030  | 7001 | 7112 |
| Southern California Edison Co. 5.45% 6/1/2031  | 17391 | 17797 |
|  |  | 235853 |
| **Industrials 3.18%** |  |  |
| BAE Systems PLC 5.125% 3/26/2029 <sup>(a)</sup>  | 31796 | 32454 |
| Boeing Co. (The) 5.04% 5/1/2027  | 46029 | 46296 |
| Boeing Co. (The) 6.259% 5/1/2027  | 34291 | 34893 |
| Eaton Corp. 4.20% 3/6/2031  | 9983 | 9842 |
| Honeywell Aerospace, Inc. 4.30% 3/16/2031 <sup>(a)</sup>  | 8261 | 8174 |
| LG Energy Solution, Ltd. 5.25% 4/2/2028 <sup>(a)</sup>  | 9122 | 9195 |
| LG Energy Solution, Ltd. 5.00% 4/2/2029 <sup>(a)</sup>  | 5375 | 5387 |
|  |  | 146241 |
| **Consumer discretionary 2.82%** |  |  |
| Amazon.com, Inc. 4.25% 3/13/2031  | 11970 | 11885 |
| Ford Motor Credit Co., LLC 5.80% 3/5/2027  | 30324 | 30498 |
| Ford Motor Credit Co., LLC 4.97% 4/6/2029  | 16188 | 15994 |
| General Motors Financial Co., Inc. 4.20% 10/27/2028  | 24761 | 24512 |
| Hyundai Capital America 5.275% 6/24/2027 <sup>(a)</sup>  | 10668 | 10761 |
| Hyundai Capital America 4.55% 9/26/2029 <sup>(a)</sup>  | 7405 | 7376 |
| Hyundai Capital America 5.15% 3/27/2030 <sup>(a)</sup>  | 14557 | 14718 |
| Royal Caribbean Cruises, Ltd. 4.75% 5/15/2033  | 8521 | 8230 |
| Stellantis Finance US, Inc. 5.35% 3/17/2028 <sup>(a)</sup>  | 1264 | 1273 |
| Volkswagen Group of America Finance, LLC 4.90% 8/14/2026 <sup>(a)</sup>  | 4626 | 4633 |
|  |  | 129880 |
| **Information technology 2.81%** |  |  |
| Broadcom, Inc. 3.469% 4/15/2034  | 15654 | 14103 |
| Microchip Technology, Inc. 5.05% 3/15/2029  | 11831 | 12005 |
| Microchip Technology, Inc. 5.05% 2/15/2030  | 3758 | 3792 |
| Oracle Corp. 4.45% 9/26/2030  | 46350 | 44678 |
| Oracle Corp. 4.95% 2/4/2031  | 9288 | 9091 |
| Oracle Corp. 4.80% 9/26/2032  | 8961 | 8537 |
| Oracle Corp. 5.35% 5/4/2033  | 6254 | 6090 |
| Roper Technologies, Inc. 4.50% 10/15/2029  | 15416 | 15331 |
| SK hynix, Inc. 6.375% 1/17/2028 <sup>(a)</sup>  | 15472 | 15977 |
|  |  | 129604 |
| **Communication services 2.30%** |  |  |
| Alphabet, Inc. 4.40% 2/15/2033  | 11958 | 11812 |
| Charter Communications Operating, LLC 6.10% 6/1/2029  | 10272 | 10642 |
| Charter Communications Operating, LLC 6.384% 10/23/2035  | 9808 | 9967 |
| Meta Platforms, Inc. 4.60% 11/15/2032  | 21578 | 21374 |
| T-Mobile USA, Inc. 3.875% 4/15/2030  | 21413 | 20859 |
| T-Mobile USA, Inc. 5.125% 5/15/2032  | 5919 | 6006 |
| Verizon Communications, Inc. 2.355% 3/15/2032  | 8030 | 7012 |
| Verizon Communications, Inc. 4.75% 1/15/2033  | 18521 | 18299 |
|  |  | 105971 |

---

Capital Group Core Bond ETF — Page 3 of 22

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Consumer staples 2.22%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| BAT Capital Corp. 6.343% 8/2/2030  | USD16,176 | $17272 |
| BAT Capital Corp. 5.35% 8/15/2032  | 10017 | 10288 |
| Constellation Brands, Inc. 2.875% 5/1/2030  | 14589 | 13657 |
| Imperial Brands Finance PLC 4.50% 6/30/2028 <sup>(a)</sup>  | 21084 | 21102 |
| Mars, Inc. 4.80% 3/1/2030 <sup>(a)</sup>  | 25138 | 25407 |
| McCormick & Co., Inc. 4.15% 2/15/2029  | 14670 | 14531 |
|  |  | 102257 |
| **Energy 1.91%** |  |  |
| Diamondback Energy, Inc. 5.15% 1/30/2030  | 16320 | 16666 |
| Energy Transfer, LP 5.25% 7/1/2029  | 20509 | 20962 |
| Enterprise Products Operating, LLC 4.60% 1/15/2031  | 8594 | 8610 |
| GreenSaif Pipelines Bidco SARL 5.852% 2/23/2036 <sup>(a)</sup>  | 4439 | 4460 |
| Petroleos Mexicanos 6.50% 3/13/2027  | 20040 | 20244 |
| South Bow USA Infrastructure Holdings, LLC 4.911% 9/1/2027  | 17053 | 17129 |
|  |  | 88071 |
| **Materials 0.26%** |  |  |
| Chevron Phillips Chemical Co., LLC 4.75% 5/15/2030 <sup>(a)</sup>  | 11943 | 11969 |
| **Real estate 0.17%** |  |  |
| Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030  | 3730 | 3739 |
| Piedmont Operating Partnership, LP 5.625% 1/15/2033  | 4164 | 4049 |
|  |  | 7788 |
| **Total corporate bonds and notes** |  | 2099893 |
| **Mortgage-backed obligations 30.56%**<br> **Federal agency mortgage-backed obligations 23.79%**<br>|  |  |
| Fannie Mae Pool #FS3550 2.50% 1/1/2051 <sup>(c)</sup>  | 828 | 699 |
| Fannie Mae Pool #FS5929 2.50% 1/1/2051 <sup>(c)</sup>  | 469 | 396 |
| Fannie Mae Pool #FM6031 2.00% 2/1/2051 <sup>(c)</sup>  | 17777 | 14363 |
| Fannie Mae Pool #BQ7729 2.50% 3/1/2051 <sup>(c)</sup>  | 1500 | 1263 |
| Fannie Mae Pool #CA9390 2.50% 3/1/2051 <sup>(c)</sup>  | 908 | 765 |
| Fannie Mae Pool #BR6304 2.50% 4/1/2051 <sup>(c)</sup>  | 22 | 19 |
| Fannie Mae Pool #FM7304 2.50% 5/1/2051 <sup>(c)</sup>  | 814 | 686 |
| Fannie Mae Pool #CB0517 2.50% 5/1/2051 <sup>(c)</sup>  | 598 | 505 |
| Fannie Mae Pool #FM7325 2.50% 5/1/2051 <sup>(c)</sup>  | 507 | 429 |
| Fannie Mae Pool #BR9603 2.50% 5/1/2051 <sup>(c)</sup>  | 16 | 14 |
| Fannie Mae Pool #FM8315 2.50% 7/1/2051 <sup>(c)</sup>  | 903 | 764 |
| Fannie Mae Pool #BQ0991 2.50% 7/1/2051 <sup>(c)</sup>  | 453 | 382 |
| Fannie Mae Pool #CB1295 2.00% 8/1/2051 <sup>(c)</sup>  | 2604 | 2113 |
| Fannie Mae Pool #FM8422 2.50% 8/1/2051 <sup>(c)</sup>  | 6165 | 5201 |
| Fannie Mae Pool #FM8745 2.50% 9/1/2051 <sup>(c)</sup>  | 953 | 803 |
| Fannie Mae Pool #CB1810 3.00% 10/1/2051 <sup>(c)</sup>  | 11429 | 10054 |
| Fannie Mae Pool #MA4465 2.00% 11/1/2051 <sup>(c)</sup>  | 3289 | 2667 |
| Fannie Mae Pool #CB2092 2.50% 11/1/2051 <sup>(c)</sup>  | 9631 | 8112 |
| Fannie Mae Pool #CB2211 2.50% 11/1/2051 <sup>(c)</sup>  | 3533 | 2995 |
| Fannie Mae Pool #BU3058 2.50% 12/1/2051 <sup>(c)</sup>  | 6341 | 5351 |
| Fannie Mae Pool #BQ7006 2.00% 1/1/2052 <sup>(c)</sup>  | 2500 | 2027 |
| Fannie Mae Pool #MA4512 2.50% 1/1/2052 <sup>(c)</sup>  | 3403 | 2886 |
| Fannie Mae Pool #FS4203 2.50% 1/1/2052 <sup>(c)</sup>  | 264 | 223 |
| Fannie Mae Pool #FS6479 2.50% 1/1/2052 <sup>(c)</sup>  | 104 | 88 |

---

Capital Group Core Bond ETF — Page 4 of 22

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**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #MA4547 2.00% 2/1/2052 <sup>(c)</sup>  | USD7,310 | $5921 |
| Fannie Mae Pool #MA4562 2.00% 3/1/2052 <sup>(c)</sup>  | 33830 | 27396 |
| Fannie Mae Pool #MA4563 2.50% 3/1/2052 <sup>(c)(d)</sup>  | 66759 | 56536 |
| Fannie Mae Pool #CB3744 2.50% 3/1/2052 <sup>(c)</sup>  | 77 | 65 |
| Fannie Mae Pool #FS4433 2.50% 3/1/2052 <sup>(c)</sup>  | 27 | 23 |
| Fannie Mae Pool #MA4577 2.00% 4/1/2052 <sup>(c)</sup>  | 11776 | 9536 |
| Fannie Mae Pool #FS1598 2.00% 4/1/2052 <sup>(c)</sup>  | 3583 | 2901 |
| Fannie Mae Pool #MA4578 2.50% 4/1/2052 <sup>(c)</sup>  | 2884 | 2438 |
| Fannie Mae Pool #CB3520 2.50% 4/1/2052 <sup>(c)</sup>  | 671 | 567 |
| Fannie Mae Pool #MA4597 2.00% 5/1/2052 <sup>(c)</sup>  | 4186 | 3390 |
| Fannie Mae Pool #FS5387 2.50% 5/1/2052 <sup>(c)</sup>  | 963 | 811 |
| Fannie Mae Pool #MA4599 3.00% 5/1/2052 <sup>(c)</sup>  | 6776 | 5970 |
| Fannie Mae Pool #MA4623 2.50% 6/1/2052 <sup>(c)</sup>  | 1021 | 865 |
| Fannie Mae Pool #CB3891 3.00% 6/1/2052 <sup>(c)</sup>  | 1547 | 1369 |
| Fannie Mae Pool #MA4625 3.50% 6/1/2052 <sup>(c)</sup>  | 14249 | 13087 |
| Fannie Mae Pool #FS7879 2.50% 7/1/2052 <sup>(c)</sup>  | 5014 | 4224 |
| Fannie Mae Pool #FS5493 2.50% 7/1/2052 <sup>(c)</sup>  | 2663 | 2256 |
| Fannie Mae Pool #FS6631 2.50% 7/1/2052 <sup>(c)</sup>  | 36 | 31 |
| Fannie Mae Pool #MA4743 2.50% 8/1/2052 <sup>(c)</sup>  | 1616 | 1367 |
| Fannie Mae Pool #MA4768 2.50% 9/1/2052 <sup>(c)</sup>  | 2031 | 1719 |
| Fannie Mae Pool #FA2698 2.00% 10/1/2052 <sup>(c)</sup>  | 6095 | 4926 |
| Fannie Mae Pool #FS4191 5.50% 3/1/2053 <sup>(c)</sup>  | 199 | 201 |
| Fannie Mae Pool #MA5026 3.50% 4/1/2053 <sup>(c)</sup>  | 10041 | 9219 |
| Fannie Mae Pool #BY0943 4.00% 4/1/2053 <sup>(c)</sup>  | 529 | 500 |
| Fannie Mae Pool #MA5027 4.00% 5/1/2053 <sup>(c)</sup>  | 223 | 210 |
| Fannie Mae Pool #FA3450 2.50% 7/1/2053 <sup>(c)</sup>  | 15055 | 12758 |
| Fannie Mae Pool #MA5135 4.00% 9/1/2053 <sup>(c)</sup>  | 3220 | 3045 |
| Fannie Mae Pool #MA5177 4.00% 10/1/2053 <sup>(c)</sup>  | 882 | 833 |
| Fannie Mae Pool #MA5163 4.50% 10/1/2053 <sup>(c)</sup>  | 903 | 874 |
| Fannie Mae Pool #FA0441 3.50% 12/1/2053 <sup>(c)</sup>  | 17711 | 16262 |
| Fannie Mae Pool #MA5236 4.00% 12/1/2053 <sup>(c)</sup>  | 287 | 271 |
| Fannie Mae Pool #CB7862 6.00% 1/1/2054 <sup>(c)</sup>  | 327 | 335 |
| Fannie Mae Pool #MA5249 7.00% 1/1/2054 <sup>(c)</sup>  | 3011 | 3166 |
| Fannie Mae Pool #MA5295 6.00% 3/1/2054 <sup>(c)</sup>  | 4079 | 4161 |
| Fannie Mae Pool #CB8755 6.00% 6/1/2054 <sup>(c)</sup>  | 655 | 672 |
| Fannie Mae Pool #FS8223 6.00% 6/1/2054 <sup>(c)</sup>  | 200 | 204 |
| Fannie Mae Pool #FS8219 6.00% 6/1/2054 <sup>(c)</sup>  | 174 | 178 |
| Fannie Mae Pool #DB7039 6.00% 7/1/2054 <sup>(c)</sup>  | 135 | 139 |
| Fannie Mae Pool #DB7690 6.00% 8/1/2054 <sup>(c)</sup>  | 69 | 71 |
| Fannie Mae Pool #DB7687 6.00% 8/1/2054 <sup>(c)</sup>  | 67 | 69 |
| Fannie Mae Pool #DC0296 6.00% 8/1/2054 <sup>(c)</sup>  | 56 | 58 |
| Fannie Mae Pool #MA5471 6.00% 9/1/2054 <sup>(c)</sup>  | 3800 | 3877 |
| Fannie Mae Pool #MA5528 4.00% 11/1/2054 <sup>(c)</sup>  | 43 | 41 |
| Fannie Mae Pool #MA5529 4.50% 11/1/2054 <sup>(c)</sup>  | 8297 | 8015 |
| Fannie Mae Pool #MA5550 4.00% 12/1/2054 <sup>(c)</sup>  | 57 | 54 |
| Fannie Mae Pool #MA5552 5.00% 12/1/2054 <sup>(c)</sup>  | 16012 | 15813 |
| Fannie Mae Pool #DC9243 6.50% 12/1/2054 <sup>(c)</sup>  | 1000 | 1035 |
| Fannie Mae Pool #MA5611 4.00% 2/1/2055 <sup>(c)</sup>  | 916 | 865 |
| Fannie Mae Pool #MA5615 6.00% 2/1/2055 <sup>(c)</sup>  | 13092 | 13355 |
| Fannie Mae Pool #FP0132 6.50% 2/1/2055 <sup>(c)</sup>  | 1000 | 1035 |
| Fannie Mae Pool #MA5643 4.00% 3/1/2055 <sup>(c)</sup>  | 3517 | 3322 |
| Fannie Mae Pool #MA5644 4.50% 3/1/2055 <sup>(c)</sup>  | 5098 | 4925 |
| Fannie Mae Pool #MA5647 6.00% 3/1/2055 <sup>(c)</sup>  | 5459 | 5568 |
| Fannie Mae Pool #190445 6.50% 3/1/2055 <sup>(c)</sup>  | 20526 | 21235 |

---

Capital Group Core Bond ETF — Page 5 of 22

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #MA5648 6.50% 3/1/2055 <sup>(c)</sup>  | USD153 | $158 |
| Fannie Mae Pool #MA5671 4.50% 4/1/2055 <sup>(c)</sup>  | 5414 | 5231 |
| Fannie Mae Pool #MA5674 6.00% 4/1/2055 <sup>(c)</sup>  | 2802 | 2858 |
| Fannie Mae Pool #DD6425 6.50% 4/1/2055 <sup>(c)</sup>  | 1000 | 1034 |
| Fannie Mae Pool #MA5701 6.00% 5/1/2055 <sup>(c)</sup>  | 9294 | 9479 |
| Fannie Mae Pool #MA5702 6.50% 5/1/2055 <sup>(c)</sup>  | 113 | 117 |
| Fannie Mae Pool #DE0094 4.00% 6/1/2055 <sup>(c)</sup>  | 866 | 818 |
| Fannie Mae Pool #MA5735 5.50% 6/1/2055 <sup>(c)</sup>  | 54541 | 54846 |
| Fannie Mae Pool #MA5736 6.00% 6/1/2055 <sup>(c)</sup>  | 5039 | 5140 |
| Fannie Mae Pool #MA5737 6.50% 6/1/2055 <sup>(c)</sup>  | 22 | 23 |
| Fannie Mae Pool #MA5789 4.00% 8/1/2055 <sup>(c)</sup>  | 42318 | 39972 |
| Fannie Mae Pool #MA5761 6.00% 7/1/2055 <sup>(c)</sup>  | 5171 | 5274 |
| Fannie Mae Pool #MA5792 5.50% 8/1/2055 <sup>(c)</sup>  | 38413 | 38627 |
| Fannie Mae Pool #MA5793 6.00% 8/1/2055 <sup>(c)</sup>  | 15080 | 15380 |
| Fannie Mae Pool #MA5820 4.50% 9/1/2055 <sup>(c)</sup>  | 39494 | 38155 |
| Fannie Mae Pool #MA5823 6.00% 9/1/2055 <sup>(c)</sup>  | 7610 | 7762 |
| Fannie Mae Pool #MA5941 3.50% 1/1/2056 <sup>(c)</sup>  | 7539 | 6920 |
| Fannie Mae Pool #MA5942 4.00% 1/1/2056 <sup>(c)</sup>  | 6071 | 5733 |
| Fannie Mae Pool #MA5943 4.50% 1/1/2056 <sup>(c)</sup>  | 5852 | 5652 |
| Fannie Mae Pool #MA5971 5.00% 2/1/2056 <sup>(c)</sup>  | 9324 | 9203 |
| Fannie Mae Pool #BF0765 3.50% 9/1/2063 <sup>(c)</sup>  | 10883 | 9822 |
| Freddie Mac Pool #RA3528 2.50% 9/1/2050 <sup>(c)</sup>  | 646 | 545 |
| Freddie Mac Pool #QB8797 2.50% 2/1/2051 <sup>(c)</sup>  | 258 | 218 |
| Freddie Mac Pool #SD4957 2.00% 3/1/2051 <sup>(c)</sup>  | 32179 | 26244 |
| Freddie Mac Pool #QC3532 2.50% 6/1/2051 <sup>(c)</sup>  | 449 | 379 |
| Freddie Mac Pool #QC5574 2.50% 8/1/2051 <sup>(c)</sup>  | 21 | 18 |
| Freddie Mac Pool #QC6225 2.50% 9/1/2051 <sup>(c)</sup>  | 708 | 597 |
| Freddie Mac Pool #SD5485 2.50% 9/1/2051 <sup>(c)</sup>  | 656 | 555 |
| Freddie Mac Pool #RA5759 2.50% 9/1/2051 <sup>(c)</sup>  | 164 | 138 |
| Freddie Mac Pool #QC6597 2.50% 9/1/2051 <sup>(c)</sup>  | 26 | 22 |
| Freddie Mac Pool #QD1841 2.00% 11/1/2051 <sup>(c)</sup>  | 3083 | 2493 |
| Freddie Mac Pool #RA6534 2.00% 12/1/2051 <sup>(c)</sup>  | 6489 | 5248 |
| Freddie Mac Pool #SD8183 2.50% 12/1/2051 <sup>(c)</sup>  | 2474 | 2098 |
| Freddie Mac Pool #SD8189 2.50% 1/1/2052 <sup>(c)</sup>  | 2141 | 1815 |
| Freddie Mac Pool #SD5892 2.00% 2/1/2052 <sup>(c)</sup>  | 10125 | 8179 |
| Freddie Mac Pool #SD8194 2.50% 2/1/2052 <sup>(c)</sup>  | 2909 | 2464 |
| Freddie Mac Pool #SD8199 2.00% 3/1/2052 <sup>(c)</sup>  | 31464 | 25509 |
| Freddie Mac Pool #QD8010 2.00% 3/1/2052 <sup>(c)</sup>  | 883 | 713 |
| Freddie Mac Pool #SD8204 2.00% 4/1/2052 <sup>(c)</sup>  | 19271 | 15601 |
| Freddie Mac Pool #QE0312 2.00% 4/1/2052 <sup>(c)</sup>  | 893 | 721 |
| Freddie Mac Pool #SD6498 2.50% 4/1/2052 <sup>(c)</sup>  | 4811 | 4061 |
| Freddie Mac Pool #SD8211 2.00% 5/1/2052 <sup>(c)</sup>  | 18934 | 15328 |
| Freddie Mac Pool #SD8212 2.50% 5/1/2052 <sup>(c)</sup>  | 11063 | 9366 |
| Freddie Mac Pool #SD8213 3.00% 5/1/2052 <sup>(c)</sup>  | 43500 | 38322 |
| Freddie Mac Pool #SD8220 3.00% 6/1/2052 <sup>(c)</sup>  | 3722 | 3279 |
| Freddie Mac Pool #SL1634 2.50% 7/1/2052 <sup>(c)</sup>  | 9866 | 8362 |
| Freddie Mac Pool #SD8224 2.50% 7/1/2052 <sup>(c)</sup>  | 8009 | 6780 |
| Freddie Mac Pool #SL2621 2.50% 7/1/2052 <sup>(c)</sup>  | 7760 | 6583 |
| Freddie Mac Pool #SD3632 2.50% 7/1/2052 <sup>(c)</sup>  | 4772 | 4029 |
| Freddie Mac Pool #SD8225 3.00% 7/1/2052 <sup>(c)</sup>  | 12040 | 10605 |
| Freddie Mac Pool #SD5277 3.00% 7/1/2052 <sup>(c)</sup>  | 5175 | 4560 |
| Freddie Mac Pool #SL3327 3.50% 7/1/2052 <sup>(c)</sup>  | 25582 | 23513 |
| Freddie Mac Pool #SD3117 4.00% 7/1/2052 <sup>(c)</sup>  | 1979 | 1876 |
| Freddie Mac Pool #SD8234 2.50% 8/1/2052 <sup>(c)</sup>  | 143 | 121 |

---

Capital Group Core Bond ETF — Page 6 of 22

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD8235 3.00% 8/1/2052 <sup>(c)</sup>  | USD8,788 | $7740 |
| Freddie Mac Pool #SD8237 4.00% 8/1/2052 <sup>(c)</sup>  | 712 | 674 |
| Freddie Mac Pool #SD8242 3.00% 9/1/2052 <sup>(c)</sup>  | 2301 | 2027 |
| Freddie Mac Pool #SD8271 2.50% 10/1/2052 <sup>(c)</sup>  | 5577 | 4708 |
| Freddie Mac Pool #SL2622 3.00% 3/1/2053 <sup>(c)</sup>  | 6361 | 5603 |
| Freddie Mac Pool #SD8330 3.00% 3/1/2053 <sup>(c)</sup>  | 6354 | 5592 |
| Freddie Mac Pool #SD8323 5.00% 5/1/2053 <sup>(c)</sup>  | 3409 | 3380 |
| Freddie Mac Pool #SD8324 5.50% 5/1/2053 <sup>(c)</sup>  | 843 | 850 |
| Freddie Mac Pool #SD3432 6.00% 7/1/2053 <sup>(c)</sup>  | 153 | 159 |
| Freddie Mac Pool #SL3161 3.50% 8/1/2053 <sup>(c)</sup>  | 11847 | 10883 |
| Freddie Mac Pool #SD4820 3.00% 10/1/2053 <sup>(c)</sup>  | 6349 | 5587 |
| Freddie Mac Pool #SL1562 3.00% 10/1/2053 <sup>(c)</sup>  | 5840 | 5145 |
| Freddie Mac Pool #SD8379 4.00% 10/1/2053 <sup>(c)</sup>  | 862 | 814 |
| Freddie Mac Pool #SD4977 5.00% 11/1/2053 <sup>(c)</sup>  | 6599 | 6539 |
| Freddie Mac Pool #SD8385 6.50% 12/1/2053 <sup>(c)</sup>  | 19379 | 20064 |
| Freddie Mac Pool #SL1062 2.50% 1/1/2054 <sup>(c)</sup>  | 4816 | 4081 |
| Freddie Mac Pool #SD8397 6.50% 1/1/2054 <sup>(c)</sup>  | 1998 | 2067 |
| Freddie Mac Pool #RJ0854 6.50% 1/1/2054 <sup>(c)</sup>  | 29 | 30 |
| Freddie Mac Pool #SD8402 6.00% 2/1/2054 <sup>(c)</sup>  | 782 | 799 |
| Freddie Mac Pool #QI3333 6.00% 4/1/2054 <sup>(c)</sup>  | 87 | 90 |
| Freddie Mac Pool #SD5692 6.00% 5/1/2054 <sup>(c)</sup>  | 117 | 120 |
| Freddie Mac Pool #SD8439 6.00% 6/1/2054 <sup>(c)</sup>  | 16 | 16 |
| Freddie Mac Pool #RJ1725 6.50% 6/1/2054 <sup>(c)</sup>  | 54 | 56 |
| Freddie Mac Pool #SD8447 6.00% 7/1/2054 <sup>(c)</sup>  | 4085 | 4168 |
| Freddie Mac Pool #SD5896 6.00% 7/1/2054 <sup>(c)</sup>  | 140 | 143 |
| Freddie Mac Pool #RJ1986 6.50% 7/1/2054 <sup>(c)</sup>  | 468 | 484 |
| Freddie Mac Pool #SD8455 6.50% 8/1/2054 <sup>(c)</sup>  | 1000 | 1035 |
| Freddie Mac Pool #SD8463 6.00% 9/1/2054 <sup>(c)</sup>  | 9693 | 9892 |
| Freddie Mac Pool #SD8464 6.50% 9/1/2054 <sup>(c)</sup>  | 1000 | 1034 |
| Freddie Mac Pool #SD8471 6.50% 10/1/2054 <sup>(c)</sup>  | 17728 | 18340 |
| Freddie Mac Pool #SD6652 3.50% 11/1/2054 <sup>(c)</sup>  | 4662 | 4280 |
| Freddie Mac Pool #SD8491 5.00% 12/1/2054 <sup>(c)</sup>  | 7257 | 7167 |
| Freddie Mac Pool #SD8496 6.00% 1/1/2055 <sup>(c)</sup>  | 4071 | 4152 |
| Freddie Mac Pool #SD8507 6.00% 2/1/2055 <sup>(c)</sup>  | 18849 | 19225 |
| Freddie Mac Pool #SD8508 6.50% 2/1/2055 <sup>(c)</sup>  | 1000 | 1034 |
| Freddie Mac Pool #SD8516 6.00% 3/1/2055 <sup>(c)</sup>  | 7287 | 7432 |
| Freddie Mac Pool #SD8517 6.50% 3/1/2055 <sup>(c)</sup>  | 1000 | 1034 |
| Freddie Mac Pool #SD8531 4.50% 5/1/2055 <sup>(c)</sup>  | 3855 | 3724 |
| Freddie Mac Pool #RQ0015 6.50% 6/1/2055 <sup>(c)</sup>  | 11270 | 11659 |
| Freddie Mac Pool #RJ5631 6.00% 8/1/2055 <sup>(c)</sup>  | 12900 | 13157 |
| Freddie Mac Pool #RQ0063 5.00% 11/1/2055 <sup>(c)</sup>  | 7940 | 7836 |
| Freddie Mac Pool #RQ0073 4.00% 12/1/2055 <sup>(c)</sup>  | 68 | 64 |
| Freddie Mac Pool #RQ0082 4.00% 1/1/2056 <sup>(c)</sup>  | 28 | 26 |
| Freddie Mac Pool #RJ6300 6.50% 1/1/2056 <sup>(c)</sup>  | 694 | 719 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2021-2, Class AC, 2.00% 9/25/2030 <sup>(c)</sup>  | 235 | 215 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 20-3, Class AC, 2.00% 11/25/2030 <sup>(c)</sup>  | 230 | 209 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2021-1, Class AC, 2.25% 5/26/2031 <sup>(c)</sup>  | 221 | 205 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 21-2, Class AD, 2.00% 7/25/2031 <sup>(c)</sup>  | 244 | 221 |
| Uniform Mortgage-Backed Security 2.00% 4/1/2056 <sup>(c)</sup>  | 16465 | 13266 |
| Uniform Mortgage-Backed Security 2.50% 4/1/2056 <sup>(c)(e)</sup>  | 11547 | 9710 |
| Uniform Mortgage-Backed Security 5.50% 4/1/2056 <sup>(c)(e)</sup>  | 22560 | 22667 |
| Uniform Mortgage-Backed Security 2.00% 5/1/2056 <sup>(c)</sup>  | 15945 | 12840 |
|  |  | 1096077 |

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Capital Group Core Bond ETF — Page 7 of 22

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) 3.47%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Atlas SP, Series 2024-RPL1, Class A1, 3.85% 4/25/2064 (4.85% on 8/1/2028) <sup>(a)(b)(c)</sup>  | USD1,929 | $1878 |
| BRAVO Residential Funding Trust, Series 2024-RPL1, Class A1, 3.25% 10/25/2063 <sup>(a)(c)(f)</sup>  | 4212 | 3911 |
| BRAVO Residential Funding Trust, Series 2025-NQM5, Class A1, 5.496% 2/25/2065 (6.496% on 5/1/2027) <sup>(a)(b)(c)</sup>  | 1952 | 1960 |
| BRAVO Residential Funding Trust, Series 2025-NQM10, Class A1, 4.868% 9/25/2065 <sup>(a)(c)(f)</sup>  | 7502 | 7459 |
| Bridge Trust, Series 2024-SFR1, Class A, 4.00% 8/17/2040 <sup>(a)(c)</sup>  | 4916 | 4765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cascade Funding Mortgage Trust, Series 2024-NR1, Class A1, 6.405% 11/25/2029 (9.405% on <br>11/25/2027) <sup>(a)(b)(c)</sup>  | 6654 | 6664 |
| Cascade Funding Mortgage Trust, Series 2023-HB12, Class M1, 4.25% 4/25/2033 <sup>(a)(c)(f)</sup>  | 500 | 497 |
| Cascade Funding Mortgage Trust, Series 2024-HB13, Class M1, 3.00% 5/25/2034 <sup>(a)(c)(f)</sup>  | 2100 | 2049 |
| Cascade Funding Mortgage Trust, Series 2024-HB13, Class A, 3.00% 5/25/2034 <sup>(a)(c)(f)</sup>  | 528 | 523 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 <sup>(a)(c)(f)</sup>  | 687 | 685 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M1, 4.00% 8/25/2034 <sup>(a)(c)(f)</sup>  | 291 | 286 |
| Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054 <sup>(a)(c)(f)</sup>  | 4481 | 4380 |
| Cascade Funding Mortgage Trust, Series 2024-R1, Class A1, 4.00% 10/25/2054 (5.00% on 10/25/2028) <sup>(a)(b)(c)</sup>  | 2038 | 2000 |
| Cascade Funding Mortgage Trust, Series 2024-R1, Class A2, 4.00% 10/25/2054 (5.00% on 10/25/2028) <sup>(a)(b)(c)</sup>  | 300 | 291 |
| CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028) <sup>(a)(b)(c)</sup>  | 1356 | 1343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1, (30-day Average USD-SOFR + 2.30%) 5.962% <br> 5/25/2043 <sup>(a)(c)(f)</sup>  | 261 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1, (30-day Average USD-SOFR + 1.05%) 4.712% <br> 1/25/2044 <sup>(a)(c)(f)</sup>  | 52 | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1, (30-day Average USD-SOFR + 1.10%) 4.762% <br> 2/25/2044 <sup>(a)(c)(f)</sup>  | 48 | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1A1, (30-day Average USD-SOFR + 1.00%) 4.662% <br> 5/25/2044 <sup>(a)(c)(f)</sup>  | 231 | 231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1, (30-day Average USD-SOFR + 1.10%) 4.762% <br> 5/25/2044 <sup>(a)(c)(f)</sup>  | 61 | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2, (30-day Average USD-SOFR + 1.60%) 5.262% <br> 9/25/2044 <sup>(a)(c)(f)</sup>  | 331 | 332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1, (30-day Average USD-SOFR + 1.00%) 4.662% <br> 2/25/2045 <sup>(a)(c)(f)</sup>  | 538 | 537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1, (30-day Average USD-SOFR + 1.15%) 4.812% <br> 2/25/2045 <sup>(a)(c)(f)</sup>  | 764 | 764 |
| Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075 <sup>(a)(c)</sup>  | 2863 | 2738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA1, Class A1, (30-day Average <br> USD-SOFR + 1.35%) 5.012% 2/25/2044 <sup>(a)(c)(f)</sup>  | 5538 | 5541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class M1, (30-day Average <br> USD-SOFR + 1.20%) 4.862% 5/25/2044 <sup>(a)(c)(f)</sup>  | 882 | 882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.25%) 4.912% 5/25/2044 <sup>(a)(c)(f)</sup>  | 1316 | 1317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.10%) 4.762% 5/25/2045 <sup>(a)(c)(f)</sup>  | 959 | 961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA3, Class A1, (30-day Average <br> USD-SOFR + 0.95%) 4.612% 9/25/2045 <sup>(a)(c)(f)</sup>  | 1283 | 1281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class A1, (30-day Average <br> USD-SOFR + 0.85%) 4.512% 2/25/2046 <sup>(a)(c)(f)</sup>  | 4148 | 4143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class M1, (30-day Average <br> USD-SOFR + 1.00%) 4.662% 2/25/2046 <sup>(a)(c)(f)</sup>  | 2977 | 2968 |
| GCAT Trust, Series 2024-NQM1, Class A1, 6.007% 1/25/2059 (7.007% on 1/1/2028) <sup>(a)(b)(c)</sup>  | 133 | 134 |
| GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028) <sup>(a)(b)(c)</sup>  | 237 | 238 |
| GS Mortgage-Backed Securities Trust, Series 2024-RPL2, Class A1, 3.75% 7/25/2061 (4.75% on 2/1/2028) <sup>(a)(b)(c)</sup>  | 213 | 208 |
| JP Morgan Mortgage Trust, Series 2016-3, Class B2, 3.309% 10/25/2046 <sup>(a)(c)(f)</sup>  | 191 | 185 |
| JP Morgan Mortgage Trust, Series 2019-6, Class B3, 4.26% 12/25/2049 <sup>(a)(c)(f)</sup>  | 1013 | 948 |
| JP Morgan Mortgage Trust, Series 2026-NQX1, Class A1, 5.50% 7/25/2066 <sup>(a)(c)(f)</sup>  | 2621 | 2624 |
| JPMorgan Mortgage Trust, Series 2017-1, Class B2, 3.444% 1/25/2047 <sup>(a)(c)(f)</sup>  | 378 | 344 |

---

Capital Group Core Bond ETF — Page 8 of 22

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Legacy Mortgage Asset Trust, Series 2021-GS4, Class A1, 5.65% 11/25/2060 <sup>(a)(b)(c)</sup>  | USD1,590 | $1592 |
| Legacy Mortgage Asset Trust, Series 2021-GS3, Class A1, 5.75% 7/25/2061 <sup>(a)(b)(c)</sup>  | 1337 | 1338 |
| Legacy Mortgage Asset Trust, Series 2021-GS1, Class A1, 5.892% 10/25/2066 <sup>(a)(b)(c)</sup>  | 6193 | 6200 |
| Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1, 6.25% 7/25/2067 <sup>(a)(b)(c)</sup>  | 277 | 277 |
| Liberty Street Trust, Series 2026-225L, Class A, 4.593% 2/10/2043 <sup>(a)(c)(f)</sup>  | 4997 | 4937 |
| MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) <sup>(a)(b)(c)</sup>  | 2264 | 2263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1, 6.386% 5/25/2069 (7.386% on <br> 5/1/2028) <sup>(a)(b)(c)</sup>  | 1476 | 1489 |
| New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1, 5.566% 4/25/2065 <sup>(a)(b)(c)</sup>  | 2173 | 2185 |
| New York Mortgage Trust, Series 2024-CP1, Class A1, 3.75% 2/25/2068 <sup>(a)(c)(f)</sup>  | 124 | 115 |
| Ocwen Loan Investment Trust, Series 2024-HB1, Class A, 3.00% 2/25/2037 <sup>(a)(c)</sup>  | 449 | 443 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2024-HYB1, Class A1, 3.539% 3/25/2053 <sup>(a)(c)(f)</sup>  | 216 | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Onslow Bay Financial Mortgage Loan Trust, Series 2025-NQM8, Class A1, 5.472% 3/25/2065 (6.472% on <br> 5/1/2029) <sup>(a)(b)(c)</sup>  | 3321 | 3335 |
| Onslow Bay Financial, LLC, Series 2024-HYB2, Class A1, 3.703% 4/25/2053 <sup>(a)(c)(f)</sup>  | 472 | 470 |
| Onslow Bay Financial, LLC, Series 2022-NQM6, Class A1, 4.70% 7/25/2062 (5.70% on 6/1/2026) <sup>(a)(b)(c)</sup>  | 1572 | 1557 |
| Onslow Bay Financial, LLC, Series 2026-R1, Class A1, 4.884% 1/25/2063 <sup>(a)(c)(f)</sup>  | 5193 | 5159 |
| Onslow Bay Financial, LLC, Series 2024-NQM1, Class A1, 5.928% 11/25/2063 (6.928% on 12/1/2027) <sup>(a)(b)(c)</sup>  | 193 | 194 |
| Onslow Bay Financial, LLC, Series 2024-NQM5, Class A1, 5.988% 1/25/2064 (6.988% on 3/1/2028) <sup>(a)(b)(c)</sup>  | 210 | 211 |
| Onslow Bay Financial, LLC, Series 2024-NQM4, Class A1, 6.067% 1/25/2064 (7.067% on 2/1/2028) <sup>(a)(b)(c)</sup>  | 214 | 215 |
| Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on 4/1/2028) <sup>(a)(b)(c)</sup>  | 301 | 303 |
| Onslow Bay Financial, LLC, Series 2024-NQM8, Class A1, 6.233% 5/25/2064 (7.233% on 5/1/2028) <sup>(a)(b)(c)</sup>  | 2358 | 2380 |
| Onslow Bay Financial, LLC, Series 2024-NQM17, Class A1, 5.61% 11/25/2064 (6.61% on 11/1/2028) <sup>(a)(b)(c)</sup>  | 970 | 975 |
| Onslow Bay Financial, LLC, Series 2025-NQM1, Class A1, 5.547% 12/25/2064 (6.547% on 12/1/2028) <sup>(a)(b)(c)</sup>  | 2289 | 2300 |
| Onslow Bay Financial, LLC, Series 2025-NQM14, Class A1A, 5.162% 7/25/2065 (6.162% on 7/1/2029) <sup>(a)(b)(c)</sup>  | 1950 | 1950 |
| Onslow Bay Financial, LLC, Series 2025-NQM16, Class A1A, 4.905% 8/25/2065 (5.905% on 9/1/2029) <sup>(a)(b)(c)</sup>  | 5065 | 5045 |
| Onslow Bay Financial, LLC, Series 2025-NQM19, Class A1, 4.869% 10/25/2065 <sup>(a)(c)(f)</sup>  | 6224 | 6191 |
| PMT Loan Trust, Series 2024-INV1, Class A2, 6.00% 10/25/2059 <sup>(a)(c)(f)</sup>  | 608 | 616 |
| Progress Residential Trust, Series 2021-SFR6, Class A, 1.524% 7/17/2038 <sup>(a)(c)</sup>  | 390 | 386 |
| Progress Residential Trust, Series 2025-SFR3, Class B, 3.39% 7/17/2042 <sup>(a)(c)</sup>  | 4000 | 3728 |
| Progress Residential Trust, Series 2025-SFR3, Class D, 3.39% 7/17/2042 <sup>(a)(c)</sup>  | 3000 | 2738 |
| Progress Residential Trust, Series 2025-SFR3, Class A, 3.39% 7/17/2042 <sup>(a)(c)</sup>  | 1495 | 1415 |
| PRP Advisors, LLC, Series 2025-RPL3, Class A1, 3.25% 4/25/2055 (4.25% on 4/1/2028) <sup>(a)(b)(c)</sup>  | 849 | 821 |
| Sequoia Mortgage Trust, Series 2025-HYB1, Class A1A, 5.069% 10/25/2055 <sup>(a)(c)(f)</sup>  | 3319 | 3319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2025-SFR5, Class A, (1-month USD CME Term SOFR + 1.45%) <br> 5.123% 2/17/2042 <sup>(a)(c)(f)</sup>  | 300 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2025-SFR5, Class B, (1-month USD CME Term SOFR + 1.75%) <br> 5.423% 2/17/2042 <sup>(a)(c)(f)</sup>  | 2500 | 2496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-HY1, Class A1, (1-month USD CME Term SOFR + 1.115%) 4.793% <br> 10/25/2048 <sup>(a)(c)(f)</sup>  | 3237 | 3243 |
| Towd Point Mortgage Trust, Series 2015-5, Class B1, 3.974% 5/25/2055 <sup>(a)(c)(f)</sup>  | 2452 | 2428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-HY2, Class A1, (1-month USD CME Term SOFR + 1.114%) 4.793% <br> 5/25/2058 <sup>(a)(c)(f)</sup>  | 1558 | 1587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-HY3, Class A1A, (1-month USD CME Term SOFR + 1.115%) 4.793% <br> 10/25/2059 <sup>(a)(c)(f)</sup>  | 1649 | 1650 |
| Towd Point Mortgage Trust, Series 2024-3, Class A1A, 5.024% 7/25/2065 <sup>(a)(c)(f)</sup>  | 1025 | 1021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tricon Residential Trust, Series 2026-SFR1, Class A, (1-month USD CME Term SOFR + 1.10%) 4.773% <br>2/17/2043 <sup>(a)(c)(f)</sup>  | 7906 | 7910 |
| Verus Securitization Trust, Series 2026-R1, Class A1, 4.832% 10/25/2067 (5.832% on 1/1/2030) <sup>(a)(b)(c)</sup>  | 1458 | 1446 |
| Verus Securitization Trust, Series 2024-3, Class A1, 6.338% 4/25/2069 (7.338% on 4/1/2028) <sup>(a)(b)(c)</sup>  | 526 | 531 |
| Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028) <sup>(a)(b)(c)</sup>  | 594 | 600 |
| Verus Securitization Trust, Series 2024-R1, Class A1, 5.218% 9/25/2069 <sup>(a)(c)(f)</sup>  | 704 | 707 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Verus Securitization Trust, Series 2025-7, Class A1, 5.129% 8/25/2070 (6.129% on 8/1/2029) <sup>(a)(b)(c)</sup>  | USD3,204 | $3202 |
| Verus Securitization Trust, Series 2025-8, Class A1A, 4.869% 9/25/2070 (5.869% on 9/1/2029) <sup>(a)(b)(c)</sup>  | 2722 | 2707 |
|  |  | 159686 |
| **Commercial mortgage-backed securities 3.30%** |  |  |
| ALA Trust, Series 2025-OANA, Class A, (1-month USD CME Term SOFR + 1.743%) 5.415% 6/15/2040 <sup>(a)(c)(f)</sup>  | 4260 | 4277 |
| AMSR Trust, Series 2025-SFR1, Class A, 3.655% 6/17/2042 <sup>(a)(c)</sup>  | 4423 | 4216 |
| AMSR Trust, Series 2025-SFR1, Class C, 3.655% 6/17/2042 <sup>(a)(c)</sup>  | 878 | 827 |
| AMSR Trust, Series 2025-SFR1, Class D, 3.655% 6/17/2042 <sup>(a)(c)</sup>  | 852 | 789 |
| AMSR Trust, Series 2025-SFR1, Class B, 3.655% 6/17/2042 <sup>(a)(c)</sup>  | 396 | 374 |
| AMSR Trust, Series 2025-SFR2, Class A, 4.275% 11/17/2042 <sup>(a)(c)</sup>  | 4452 | 4358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES Commercial Mortgage Trust, Series 24-IND, Class A, (1-month USD CME Term SOFR + 1.69%) 5.364% <br> 7/15/2041 <sup>(a)(c)(f)</sup>  | 447 | 448 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A, 5.59% 11/10/2029 <sup>(a)(c)(f)</sup>  | 1870 | 1890 |
| Bank Commercial Mortgage Trust, Series 2019-BN19, Class A3, 3.183% 8/15/2061 <sup>(c)</sup>  | 35 | 33 |
| Benchmark Mortgage Trust, Series 2018-B2, Class A5, 3.882% 2/15/2051 <sup>(c)(f)</sup>  | 38 | 38 |
| Benchmark Mortgage Trust, Series 2021-B25, Class A5, 2.577% 4/15/2054 <sup>(c)</sup>  | 250 | 225 |
| Benchmark Mortgage Trust, Series 2024-V5, Class AM, 6.417% 1/10/2057 <sup>(c)(f)</sup>  | 118 | 122 |
| Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.602% 8/15/2057 <sup>(c)</sup>  | 689 | 707 |
| BFLD Trust, Series 2025-5MW, Class A, 4.83% 10/10/2042 <sup>(a)(c)(f)</sup>  | 7318 | 7268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BLP Commercial Mortgage Trust, Series 2024-IND2, Class A, (1-month USD CME Term SOFR + 1.342%) 5.015% <br> 3/15/2041 <sup>(a)(c)(f)</sup>  | 269 | 269 |
| BMO Mortgage Trust, Series 2024-5C5, Class AS, 6.364% 2/15/2057 <sup>(c)(f)</sup>  | 985 | 1023 |
| BMO Mortgage Trust, Series 2025-5C9, Class AS, 6.165% 4/15/2058 <sup>(c)(f)</sup>  | 1485 | 1541 |
| BMP Trust, Series 2024-MF23, Class A, (1-month USD CME Term SOFR + 1.372%) 5.044% 6/15/2041 <sup>(a)(c)(f)</sup>  | 1996 | 1997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-GPA3, Class A, (1-month USD CME Term SOFR + 1.293%) 4.966% <br> 12/15/2039 <sup>(a)(c)(f)</sup>  | 1811 | 1813 |
| BX Trust, Series 2024-KING, Class A, (1-month USD CME Term SOFR + 1.541%) 5.214% 5/15/2034 <sup>(a)(c)(f)</sup>  | 655 | 656 |
| BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 4.663% 1/17/2039 <sup>(a)(c)(f)</sup>  | 1476 | 1476 |
| BX Trust, Series 2024-BIO2, Class A, 5.413% 8/13/2041 <sup>(a)(c)(f)</sup>  | 4754 | 4753 |
| BX Trust, Series 2024-AIRC, Class A, (1-month USD CME Term SOFR + 1.691%) 5.364% 8/15/2039 <sup>(a)(c)(f)</sup>  | 2147 | 2152 |
| BX Trust, Series 2024-FNX, Class A, (1-month USD CME Term SOFR + 1.442%) 5.115% 11/15/2041 <sup>(a)(c)(f)</sup>  | 2294 | 2297 |
| BX Trust, Series 2025-BIO3, Class A, 6.138% 2/10/2042 <sup>(a)(c)</sup>  | 3926 | 3978 |
| BX Trust, Series 2025-ARIA, Class A, 5.031% 12/13/2042 <sup>(a)(c)(f)</sup>  | 7000 | 7044 |
| BX Trust, Series 2025-VOLT, Class A, (1-month USD CME Term SOFR + 1.70%) 5.373% 12/15/2044 <sup>(a)(c)(f)</sup>  | 9041 | 9029 |
| CALI Mortgage Trust, Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 5.56% 7/15/2041 <sup>(a)(c)(f)</sup>  | 994 | 995 |
| CART, Series 2024-DFW1, Class A, (1-month USD CME Term SOFR + 1.642%) 5.314% 8/15/2041 <sup>(a)(c)(f)</sup>  | 1613 | 1604 |
| CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 11/13/2050 <sup>(c)</sup>  | 312 | 307 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX9, Class A4, 3.176% 9/15/2050 <sup>(c)</sup>  | 319 | 315 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A4, 3.191% 11/15/2050 <sup>(c)</sup>  | 56 | 55 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317% 8/10/2042 <sup>(a)(c)(f)</sup>  | 3578 | 3615 |
| Ellington Financial Mortgage Trust, Series 2026-NQM1, Class A1, 4.771% 2/25/2071 <sup>(a)(c)(f)</sup>  | 5817 | 5765 |
| Elm CLO, Ltd., Series 2024-ELM, Class B10, 5.995% 6/10/2039 <sup>(a)(c)(f)</sup>  | 1057 | 1060 |
| ELM Trust 2024, Series 2024-ELM, Class B15, 5.995% 6/10/2039 <sup>(a)(c)(f)</sup>  | 949 | 952 |
| ELM Trust 2024, Series 2024-ELM, Class C15, 6.189% 6/10/2039 <sup>(a)(c)(f)</sup>  | 661 | 663 |
| ELM Trust 2024, Series 2024-ELM, Class C10, 6.189% 6/10/2039 <sup>(a)(c)(f)</sup>  | 595 | 596 |
| ELM Trust 2024, Series 2024-ELM, Class D10, 6.626% 6/10/2039 <sup>(a)(c)(f)</sup>  | 234 | 234 |
| ELM Trust 2024, Series 2024-ELM, Class D15, 6.674% 6/10/2039 <sup>(a)(c)(f)</sup>  | 210 | 210 |
| &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)(c)(f)</sup>  | 2654 | 2657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, Class A, (1-month USD CME Term SOFR + 1.20%) 4.873% <br> 2/15/2043 <sup>(a)(c)(f)</sup>  | 9907 | 9920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, (1-month USD CME Term SOFR + 1.45%) 5.123% <br> 12/15/2039 <sup>(a)(c)(f)</sup>  | 1067 | 1068 |

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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>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FS Commercial Mortgage Trust, Series 2026-HULA, Class A, (1-month USD CME Term SOFR + 1.45%) 5.12% <br> 3/15/2041 <sup>(a)(c)(f)</sup>  | USD6,927 | $6936 |
| Great Wolf Trust, Series 2024-WLF2, Class A, (1-month USD CME Term SOFR + 1.691%) 5.364% 5/15/2041 <sup>(a)(c)(f)</sup>  | 1446 | 1448 |
| GS Mortgage Securities Trust, Series 2024-70P, Class A, 5.133% 3/10/2041 <sup>(a)(c)(f)</sup>  | 479 | 483 |
| GS Mortgage Securities Trust, Series 2017-GS6, Class A3, 3.433% 5/10/2050 <sup>(c)</sup>  | 378 | 374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class A, (1-month USD CME Term SOFR + 1.393%) 5.065% <br>3/15/2042 <sup>(a)(c)(f)</sup>  | 2177 | 2178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class B, (1-month USD CME Term SOFR + 1.742%) 5.415% <br>3/15/2042 <sup>(a)(c)(f)</sup>  | 1040 | 1041 |
| &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)(c)(f)</sup>  | 633 | 634 |
| &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)(c)(f)</sup>  | 1222 | 1224 |
| Hilton USA Trust, Series 2024-ORL, Class A, (1-month USD CME Term SOFR + 1.541%) 5.214% 5/15/2037 <sup>(a)(c)(f)</sup>  | 1500 | 1501 |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.462% 2/5/2045 <sup>(a)(c)(f)</sup>  | 2271 | 2325 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 6.072% 5/10/2039 <sup>(a)(c)(f)</sup>  | 177 | 178 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class B, 6.774% 5/10/2039 <sup>(a)(c)(f)</sup>  | 594 | 600 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class C, 7.324% 5/10/2039 <sup>(a)(c)(f)</sup>  | 189 | 191 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.467% 1/13/2040 <sup>(a)(c)(f)</sup>  | 3582 | 3668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class A, (1-month USD CME Term SOFR + 1.35%) 5.023% <br>3/15/2042 <sup>(a)(c)(f)</sup>  | 4991 | 4985 |
| &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)(c)(f)</sup>  | 921 | 922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, (1-month USD CME Term SOFR + 1.542%) 5.215% <br> 12/15/2039 <sup>(a)(c)(f)</sup>  | 3550 | 3548 |
| LV Trust, Series 2024-SHOW, Class A, 4.764% 10/10/2041 <sup>(a)(c)(f)</sup>  | 2549 | 2567 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class AS, 6.011% 3/15/2058 <sup>(c)</sup>  | 2168 | 2238 |
| &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)(c)(f)</sup>  | 2163 | 2223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2024-01, Class M7, (30-day Average USD-SOFR + 2.75%) <br> 6.412% 7/25/2054 <sup>(a)(c)(f)</sup>  | 590 | 597 |
| &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)(c)(f)</sup>  | 720 | 733 |
| NY Commercial Mortgage Trust, Series 2025-299P, Class A, 5.664% 2/10/2047 <sup>(a)(c)(f)</sup>  | 2059 | 2138 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class A, 4.668% 11/5/2038 <sup>(a)(c)(f)</sup>  | 3825 | 3811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, (1-month USD CME Term SOFR + 1.392%) 5.064% <br> 5/15/2039 <sup>(a)(c)(f)</sup>  | 354 | 353 |
| &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)(c)</sup>  | 1750 | 1748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, (1-month USD CME Term SOFR + 1.443%) <br> 5.115% 2/15/2042 <sup>(a)(c)(f)</sup>  | 8074 | 7986 |
| UBS Commercial Mortgage Trust, Series 2017-C2, Class A4, 3.487% 8/15/2050 <sup>(c)</sup>  | 250 | 247 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class A, 5.575% 9/15/2040 <sup>(a)(c)(f)</sup>  | 691 | 688 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5, 3.418% 9/15/2050 <sup>(c)</sup>  | 421 | 414 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class AS, 3.854% 10/15/2050 <sup>(c)(f)</sup>  | 300 | 292 |
|  |  | 151887 |
| **Total mortgage-backed obligations** |  | 1407650 |
| **U.S. Treasury bonds & notes 13.31%**<br> **U.S. Treasury 13.31%**<br>|  |  |
| U.S. Treasury 4.125% 10/31/2029  | 15450 | 15579 |
| U.S. Treasury 4.125% 3/31/2031  | 440 | 443 |
| U.S. Treasury 4.125% 10/31/2031  | 7170 | 7210 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)**<br> **U.S. Treasury (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 4.375% 1/31/2032  | USD11,124 | $11317 |
| U.S. Treasury 4.125% 5/31/2032  | 10485 | 10515 |
| U.S. Treasury 4.00% 2/15/2034  | 605 | 597 |
| U.S. Treasury 4.625% 2/15/2040  | 9070 | 9066 |
| U.S. Treasury 1.125% 5/15/2040 <sup>(d)</sup>  | 109422 | 68910 |
| U.S. Treasury 1.375% 11/15/2040  | 36030 | 23200 |
| U.S. Treasury 4.625% 5/15/2044  | 55000 | 53333 |
| U.S. Treasury 4.75% 2/15/2045  | 7840 | 7702 |
| U.S. Treasury 5.00% 5/15/2045  | 17556 | 17780 |
| U.S. Treasury 4.875% 8/15/2045  | 61630 | 61409 |
| U.S. Treasury 4.625% 11/15/2045  | 16470 | 15879 |
| U.S. Treasury 2.375% 11/15/2049  | 41960 | 26733 |
| U.S. Treasury 2.00% 2/15/2050  | 36180 | 21058 |
| U.S. Treasury 1.875% 2/15/2051  | 76100 | 42241 |
| U.S. Treasury 3.00% 8/15/2052 <sup>(d)</sup>  | 62540 | 44442 |
| U.S. Treasury 3.625% 5/15/2053  | 35400 | 28375 |
| U.S. Treasury 4.625% 5/15/2054  | 22310 | 21268 |
| U.S. Treasury 4.75% 5/15/2055  | 44504 | 43325 |
| U.S. Treasury 4.75% 8/15/2055  | 79430 | 77376 |
| U.S. Treasury 4.75% 2/15/2056  | 5500 | 5363 |
|  |  | 613121 |
| **Asset-backed obligations 9.31%**<br> **Other asset-backed securities 4.88%**<br>|  |  |
| ACHV ABS Trust, Series 2024-2PL, Class A, 5.07% 10/27/2031 <sup>(a)(c)</sup>  | 529 | 531 |
| Affirm Asset Securitization Trust, Series 2025-X2, Class B, 4.56% 10/15/2030 <sup>(a)(c)</sup>  | 1062 | 1061 |
| Affirm Asset Securitization Trust, Series 2025-X2, Class C, 4.93% 10/15/2030 <sup>(a)(c)</sup>  | 821 | 822 |
| Affirm Master Trust, Series 2025-3A, Class A, 4.45% 10/16/2034 <sup>(a)(c)</sup>  | 2430 | 2422 |
| Affirm Master Trust, Series 2026-2A, Class A, 4.67% 4/16/2035 <sup>(a)(c)</sup>  | 3956 | 3965 |
| APL Finance, LLC, Series 2025-1A, Class A, 4.81% 3/20/2036 <sup>(a)(c)</sup>  | 1497 | 1497 |
| Apollo Aviation Securitization Equity Trust, Series 2025-1A, Class A, 5.943% 2/16/2050 <sup>(a)(c)</sup>  | 1033 | 1041 |
| Auxilior Term Funding, LLC, Series 2023-1A, Class A3, 5.70% 2/15/2030 <sup>(a)(c)</sup>  | 170 | 171 |
| Auxilior Term Funding, LLC, Series 24-1, Class A3, 5.49% 7/15/2031 <sup>(a)(c)</sup>  | 600 | 608 |
| AXIS Equipment Finance Receivables, LLC, Series 2025-1A, Class A2, 4.70% 9/22/2031 <sup>(a)(c)</sup>  | 2202 | 2218 |
| Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033 <sup>(a)(c)</sup>  | 23 | 22 |
| Beacon Container Finance II, LLC, Series 2021-1A, Class A, 2.25% 10/22/2046 <sup>(a)(c)</sup>  | 3008 | 2802 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class A2, 5.05% 3/15/2029 <sup>(a)(c)</sup>  | 207 | 207 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class C, 6.38% 1/15/2031 <sup>(a)(c)</sup>  | 139 | 141 |
| Business Jet Securities, LLC, Series 2024-2A, Class A, 5.346% 9/15/2039 <sup>(a)(c)</sup>  | 973 | 972 |
| CAL Funding IV, Ltd., Series 2020-1A, Class A, 2.22% 9/25/2045 <sup>(a)(c)</sup>  | 1759 | 1690 |
| Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032 <sup>(a)(c)</sup>  | 1435 | 1457 |
| Capteris Equipment Finance, Series 2026-1A, Class A2, 4.44% 9/20/2033 <sup>(a)(c)</sup>  | 3105 | 3103 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050 <sup>(a)(c)</sup>  | 3119 | 3146 |
| Castlelake Aircraft Securitization Trust, Series 2025-3A, Class A, 5.087% 11/15/2050 <sup>(a)(c)</sup>  | 7196 | 7115 |
| CCG Receivables Trust, Series 2025-1, Class D, 5.28% 10/14/2032 <sup>(a)(c)</sup>  | 201 | 201 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 <sup>(a)(c)</sup>  | 4960 | 4196 |
| CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061 <sup>(a)(c)</sup>  | 4439 | 3603 |
| Clarus Capital Funding, LLC, Series 2024-1A, Class A2, 4.71% 8/20/2032 <sup>(a)(c)</sup>  | 510 | 512 |
| Clarus Capital Funding, LLC, Series 2024-1A, Class B, 4.79% 8/20/2032 <sup>(a)(c)</sup>  | 1691 | 1696 |
| CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/2045 <sup>(a)(c)</sup>  | 375 | 354 |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 2.38% 2/18/2046 <sup>(a)(c)</sup>  | 1221 | 1130 |
| CLI Funding VIII, LLC, Series 2022-1, Class A, 2.72% 1/18/2047 <sup>(a)(c)</sup>  | 3573 | 3313 |
| Commercial Equipment Finance, Series 2024-1, Class A, 5.97% 7/16/2029 <sup>(a)(c)</sup>  | 112 | 112 |
| Commercial Equipment Finance, Series 2025-1A, Class A, 4.83% 5/15/2031 <sup>(a)(c)</sup>  | 3015 | 3018 |

---

Capital Group Core Bond ETF — Page 12 of 22

------

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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>|
| Crossroads Asset Trust, Series 2024-A, Class A2, 5.90% 8/20/2030 <sup>(a)(c)</sup>  | USD239 | $241 |
| EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032 <sup>(a)(c)</sup>  | 1920 | 1934 |
| EquipmentShare, Series 2024-2M, Class B, 6.43% 12/20/2032 <sup>(a)(c)</sup>  | 1223 | 1233 |
| EquipmentShare, Series 2025-1M, Class A, 5.48% 9/26/2033 <sup>(a)(c)</sup>  | 2012 | 2013 |
| GGAM Master Trust International, Ltd., Series 2025-1A, Class A, 5.923% 9/30/2060 <sup>(a)(c)</sup>  | 2772 | 2770 |
| Global SC Finance SRL, Series 2025-1H, Class A, 6.169% 9/20/2045 <sup>(a)(c)</sup>  | 4221 | 4210 |
| Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040 <sup>(a)(c)</sup>  | 99 | 95 |
| Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040 <sup>(a)(c)</sup>  | 103 | 99 |
| Global SC Finance VII SRL, Series 2021-1A, Class A, 1.86% 4/17/2041 <sup>(a)(c)</sup>  | 121 | 114 |
| Global SC Finance VII SRL, Series 2021-2A, Class B, 2.49% 8/17/2041 <sup>(a)(c)</sup>  | 126 | 117 |
| Horizon Aircraft Finance, Series 2024-1, Class A, 5.375% 9/15/2049 <sup>(a)(c)</sup>  | 2657 | 2638 |
| Lightpath Fiber Issuer, LLC, Series 2026-1A, Class A2, 5.597% 3/25/2056 <sup>(a)(c)</sup>  | 17183 | 17210 |
| Merchants Fleet Funding, LLC, Series 2024-1, Class A, 5.82% 4/20/2037 <sup>(a)(c)</sup>  | 677 | 680 |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A, 6.56% 7/20/2029 <sup>(a)(c)</sup>  | 1638 | 1641 |
| Merit DAC, Series 2026-1A, Class A, 4.852% 2/15/2040 <sup>(a)(c)</sup>  | 5593 | 5521 |
| MMP Capital, Series 2025-A, Class A, 5.36% 12/15/2031 <sup>(a)(c)</sup>  | 264 | 266 |
| MMP Capital, Series 2025-A, Class B, 5.72% 12/15/2031 <sup>(a)(c)</sup>  | 664 | 671 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061 <sup>(a)(c)</sup>  | 5615 | 4724 |
| NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031 <sup>(a)(c)</sup>  | 980 | 985 |
| NMEF Funding, LLC, Series 2025-A, Class A2, 4.72% 7/15/2032 <sup>(a)(c)</sup>  | 958 | 961 |
| NMEF Funding, LLC, Series 2025-A, Class B, 5.18% 7/15/2032 <sup>(a)(c)</sup>  | 1175 | 1184 |
| NMEF Funding, LLC, Series 2025-B, Class B, 4.73% 1/18/2033 <sup>(a)(c)</sup>  | 2648 | 2656 |
| Oaktree ABF Equipment ST, LLC, Series 2026-1A, Class A2, 4.50% 10/17/2033 <sup>(a)(c)</sup>  | 623 | 625 |
| OHS Issuer, LLC, Series 2026-1, Class A2, 5.98% 2/25/2061 <sup>(a)(c)</sup>  | 6720 | 6606 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031 <sup>(a)(c)</sup>  | 612 | 618 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class A, 4.98% 10/17/2031 <sup>(a)(c)</sup>  | 801 | 804 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class A, 5.08% 4/19/2032 <sup>(a)(c)</sup>  | 992 | 995 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-2A, Class A, 4.84% 11/17/2032 <sup>(a)(c)</sup>  | 1028 | 1027 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-2A, Class B, 5.23% 11/17/2032 <sup>(a)(c)</sup>  | 935 | 922 |
| OWN Equipment Fund III, Series 2025-2M, Class A, 5.42% 3/27/2034 <sup>(a)(c)</sup>  | 7414 | 7398 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class A2, 4.739% 9/15/2033 <sup>(a)(c)</sup>  | 1657 | 1655 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class B, 5.37% 9/15/2033 <sup>(a)(c)</sup>  | 2346 | 2342 |
| Pagaya AI Debt Selection Trust, Series 2026-R1, Class A, 4.714% 12/15/2033 <sup>(a)(c)</sup>  | 7623 | 7605 |
| Pagaya AI Debt Selection Trust, Series 2026-R1, Class B, 5.276% 12/15/2033 <sup>(a)(c)</sup>  | 4751 | 4733 |
| Pagaya Point Of Sale Holdings Grantor Trust, Series 2025-2, Class A, 5.065% 7/20/2033 <sup>(a)(c)</sup>  | 4556 | 4559 |
| PEAC Solutions Receivables, LLC, Series 2024-2A, Class A2, 4.74% 4/20/2027 <sup>(a)(c)</sup>  | 524 | 525 |
| PEAC Solutions Receivables, LLC, Series 2024-1A, Class A2, 5.79% 6/21/2027 <sup>(a)(c)</sup>  | 417 | 420 |
| PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028 <sup>(a)(c)</sup>  | 1050 | 1055 |
| PEAC Solutions Receivables, LLC, Series 2024-2A, Class A3, 4.65% 10/20/2031 <sup>(a)(c)</sup>  | 585 | 587 |
| PG&E Recovery Funding, LLC, Series 2024-A, Class A1, 4.838% 6/1/2035 <sup>(c)</sup>  | 1250 | 1269 |
| PK ALIFT Loan Funding, Series 2025-2, Class A, 4.75% 3/15/2043 <sup>(a)(c)</sup>  | 680 | 678 |
| PK ALIFT Loan Funding, Series 2026-1, Class A, 4.614% 9/15/2043 <sup>(a)(c)</sup>  | 1686 | 1668 |
| Post Road Equipment Finance, Series 2024-1, Class C, 5.81% 10/15/2030 <sup>(a)(c)</sup>  | 900 | 909 |
| Reach Financial, LLC, Series 2024-2, Class A, 5.88% 7/15/2031 <sup>(a)(c)</sup>  | 132 | 132 |
| Reach Financial, LLC, Series 2026-1A, Class B, 4.37% 2/15/2033 <sup>(a)(c)</sup>  | 2508 | 2500 |
| SCF Equipment Leasing, LLC, Series 2024-1A, Class A3, 5.52% 1/20/2032 <sup>(a)(c)</sup>  | 3597 | 3658 |
| SCF Equipment Leasing, LLC, Series 2024-1, Class B, 5.56% 4/20/2032 <sup>(a)(c)</sup>  | 3900 | 4012 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class A2, 4.82% 7/22/2030 <sup>(a)(c)</sup>  | 398 | 399 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class A3, 5.11% 11/21/2033 <sup>(a)(c)</sup>  | 1658 | 1687 |
| Subway Funding, LLC, Series 2024-3, Class A2I, 5.246% 7/30/2054 <sup>(a)(c)</sup>  | 2516 | 2488 |
| Synchrony Card Issuance Trust, Series 2025-A1, Class A, 4.78% 2/18/2031 <sup>(c)</sup>  | 236 | 238 |
| Synchrony Card Issuance Trust, Series 2025-A2, Class A, 4.49% 5/15/2031 <sup>(c)</sup>  | 3402 | 3425 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 <sup>(a)(c)</sup>  | 5311 | 5095 |
| Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045 <sup>(a)(c)</sup>  | 921 | 869 |

---

Capital Group Core Bond ETF — Page 13 of 22

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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>|
| Textainer Marine Containers, Ltd., Series 2021-1, Class A, 1.68% 2/20/2046 <sup>(a)(c)</sup>  | USD1,329 | $1250 |
| Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046 <sup>(a)(c)</sup>  | 1618 | 1528 |
| Textainer Marine Containers, Ltd., Series 2021-2A, Class B, 2.82% 4/20/2046 <sup>(a)(c)</sup>  | 849 | 795 |
| Textainer Marine Containers, Ltd., Series 2025-1H, Class A, 6.43% 7/23/2050 <sup>(a)(c)</sup>  | 1529 | 1530 |
| TIF Funding II, LLC, Series 2020-1A, Class A, 2.09% 8/20/2045 <sup>(a)(c)</sup>  | 452 | 433 |
| TIF Funding II, LLC, Series 2021-1A, Class A, 1.65% 2/20/2046 <sup>(a)(c)</sup>  | 4125 | 3769 |
| T-Mobile US Trust, Series 2026-1A, Class A, 4.25% 10/21/2030 <sup>(a)(c)</sup>  | 4178 | 4179 |
| U.S. Bank National Association, Series 2025-SUP1, Class B, 5.582% 2/25/2032 <sup>(a)(c)</sup>  | 1001 | 1009 |
| U.S. Bank National Association, Series 2025-SUP2, Class B1, 4.818% 9/25/2032 <sup>(a)(c)</sup>  | 1699 | 1704 |
| U.S. Bank National Association, Series 2026-RVM1, Class B1, 4.959% 12/25/2046 <sup>(a)(c)</sup>  | 5559 | 5594 |
| U.S. Bank National Association, Series 2026-RVM1, Class C, 5.595% 12/25/2046 <sup>(a)(c)</sup>  | 1234 | 1240 |
| USQ Rail, Series 2021-3A, Class A, 2.21% 6/28/2051 <sup>(a)(c)</sup>  | 4488 | 4326 |
| Verdant Receivables, LLC, Series 2025-1A, Class A2, 4.85% 3/13/2028 <sup>(a)(c)</sup>  | 1753 | 1759 |
| Verdant Receivables, LLC, Series 2024-1, Class A2, 5.68% 12/12/2031 <sup>(a)(c)</sup>  | 506 | 514 |
| Verdant Receivables, LLC, Series 2024-1, Class B, 5.72% 12/12/2031 <sup>(a)(c)</sup>  | 1750 | 1793 |
| Verdant Receivables, LLC, Series 2025-1A, Class A3, 4.96% 5/12/2033 <sup>(a)(c)</sup>  | 3364 | 3399 |
| Verizon Master Trust, Series 2025-9, Class A1A, 3.96% 10/21/2030 (4.67% on 10/20/2027) <sup>(b)(c)</sup>  | 3309 | 3300 |
| Verizon Master Trust, Series 2026-1, Class A1A, 3.94% 2/20/2031 (4.69% on 2/20/2028) <sup>(b)(c)</sup>  | 8910 | 8921 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 <sup>(a)(c)</sup>  | 659 | 662 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class A2, 4.33% 9/20/2033 <sup>(a)(c)</sup>  | 216 | 216 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class D, 5.45% 9/20/2033 <sup>(a)(c)</sup>  | 521 | 518 |
|  |  | 225031 |
| **Auto loan 2.56%** |  |  |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class C, 5.63% 1/14/2030 <sup>(a)(c)</sup>  | 128 | 128 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class D, 6.53% 4/12/2030 <sup>(a)(c)</sup>  | 683 | 696 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class A, 4.80% 8/20/2029 <sup>(a)(c)</sup>  | 753 | 759 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029 <sup>(a)(c)</sup>  | 250 | 258 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8, Class A, 6.02% 2/20/2030 <sup>(a)(c)</sup>  | 150 | 156 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class A, 5.36% 6/20/2030 <sup>(a)(c)</sup>  | 117 | 120 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2026-1A, Class A, 4.28% 8/20/2030 <sup>(a)(c)</sup>  | 3335 | 3312 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2026-2A, Class A, 4.60% 8/20/2032 <sup>(a)(c)</sup>  | 3496 | 3462 |
| BofA Auto Trust, Series 2024-1, Class A4, 5.31% 6/17/2030 <sup>(a)(c)</sup>  | 1000 | 1013 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class B, 5.43% 8/15/2028 <sup>(c)</sup>  | 21 | 21 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C, 5.65% 4/16/2029 <sup>(c)</sup>  | 99 | 100 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class B, 4.77% 8/15/2030 <sup>(c)</sup>  | 656 | 658 |
| CarMax Auto Owner Trust, Series 2024-1, Class A4, 4.94% 8/15/2029 <sup>(c)</sup>  | 500 | 506 |
| CarMax Select Receivables Trust, Series 2024-A, Class A2A, 5.78% 9/15/2027 <sup>(c)</sup>  | 7 | 7 |
| Carvana Auto Receivables Trust, Series 2024-P3, Class A3, 4.26% 10/10/2029 <sup>(c)</sup>  | 1637 | 1637 |
| Citizens Auto Receivables Trust, Series 2024-1, Class A3, 5.11% 4/17/2028 <sup>(a)(c)</sup>  | 61 | 61 |
| Citizens Auto Receivables Trust, Series 2023-2, Class A4, 5.74% 10/15/2030 <sup>(a)(c)</sup>  | 150 | 152 |
| CPS Auto Receivables Trust, Series 2024-D, Class A, 4.91% 6/15/2028 <sup>(a)(c)</sup>  | 29 | 29 |
| CPS Auto Receivables Trust, Series 2024-C, Class B, 5.68% 12/15/2028 <sup>(a)(c)</sup>  | 397 | 398 |
| CPS Auto Receivables Trust, Series 2024-A, Class C, 5.74% 4/15/2030 <sup>(a)(c)</sup>  | 96 | 96 |
| CPS Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030 <sup>(a)(c)</sup>  | 100 | 102 |
| CPS Auto Trust, Series 2025-D, Class A, 4.46% 7/16/2029 <sup>(a)(c)</sup>  | 1863 | 1866 |
| CPS Auto Trust, Series 2025-D, Class B, 4.48% 4/15/2030 <sup>(a)(c)</sup>  | 915 | 915 |
| Drive Auto Receivables Trust, Series 2024-1, Class B, 5.31% 1/16/2029 <sup>(c)</sup>  | 78 | 78 |
| Enterprise Fleet Financing, LLC, Series 2024-3, Class A2, 5.31% 4/20/2027 <sup>(a)(c)</sup>  | 238 | 238 |
| Enterprise Fleet Financing, LLC, Series 2024-4, Class A2, 4.69% 7/20/2027 <sup>(a)(c)</sup>  | 910 | 912 |
| Enterprise Fleet Financing, LLC, Series 2024-1, Class A2, 5.23% 3/20/2030 <sup>(a)(c)</sup>  | 61 | 62 |
| Enterprise Fleet Financing, LLC, Series 2024-1, Class A3, 5.16% 9/20/2030 <sup>(a)(c)</sup>  | 108 | 110 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class B, 5.29% 8/15/2028 <sup>(c)</sup>  | 32 | 32 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class C, 5.41% 5/15/2030 <sup>(c)</sup>  | 121 | 122 |

---

Capital Group Core Bond ETF — Page 14 of 22

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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>|
| Exeter Automobile Receivables Trust, Series 2025-5A, Class B, 4.28% 7/15/2030 <sup>(c)</sup>  | USD700 | $698 |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class C, 4.68% 3/15/2032 <sup>(c)</sup>  | 1025 | 1022 |
| First Investors Auto Owner Trust, Series 2025-1A, Class B, 4.39% 1/15/2031 <sup>(a)(c)</sup>  | 1689 | 1684 |
| Ford Credit Auto Owner Trust, Series 2023-B, Class A4, 5.06% 2/15/2029 <sup>(c)</sup>  | 100 | 101 |
| Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85% 8/15/2035 <sup>(a)(c)</sup>  | 150 | 152 |
| Ford Credit Auto Owner Trust, Series 2026-1, Class A, 4.32% 8/15/2038 (8.63% on 2/15/2031) <sup>(a)(b)(c)</sup>  | 8860 | 8807 |
| Ford Credit Floorplan Master Owner Trust, Series 2024-3, Class A1, 4.30% 9/15/2029 <sup>(a)(c)</sup>  | 2725 | 2730 |
| Ford Credit Floorplan Master Owner Trust, Series 2025-1, Class A1, 4.63% 4/15/2030 <sup>(c)</sup>  | 3116 | 3139 |
| GLS Auto Receivables Trust, Series 2024-4A, Class A3, 4.75% 7/17/2028 <sup>(a)(c)</sup>  | 442 | 442 |
| GLS Auto Receivables Trust, Series 2024-4A, Class B, 4.89% 4/16/2029 <sup>(a)(c)</sup>  | 457 | 459 |
| GLS Auto Receivables Trust, Series 2025-4A, Class B, 4.53% 4/15/2030 <sup>(a)(c)</sup>  | 2797 | 2801 |
| GLS Auto Receivables Trust, Series 2025-4A, Class C, 4.74% 8/15/2031 <sup>(a)(c)</sup>  | 3956 | 3939 |
| GLS Auto Select Receivables Trust, Series 2024-4A, Class A2, 4.43% 12/17/2029 <sup>(a)(c)</sup>  | 520 | 521 |
| GLS Auto Select Receivables Trust, Series 2024-1, Class A2, 5.24% 3/15/2030 <sup>(a)(c)</sup>  | 66 | 66 |
| GLS Auto Select Receivables Trust, Series 2024-2, Class A2, 5.58% 6/17/2030 <sup>(a)(c)</sup>  | 57 | 57 |
| GM Financial Revolving Receivables Trust, Series 2023-2, Class A, 5.77% 8/11/2036 <sup>(a)(c)</sup>  | 312 | 323 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class A, 5.49% 6/25/2027 <sup>(a)(c)</sup>  | 921 | 923 |
| Hertz Vehicle Financing III, LLC, Series 2023-4, Class A, 6.15% 3/25/2030 <sup>(a)(c)</sup>  | 150 | 156 |
| Hertz Vehicle Financing, LLC, Series 2023-1A, Class B, 6.22% 6/25/2027 <sup>(a)(c)</sup>  | 1670 | 1674 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027 <sup>(a)(c)</sup>  | 250 | 247 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027 <sup>(a)(c)</sup>  | 150 | 148 |
| Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028 <sup>(a)(c)</sup>  | 4919 | 4971 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029 <sup>(a)(c)</sup>  | 517 | 525 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029 <sup>(a)(c)</sup>  | 1616 | 1630 |
| Huntington National Bank (The), Series 2024-2, Class B1, 5.44% 10/20/2032 <sup>(a)(c)</sup>  | 2029 | 2045 |
| Huntington National Bank (The), Series 2025-1, Class B, 4.957% 3/21/2033 <sup>(a)(c)</sup>  | 3830 | 3846 |
| Huntington National Bank (The), Series 2025-2, Class B1, 4.835% 9/20/2033 <sup>(a)(c)</sup>  | 4802 | 4813 |
| Huntington National Bank (The), Series 2026-1, Class B1, 4.503% 2/20/2034 <sup>(a)(c)</sup>  | 3013 | 3010 |
| Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A4, 5.07% 2/15/2028 <sup>(a)(c)</sup>  | 100 | 100 |
| Hyundai Floorplan Master Owner Trust, Series 2025-1A, Class A, 4.01% 10/15/2030 <sup>(a)(c)</sup>  | 5189 | 5156 |
| LAD Auto Receivables Trust, Series 2024-1, Class A3, 5.23% 1/18/2028 <sup>(a)(c)</sup>  | 1 | 1 |
| LAD Auto Receivables Trust, Series 2024-1, Class A4, 5.17% 9/15/2028 <sup>(a)(c)</sup>  | 80 | 80 |
| LAD Auto Receivables Trust, Series 2024-2, Class A4, 5.46% 7/16/2029 <sup>(a)(c)</sup>  | 355 | 359 |
| Mercedes-Benz Auto Receivables Trust, Series 2023-2, Class A3, 5.95% 11/15/2028 <sup>(c)</sup>  | 39 | 40 |
| PenFed Auto Receivables Owner Trust, Series 2025-A, Class A2, 4.12% 9/15/2028 <sup>(a)(c)</sup>  | 1231 | 1231 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-4A, Class A2, 5.124% 4/25/2034 <sup>(a)(c)</sup>  | 4216 | 4230 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class A2, 4.575% 6/26/2034 <sup>(a)(c)</sup>  | 2082 | 2083 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class A3, 4.838% 6/26/2034 <sup>(a)(c)</sup>  | 4827 | 4832 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class B, 5.228% 6/26/2034 <sup>(a)(c)</sup>  | 2994 | 2998 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2026-R1A, Class A, 5.659% 7/25/2034 <sup>(a)(c)</sup>  | 2483 | 2487 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class B, 4.63% 8/15/2029 <sup>(c)</sup>  | 2394 | 2401 |
| SBNA Auto Lease Trust, Series 2024-C, Class A3, 4.56% 2/22/2028 <sup>(a)(c)</sup>  | 526 | 526 |
| SBNA Auto Lease Trust, Series 2024-B, Class A4, 5.55% 12/20/2028 <sup>(a)(c)</sup>  | 1000 | 1007 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031 <sup>(a)(c)</sup>  | 150 | 151 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class C, 5.185% 7/25/2031 <sup>(a)(c)</sup>  | 480 | 484 |
| Securitized Term Auto Receivables Trust, Series 2025-B, Class B, 4.925% 12/29/2032 <sup>(a)(c)</sup>  | 917 | 924 |
| Securitized Term Auto Receivables Trust, Series 2025-B, Class C, 5.121% 12/29/2032 <sup>(a)(c)</sup>  | 503 | 508 |
| Securitized Term Auto Receivables Trust, Series 2025-B, Class D, 5.463% 12/29/2032 <sup>(a)(c)</sup>  | 406 | 408 |
| Securitized Term Auto Receivables Trust, Series 2026-A, Class B, 4.284% 3/25/2033 <sup>(a)(c)</sup>  | 1010 | 1007 |
| Securitized Term Auto Receivables Trust, Series 2026-A, Class C, 4.431% 3/25/2033 <sup>(a)(c)</sup>  | 472 | 472 |
| Securitized Term Auto Receivables Trust, Series 2026-A, Class D, 4.873% 3/25/2033 <sup>(a)(c)</sup>  | 471 | 471 |
| SFS Auto Receivables Securitization Trust, Series 2024-1, Class A3, 4.95% 5/21/2029 <sup>(a)(c)</sup>  | 140 | 141 |
| Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-AA, Class A2, 4.63% 7/20/2027 <sup>(a)(c)</sup>  | 1824 | 1827 |
| Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728% 9/26/2033 <sup>(a)(c)</sup>  | 3025 | 3026 |

---

Capital Group Core Bond ETF — Page 15 of 22

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| United Auto Credit Securitization Trust, Series 2025-1, Class A, 4.80% 6/10/2027 <sup>(a)(c)</sup>  | USD44 | $44 |
| United Auto Credit Securitization Trust, Series 2025-1, Class B, 5.05% 2/10/2028 <sup>(a)(c)</sup>  | 1613 | 1615 |
| VStrong Auto Receivables Trust, Series 2024-A, Class A3, 5.62% 12/15/2028 <sup>(a)(c)</sup>  | 46 | 46 |
| Western Funding Auto Loan Trust, Series 2025-1, Class A, 4.75% 7/16/2035 <sup>(a)(c)</sup>  | 2225 | 2237 |
| Westlake Flooring Master Trust, Series 2025-1A, Class A, 4.23% 10/15/2029 <sup>(a)(c)</sup>  | 4358 | 4358 |
| Wheels Fleet Lease Funding, LLC, Series 2024-2A, Class A1, 4.87% 6/21/2039 <sup>(a)(c)</sup>  | 1684 | 1696 |
| Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039 <sup>(a)(c)</sup>  | 1893 | 1905 |
|  |  | 117786 |
| **Collateralized loan obligations 1.35%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522 Funding CLO, Ltd., Series 2019-5A, Class AR2, (3-month USD CME Term SOFR + 1.02%) 4.68% <br>4/15/2035 <sup>(a)(c)(f)</sup>  | 1600 | 1598 |
| ARES CLO, Ltd., Series 2021-62, Class A1R, (3-month USD CME Term SOFR + 1.07%) 4.738% 1/25/2034 <sup>(a)(c)(f)</sup>  | 3150 | 3149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES CLO, Ltd., Series 2019-53A, Class A1R2, (3-month USD CME Term SOFR + 1.09%) 4.758% <br>10/24/2036 <sup>(a)(c)(f)</sup>  | 7757 | 7734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ballyrock CLO, Ltd., Series 2022-20A, Class A1A3, (3-month USD CME Term SOFR + 1.05%) 4.722% <br>10/15/2036 <sup>(a)(c)(f)</sup>  | 7506 | 7495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BCC Middle Market CLO, Series 2023-2A, Class A1R, (3-month USD CME Term SOFR + 1.35%) 5.045% <br> 10/21/2035 <sup>(a)(c)(f)</sup>  | 8030 | 7966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canyon Capital CLO, Ltd., Series 2021-1A, Class AR, (3-month USD CME Term SOFR + 1.05%) 4.722% <br>4/15/2034 <sup>(a)(c)(f)</sup>  | 8000 | 7997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund, CLO, Series 2016-45A, Class A1RR, (3-month USD CME Term SOFR + 1.08%) 4.752% <br> 10/15/2030 <sup>(a)(c)(f)</sup>  | 576 | 576 |
| Flatiron CLO, Ltd., Series 2024-1A, Class A1R, (3-month USD CME Term SOFR + 1.08%) 4.752% 7/15/2036 <sup>(a)(c)(f)</sup>  | 4000 | 3995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2019-2A, Class A1AR, (3-month USD CME Term SOFR + 1.05%) 4.718% <br> 10/20/2032 <sup>(a)(c)(f)</sup>  | 336 | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magnetite CLO, Ltd., Series 2019-22, Class ARR, (3-month USD CME Term SOFR + 1.25%) 4.922% <br>7/15/2036 <sup>(a)(c)(f)</sup>  | 3000 | 3001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marble Point CLO, Ltd., Series 2019-1A, Class A1R2, (3-month USD CME Term SOFR + 1.04%) 4.711% <br>7/23/2032 <sup>(a)(c)(f)</sup>  | 1797 | 1796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point CLO, Ltd., Series 2022-1A, Class AR, (3-month USD CME Term SOFR + 1.10%) 4.768% <br>4/20/2035 <sup>(a)(c)(f)</sup>  | 3321 | 3323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-1A, Class ARR, (3-month USD CME Term SOFR + 1.04%) 4.712% <br>4/15/2032 <sup>(a)(c)(f)</sup>  | 2941 | 2941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-2A, Class ARR, (3-month USD CME Term SOFR + 1.00%) 4.672% <br>7/15/2032 <sup>(a)(c)(f)</sup>  | 1510 | 1509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thompson Park CLO, Ltd., Series 2021-1A, Class A1R, (3-month USD CME Term SOFR + 1.05%) 4.722% <br> 4/15/2034 <sup>(a)(c)(f)</sup>  | 3229 | 3228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2020-12A, Class A1R2, (3-month USD CME Term SOFR + 1.05%) 4.908% <br>4/25/2033 <sup>(a)(c)(f)</sup>  | 5697 | 5696 |
|  |  | 62340 |
| **Credit card 0.52%** |  |  |
| Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029 <sup>(a)(c)</sup>  | 5000 | 5005 |
| Barclays Dryrock Issuance Trust, Series 2025-1, Class A, 3.97% 7/15/2031 <sup>(c)</sup>  | 5269 | 5251 |
| Evergreen Credit Card Trust, Series 2025-CRT5, Class B, 5.24% 5/15/2029 <sup>(a)(c)</sup>  | 410 | 414 |
| First National Master Note Trust, Series 2023-2, Class A, 5.77% 9/17/2029 <sup>(c)</sup>  | 150 | 151 |
| First National Master Note Trust, Series 2025-1, Class A, 4.85% 2/15/2030 <sup>(c)</sup>  | 2087 | 2114 |
| Imprint Payments Credit Card Master Trust, Series 2025-A, Class A, 4.84% 9/15/2029 <sup>(a)(c)</sup>  | 2151 | 2152 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029 <sup>(a)(c)</sup>  | 2012 | 2017 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class B, 6.58% 8/15/2029 <sup>(a)(c)</sup>  | 798 | 800 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 <sup>(a)(c)</sup>  | 1694 | 1693 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 <sup>(a)(c)</sup>  | 3109 | 3123 |

---

Capital Group Core Bond ETF — Page 16 of 22

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Credit card (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Mission Lane Credit Card Master Trust, Series 2025-B, Class B, 5.21% 9/15/2031 <sup>(a)(c)</sup>  | USD663 | $666 |
| World Financial Network Credit Card Master Trust, Series 2024-A, Class A, 5.47% 2/17/2031 <sup>(c)</sup>  | 405 | 411 |
|  |  | 23797 |
| **Total asset-backed obligations** |  | 428954 |
| **Bonds & notes of governments & government agencies outside the U.S. 0.94%**<br> **Mexico 0.86%**<br>|  |  |
| Eagle Funding LuxCo SARL 5.50% 8/17/2030 <sup>(a)</sup> <br>| 15610 | 15712 |
| Eagle Funding LuxCo SARL 5.50% 8/17/2030  | 2456 | 2472 |
| United Mexican States 6.00% 5/13/2030  | 20500 | 21202 |
|  |  | 39386 |
| **Saudi Arabia 0.08%** |  |  |
| Saudi Arabia (Kingdom of) 5.125% 1/13/2028 <sup>(a)</sup> <br>| 3721 | 3761 |
| **Total bonds & notes of governments & government agencies outside the U.S.** |  | 43147 |
| **Loans 0.03%**<br> **Financials 0.03%**<br>|  |  |
| Aero Capital Solutions, Inc., Term Loan, (1-month USD CME Term SOFR + 3.00%) 7.61% 11/17/2029 <sup>(a)(f)(g)(h)</sup>  | 1268 | 1268 |
| **Municipals 0.01%**<br> **Massachusetts 0.01%**<br>|  |  |
| Educational Fncg. Auth., Education Loan Rev. Bonds, Series 2024-A, 6.352% 7/1/2049  | 705 | 732 |
| **Total bonds, notes & other debt instruments** (cost: $4,601,549,000) |  | 4594765 |
| Short-term securities 1.01%<br> **Money market investments 1.01%**<br>| Shares |  |
| Capital Group Central Cash Fund 3.71% <sup>(i)(j)</sup>  | 464571 | 46453 |
| **Total short-term securities** (cost: $46,442,000) |  | 46453 |
| **Total investment securities 100.76%** (cost $4,647,991,000) |  | 4641218 |
| TBA sale commitments (4.12)%<br> **Mortgage-backed obligations (4.12)%**<br> **Federal agency mortgage-backed obligations (4.12)%**<br>| Principal amount<br> (000)<br>|  |
| Uniform Mortgage-Backed Security 3.00%, 4/1/2056  | USD(21,080)<br>| (18519)<br>|
| Uniform Mortgage-Backed Security 3.50% 4/1/2056  | (31700)<br>| (29065)<br>|
| Uniform Mortgage-Backed Security 4.00% 4/1/2056  | (54255)<br>| (51203)<br>|
| Uniform Mortgage-Backed Security 4.50%, 4/1/2056  | (79584)<br>| (76818)<br>|
| Uniform Mortgage-Backed Security 5.00% 4/1/2056  | (14510)<br>| (14312)<br>|
| **Total TBA sale commitments** (proceeds: $192,782,000) |  | (189917)<br>|
| **Other assets less liabilities 3.36%** |  | 154958 |
| **Net assets 100.00%** |  | $4606259 |

---

Capital Group Core Bond ETF — Page 17 of 22

------

**unaudited**

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 | Short | 3806 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD(789,537)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5129 |
| 5 Year U.S. Treasury Note Futures | Long | 7864 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11107)<br>|
| 10 Year U.S. Treasury Note Futures | Long | 1566 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3485)<br>|
| 10 Year Ultra U.S. Treasury Note Futures | Long | 2291 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1695)<br>|
| 30 Year U.S. Treasury Bond Futures | Long | 1174 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2429)<br>|
| 30 Year Ultra U.S. Treasury Bond Futures | Long | 278 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (780)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(14367)<br>|

---

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.3998% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD99,200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $295 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.376% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.4045% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $513 |

---

**Credit default swaps**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Financing <br>rate received<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount<sup>(k)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026<sup>(l)</sup> <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>|
| 1.00% | Quarterly | CDX.NA.IG.S46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | USD95,158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $123 |

---

Capital Group Core Bond ETF — Page 18 of 22

------

**unaudited**

Investments in affiliates <sup>(j)</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 1.01%** | **Short-term securities 1.01%** | **Short-term securities 1.01%** | **Short-term securities 1.01%** | **Short-term securities 1.01%** | **Short-term securities 1.01%** | **Short-term securities 1.01%** | **Short-term securities 1.01%** |
| **Money market investments 1.01%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 3.71% <sup>(i)</sup> <br>| $147218 | &nbsp;&nbsp; $353600 | &nbsp;&nbsp; $454357 | &nbsp;&nbsp; $16 | &nbsp;&nbsp; $(24)<br>| &nbsp;&nbsp; $46453 | &nbsp;&nbsp; $855 |

---

&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 $1,172,009,000, which represented 25.44% of the net assets of the fund. 

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

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

<sup>(d)</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $33,938,000, which represented 0.74% of the net assets of the fund. 

<sup>(e)</sup> Represents securities transacted on a TBA basis.

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

<sup>(h)</sup> Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $1,268,000, which represented 0.03% of the net assets of the fund. 

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

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

<sup>(l)</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 Core Bond ETF — Page 19 of 22

------

**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 futures are generally valued at the official settlement price for futures on the exchange or market on which such instruments are traded, as of the close of business on the day such instruments are being valued. The average month-end notional amount of futures contracts while held was $1,897,828,000. 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 $134,480,000 and $102,407,000, 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 Core Bond ETF — Page 20 of 22

------

**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  | $— | $2099893 | $— | $2099893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations  |  | 1407650 |  | 1407650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury bonds & notes  |  | 613121 |  | 613121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-backed obligations  |  | 428954 |  | 428954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies <br>outside the U.S. <br>|  | 43147 |  | 43147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Loans  |  |  | 1268 | 1268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipals  |  | 732 |  | 732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities  | 46453 |  |  | 46453 |
| Total | $46453 | $4593497 | $1268 | $4641218 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA sale commitments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations  |  | (189917)<br>|  | (189917)<br>|

---

&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  | $5129 | $— | $— | $5129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps  |  | 513 |  | 513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared credit default swaps  |  | 123 |  | 123 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts  | (19496)<br>|  |  | (19496)<br>|
| Total | $(14367)<br>| $636 | $— | $(13731)<br>|

---

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

\* Futures 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)** |
| Auth. = Authority |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| DAC = Designated Activity Company |
| Fncg. = Financing |
| ICE = Intercontinental Exchange, Inc. |
| Rev. = Revenue |
| SOFR = Secured Overnight Financing Rate |
| TBA = To be announced |
| USD = U.S. dollars |
| UST = U.S. Treasury |

---

Capital Group Core Bond ETF — Page 21 of 22

------

**unaudited**

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

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

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

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

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

ETGEFP1-312-0526

Capital Group Core Bond ETF — Page 22 of 22

------

## 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 Core Bond ETF

- **b. EDGAR series identifier (if any):** S000080918

- **c. LEI of Series:** 5493000KFAZUPQHZKO12

**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:** $4970763965.47

**Total Liabilities:** $389735522.02

**Net Assets:** $4581028443.45

**Delayed Delivery Securities:** $18108022.63

**Cash Not Reported:** $8622021.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6743.29000000 | **1-Year:** -272074.84000000 | **5-Year:** -416772.59000000 | **10-Year:** -83574.67000000 | **30-Year:** -4278.59000000

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

- **3-Month:** -949.67000000 | **1-Year:** -10615.30000000 | **5-Year:** -58308.07000000 | **10-Year:** -6665.54000000 | **30-Year:** -1620.82000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243509 | 0.26%                | 1.72%                | -1.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1513688.13             | $286345.24                                 |
| Month 2  | $430867.06               | $42837764.94                               |
| Month 3  | $-4250907.44             | $-78983299.83                              |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST                                         | ACHV ABS TRUST 2024-2PL                                                                                                | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529296 | PA      | $531285.26    | 0.01%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                          | AIB Group PLC                                                                                                          | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  26769000 | PA      | $28022445.58  | 0.61%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2025-SFR2 Trust                                                                                                   | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4452000 | PA      | $4357664.79   | 0.10%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2025-SFR1 Trust                                                                                                   | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4423000 | PA      | $4215700.62   | 0.09%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2025-SFR1 Trust                                                                                                   | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396000 | PA      | $374282.85    | 0.01%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2025-SFR1 Trust                                                                                                   | CUSIP: 00182MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878000 | PA      | $826801.01    | 0.02%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2025-SFR1 Trust                                                                                                   | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    852000 | PA      | $788604.90    | 0.02%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                           | Ares LXII CLO Ltd                                                                                                      | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3150000 | PA      | $3148686.45   | 0.07%             | 2034-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust            | AASET 2025-1                                                                                                           | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1033064 | PA      | $1041310.47   | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                    | Abbott Laboratories                                                                                                    | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  12580000 | PA      | $12315151.00  | 0.27%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                                                             | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  19706000 | PA      | $20007034.77  | 0.44%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                                                             | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4577000 | PA      | $4494469.14   | 0.10%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust Series 2025-3                                                                                      | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2421703.74   | 0.05%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                                                                                    | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3956000 | PA      | $3965449.70   | 0.09%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X2                                                                              | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1062000 | PA      | $1061508.93   | 0.02%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X2                                                                              | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821000 | PA      | $822377.97    | 0.02%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust 2025-OANA                                                                                                    | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4260000 | PA      | $4277325.42   | 0.09%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16465480 | PA      | $13266288.61  | 0.29%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15944520 | PA      | $12839698.31  | 0.28%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11547000 | PA      | $9710305.31   | 0.21%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8020000 | PA      | $7045505.44   | 0.15%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -29100000 | PA      | $-25564115.75 | -0.56%            | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -31700000 | PA      | $-29065045.60 | -0.63%            | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11465060 | PA      | $10820242.32  | 0.24%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F040644<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -65720000 | PA      | $-62023777.07 | -1.35%            | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -79584000 | PA      | $-76817663.34 | -1.68%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -14510000 | PA      | $-14312098.40 | -0.31%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22560000 | PA      | $22667434.33  | 0.49%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                                                           | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  11888000 | PA      | $11743379.98  | 0.26%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                                                         | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  11870000 | PA      | $11785194.67  | 0.26%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2024-1                                                                    | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127859 | PA      | $128210.83    | 0.00%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2024-2                                                                    | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    683000 | PA      | $695840.26    | 0.02%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                 | American International Group Inc                                                                                       | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |  10390000 | PA      | $10500209.54  | 0.23%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                                                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  28292000 | PA      | $29043786.62  | 0.63%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                                                              | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7002000 | PA      | $6907795.23   | 0.15%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XV LLC                                                                              | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   2201785 | PA      | $2217618.31   | 0.05%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                        | APL Finance 2023-1 DAC                                                                                                 | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |   1496652 | PA      | $1497101.14   | 0.03%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                         | ARES Commercial Mortgage Trust 2024-IND                                                                                | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447000 | PA      | $447702.15    | 0.01%             | 2041-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                           | Ares LIII CLO Ltd                                                                                                      | CUSIP: 04009GBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7757000 | PA      | $7733729.00   | 0.17%             | 2036-10-24      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                | Arthur J Gallagher & Co                                                                                                | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  13753000 | PA      | $13908213.47  | 0.30%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                                  | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3008474.32   | 0.07%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                                  | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2573000 | PA      | $2532839.74   | 0.06%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                           | Atrium Hotel Portfolio Trust 2024-ATRM                                                                                 | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870000 | PA      | $1890170.57   | 0.04%             | 2029-11-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                             | ATLX 2024-RPL1 Trust                                                                                                   | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1928695 | PA      | $1877829.01   | 0.04%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2024-1 LLC                                                                                       | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600566 | PA      | $608415.48    | 0.01%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2023-1 LLC                                                                                       | CUSIP: 05335JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171513.41    | 0.00%             | 2030-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                         | Avant Credit Card Master Trust                                                                                         | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5005077.50   | 0.11%             | 2029-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RHG2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $257949.95    | 0.01%             | 2029-12-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $155733.72    | 0.00%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    117000 | PA      | $119740.65    | 0.00%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    753000 | PA      | $758987.25    | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RLG7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3496000 | PA      | $3462419.52   | 0.08%             | 2032-08-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3335000 | PA      | $3312150.75   | 0.07%             | 2030-08-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                                                       | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  16176000 | PA      | $17272232.64  | 0.38%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                        | BAE Systems PLC                                                                                                        | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  31796000 | PA      | $32454122.19  | 0.71%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                                                       | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   9997000 | PA      | $10267531.82  | 0.22%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                                  | BCC Middle Market CLO 2023-2 LLC                                                                                       | CUSIP: 05554QAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8030000 | PA      | $7966273.92   | 0.17%             | 2035-10-21      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                                | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  18173000 | PA      | $18632699.30  | 0.41%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                                | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  19378000 | PA      | $19969993.64  | 0.44%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                                | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7268000 | PA      | $7167356.30   | 0.16%             | 2027-10-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                              | BMP 2024-MF23                                                                                                          | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1996000 | PA      | $1996796.60   | 0.04%             | 2041-06-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2024-5C5 Mortgage Trust                                                                                            | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $1022565.93   | 0.02%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2024-FNX                                                                                                      | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2294216 | PA      | $2296936.01   | 0.05%             | 2041-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2022-AHP                                                                                  | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1475874 | PA      | $1476047.66   | 0.03%             | 2039-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-KING                                                                                 | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655372 | PA      | $656094.46    | 0.01%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-BIO2                                                                                 | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4754000 | PA      | $4752868.55   | 0.10%             | 2041-08-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VOLT                                                                                                     | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9041000 | PA      | $9029215.96   | 0.20%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-ARIA                                                                                                     | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7044513.70   | 0.15%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                          | BLP Commercial Mortgage Trust 2024-IND2                                                                                | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268990 | PA      | $269304.50    | 0.01%             | 2041-03-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                          | Ballyrock CLO 20 Ltd                                                                                                   | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |   7506000 | PA      | $7494816.06   | 0.16%             | 2036-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  54807000 | PA      | $54065224.52  | 1.18%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | Bank 2019-BNK19                                                                                                        | CUSIP: 06540WBD4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     35181 | PA      | $33350.97     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                        | Barclays Dryrock Issuance Trust                                                                                        | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |   5269000 | PA      | $5251293.00   | 0.11%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                                                                               | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  50701000 | PA      | $47254887.00  | 1.03%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                                                                               | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   5767000 | PA      | $5696235.51   | 0.12%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Beacon Container Finance II LLC                        | Beacon Container Finance II LLC                                                                                        | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3007742 | PA      | $2802148.29   | 0.06%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2018-B2 Mortgage Trust                                                                                       | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38119 | PA      | $37587.82     | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B25 Mortgage Trust                                                                                      | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $224768.98    | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V5 Mortgage Trust                                                                                       | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118000 | PA      | $122447.07    | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V9 Mortgage Trust                                                                                       | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689000 | PA      | $707281.37    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2021-A                                                                                        | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22584 | PA      | $22480.22     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                             | BFLD Commercial Mortgage Trust 2025-5MW                                                                                | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7318000 | PA      | $7267794.13   | 0.16%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                           | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                                | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206792 | PA      | $207500.19    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | 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      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                         | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10450000 | PA      | $10291271.08  | 0.22%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                         | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  16393000 | PA      | $16798216.93  | 0.37%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-5C9 Mortgage Trust                                                                                            | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1485000 | PA      | $1541300.51   | 0.03%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  46029000 | PA      | $46295997.66  | 1.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                                                          | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  34291000 | PA      | $34892696.29  | 0.76%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                        | BofA Auto Trust 2024-1                                                                                                 | CUSIP: 09709AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012855.40   | 0.02%             | 2030-06-17      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2024 RPL1                                                                              | CUSIP: 10568TAA7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4212265 | PA      | $3911476.09   | 0.09%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2025-NQM5                                                                              | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |   1951618 | PA      | $1960509.16   | 0.04%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | Bravo Residential Funding Trust 2025-NQM10                                                                             | CUSIP: 10570BAC8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   7502251 | PA      | $7458575.70   | 0.16%             | 2065-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2024-1                                                                   | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21316 | PA      | $21336.68     | 0.00%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2024-1                                                                   | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99000 | PA      | $99700.52     | 0.00%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                           | Bridge 2024-SFR1 Trust                                                                                                 | CUSIP: 10806DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4916266 | PA      | $4765207.22   | 0.10%             | 2040-08-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2024-4                                                                   | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    656000 | PA      | $658357.34    | 0.01%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  19980000 | PA      | $20490606.28  | 0.45%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                                                           | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  15624000 | PA      | $14076447.33  | 0.31%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                           | Business Jet Securities 2024-2 LLC                                                                                     | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    973578 | PA      | $972475.81    | 0.02%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-GPA3                                                                                 | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810545 | PA      | $1812515.70   | 0.04%             | 2039-12-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX 2025-BIO3 Mortgage Trust                                                                                            | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3926000 | PA      | $3977924.49   | 0.09%             | 2042-02-10      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-AIRC                                                                                 | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2147314 | PA      | $2152063.32   | 0.05%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                           | CD 2017-CD6 Mortgage Trust                                                                                             | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $307336.60    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2025-1                                                                                           | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201000 | PA      | $201235.51    | 0.00%             | 2032-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                | CF Hippolyta Issuer LLC                                                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4959726 | PA      | $4195643.25   | 0.09%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                | CF Hippolyta Issuer LLC                                                                                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4438859 | PA      | $3602983.57   | 0.08%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2023-H12 LLC                                                                                                      | CUSIP: 12530QAB2<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496778.35    | 0.01%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB13 LLC                                                                                                     | CUSIP: 12530VAA3<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |    527947 | PA      | $522821.53    | 0.01%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB13 LLC                                                                                                     | CUSIP: 12530VAB1<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2049153.96   | 0.04%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-R1 LLC                                                                                                       | CUSIP: 12530YAA7<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   2037934 | PA      | $1999856.28   | 0.04%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-R1 LLC                                                                                                       | CUSIP: 12530YAB5<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $290851.26    | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-NR1 LLC                                                                                                      | CUSIP: 12531DAA2<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   6653896 | PA      | $6664271.51   | 0.15%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                        | Cigna Group/The                                                                                                        | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6918000 | PA      | $7044520.67   | 0.15%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                        | CLI Funding VI LLC                                                                                                     | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    375455 | PA      | $353766.03    | 0.01%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                        | CLI Funding VIII LLC                                                                                                   | CUSIP: 12565KAC1<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   1220865 | PA      | $1129747.35   | 0.02%             | 2046-02-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                        | CLI Funding VIII LLC                                                                                                   | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   3573006 | PA      | $3312774.08   | 0.07%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                              | CIM TRUST 2025-R1                                                                                                      | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355912 | PA      | $1342769.64   | 0.03%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2017-CX9 Commercial Mortgage Trust                                                                               | CUSIP: 12595FAD4<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    318868 | PA      | $315353.40    | 0.01%             | 2050-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                              | CUSIP: 12595JAG9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     56000 | PA      | $55397.78     | 0.00%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                                                        | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  33473000 | PA      | $34272625.45  | 0.75%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                                                           | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  32669000 | PA      | $33562533.74  | 0.73%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                                                           | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  27554000 | PA      | $27604915.93  | 0.60%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                                     | CAL Funding IV Ltd                                                                                                     | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1759151 | PA      | $1689569.42   | 0.04%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                    | Cali 2024-Sun                                                                                                          | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    994000 | PA      | $995401.34    | 0.02%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon Capital CLO 2021-1 Ltd                                                                                          | CUSIP: 13877EAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7997008.00   | 0.17%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                        | Capital Group Central Cash Fund                                                                                        | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |    608585 | NS      | $60852389.75  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Capteris Equipment Finance                             | Capteris Equipment Finance 2024-1 LLC                                                                                  | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1435253 | PA      | $1457203.73   | 0.03%             | 2032-07-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance                             | Capteris Equipment Finance 2026-1 LLC                                                                                  | CUSIP: 14077FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3105000 | PA      | $3103128.00   | 0.07%             | 2033-09-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-1                                                                                         | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505978.90    | 0.01%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2024-A                                                                                 | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7332 | PA      | $7336.50      | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-P3                                                                                 | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1637029 | PA      | $1637158.05   | 0.04%             | 2029-10-10      | Fixed         | 4.26%                 | 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        |   4481406 | PA      | $4379861.87   | 0.10%             | 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        |   7195674 | PA      | $7115517.21   | 0.16%             | 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        |   3119473 | PA      | $3145555.61   | 0.07%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                           | Centene Corp                                                                                                           | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2177078.54   | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB15 LLC                                                                                                     | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    686985 | PA      | $685313.60    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB15 LLC                                                                                                     | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    291000 | PA      | $285608.15    | 0.01%             | 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        |   9808000 | PA      | $9966563.19   | 0.22%             | 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: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10272000 | PA      | $10642390.45  | 0.23%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                               | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP                                                     | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11943000 | PA      | $11969123.52  | 0.26%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2023-2                                                                                 | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151992.74    | 0.00%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                          | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10287000 | PA      | $10171842.08  | 0.22%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17278000 | PA      | $17221657.31  | 0.38%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2024-1                                                                                 | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60523 | PA      | $60767.70     | 0.00%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                                                                      | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510298 | PA      | $511550.97    | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                                                                      | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1691000 | PA      | $1695761.86   | 0.04%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                           | Commercial Equipment Finance 2024-1 LLC                                                                                | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111638 | PA      | $112344.44    | 0.00%             | 2029-07-16      | Fixed         | 5.97%                 | 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      |
| CART                                                   | CONE Trust 2024-DFW1                                                                                                   | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1613000 | PA      | $1603699.60   | 0.04%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20753GAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    230521 | PA      | $230549.45    | 0.01%             | 2044-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     61388 | PA      | $61359.75     | 0.00%             | 2044-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20753UAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     51656 | PA      | $51656.30     | 0.00%             | 2044-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     47932 | PA      | $47912.13     | 0.00%             | 2044-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20754QAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    260588 | PA      | $265557.12    | 0.01%             | 2043-05-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    537853 | PA      | $537241.83    | 0.01%             | 2045-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20754TAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    763727 | PA      | $763564.62    | 0.02%             | 2045-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20755RAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    331338 | PA      | $331713.63    | 0.01%             | 2044-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                               | Constellation Brands Inc                                                                                               | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  14589000 | PA      | $13656696.08  | 0.30%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-C                                                                                      | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396854 | PA      | $397844.31    | 0.01%             | 2028-12-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | Consumer Portfolio Services Auto Trust 2025-D                                                                          | CUSIP: 223936AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1863403 | PA      | $1866280.61   | 0.04%             | 2029-07-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | Consumer Portfolio Services Auto Trust 2025-D                                                                          | CUSIP: 223936AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $914949.31    | 0.02%             | 2030-04-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-A                                                                                      | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95813 | PA      | $96288.33     | 0.00%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-A                                                                                      | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101536.20    | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-D                                                                                      | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29127 | PA      | $29134.25     | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                 | Crossroads Asset Trust 2024-A                                                                                          | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238645 | PA      | $240655.85    | 0.01%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                           | DNB Bank ASA                                                                                                           | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2214000 | PA      | $2203882.44   | 0.05%             | 2027-05-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                                                                          | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  39119000 | PA      | $39783269.96  | 0.87%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                                                        | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  27733000 | PA      | $27696477.58  | 0.60%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  11897000 | PA      | $11736049.18  | 0.26%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  34548000 | PA      | $36280619.86  | 0.79%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                 | Diamondback Energy Inc                                                                                                 | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  16320000 | PA      | $16665802.52  | 0.36%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2024-1                                                                                    | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78141 | PA      | $78375.65     | 0.00%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 45 Senior Loan Fund                                                                                             | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    576240 | PA      | $575959.85    | 0.01%             | 2030-10-15      | Floating      | 4.75%                 | 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        |   3578000 | PA      | $3614800.45   | 0.08%             | 2042-08-10      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2026-NQM1                                                                                                         | CUSIP: 26846GAF4<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   5817522 | PA      | $5765269.95   | 0.13%             | 2071-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                                                                     | CUSIP: 26860XAG6<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    949000 | PA      | $951709.21    | 0.02%             | 2039-06-10      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                                                                     | CUSIP: 26860XAJ0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    661000 | PA      | $662847.30    | 0.01%             | 2039-06-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                                                                     | CUSIP: 26860XAL5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210218.48    | 0.00%             | 2039-06-10      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                                                                     | CUSIP: 26860XBA8<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   1057000 | PA      | $1059678.97   | 0.02%             | 2039-06-10      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                                                                     | CUSIP: 26860XBC4<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $596188.81    | 0.01%             | 2039-06-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                            | ELM Trust 2024-ELM                                                                                                     | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $234270.18    | 0.01%             | 2039-06-10      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                               | Eagle Funding Luxco Sarl                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  15610000 | PA      | $15711465.00  | 0.34%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                             | Eaton Corp                                                                                                             | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   9953000 | PA      | $9812601.69   | 0.21%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                   | Edison International                                                                                                   | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3399000 | PA      | $3342483.81   | 0.07%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                   | Edison International                                                                                                   | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    715000 | PA      | $754749.62    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                   | Edison International                                                                                                   | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50485.95     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                   | Edison International                                                                                                   | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1760417.09   | 0.04%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                                                                     | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  20509000 | PA      | $20961750.33  | 0.46%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | ENEL Finance International NV                                                                                          | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2930000 | PA      | $2782030.81   | 0.06%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | ENEL Finance International NV                                                                                          | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  16365000 | PA      | $16233575.14  | 0.35%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-4 LLC                                                                                  | CUSIP: 29374MAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    909919 | PA      | $912017.21    | 0.02%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-1 LLC                                                                                  | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     61275 | PA      | $61585.60     | 0.00%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-1 LLC                                                                                  | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    108000 | PA      | $109515.63    | 0.00%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-3 LLC                                                                                  | CUSIP: 29375QAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    237577 | PA      | $238123.50    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                               | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   8594000 | PA      | $8610534.25   | 0.19%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                            | Evergreen Credit Card Trust                                                                                            | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    410000 | PA      | $413738.38    | 0.01%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-5                                                                             | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $697853.45    | 0.02%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-5                                                                             | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $1021646.10   | 0.02%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-1                                                                             | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31807 | PA      | $31854.20     | 0.00%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-1                                                                             | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121000 | PA      | $121898.45    | 0.00%             | 2030-05-15      | Fixed         | 5.41%                 | 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 2026-ESH2                                                                                  | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9906791 | PA      | $9919594.99   | 0.22%             | 2043-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  21578000 | PA      | $21373601.53  | 0.47%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FS Trust                                               | FS Trust 2026-HULA                                                                                                     | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6927000 | PA      | $6935802.83   | 0.15%             | 2041-03-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DQPA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1978671 | PA      | $1876066.14   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153155 | PA      | $158872.50    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DS2J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5174637 | PA      | $4559997.71   | 0.10%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DSK92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6348895 | PA      | $5587341.99   | 0.12%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6599217 | PA      | $6538968.98   | 0.14%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32179424 | PA      | $26244151.84  | 0.57%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656489 | PA      | $554629.89    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116581 | PA      | $120498.68    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DTRM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10125311 | PA      | $8179445.47   | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139850 | PA      | $143214.92    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DUGF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4810560 | PA      | $4061314.44   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DUL96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4661609 | PA      | $4280048.98   | 0.09%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2141218 | PA      | $1814674.62   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2908811 | PA      | $2464300.51   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2474201 | PA      | $2097649.69   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8009058 | PA      | $6780193.09   | 0.15%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12040237 | PA      | $10605429.32  | 0.23%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31463595 | PA      | $25508920.28  | 0.56%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19271036 | PA      | $15601025.85  | 0.34%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18933642 | PA      | $15327893.12  | 0.33%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11063149 | PA      | $9365585.67   | 0.20%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43500358 | PA      | $38322061.04  | 0.84%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3721997 | PA      | $3278929.70   | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143390 | PA      | $121343.74    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8787518 | PA      | $7740301.10   | 0.17%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712515 | PA      | $674130.33    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2300874 | PA      | $2026673.26   | 0.04%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5577225 | PA      | $4707871.64   | 0.10%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3409095 | PA      | $3380245.48   | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    842936 | PA      | $850396.76    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWHF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6353638 | PA      | $5592331.70   | 0.12%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19379253 | PA      | $20064017.39  | 0.44%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    861687 | PA      | $813929.00    | 0.02%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1997875 | PA      | $2066882.37   | 0.05%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    782479 | PA      | $799212.89    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4084673 | PA      | $4168156.83   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15908 | PA      | $16237.88     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1034627.08   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9693260 | PA      | $9892459.04   | 0.22%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1034436.83   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17727917 | PA      | $18340241.42  | 0.40%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7286697 | PA      | $7431804.51   | 0.16%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7257010 | PA      | $7166546.19   | 0.16%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4071035 | PA      | $4152105.87   | 0.09%             | 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        |  18849224 | PA      | $19224588.61  | 0.42%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWNZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1034450.44   | 0.02%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1034436.87   | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWPQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3855088 | PA      | $3724352.59   | 0.08%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4772476 | PA      | $4028572.10   | 0.09%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133AFX22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258403 | PA      | $217646.22    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133AM4R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448809 | PA      | $378882.78    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133AQ4J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    708366 | PA      | $596627.56    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133AQFP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20940 | PA      | $17636.30     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133ARKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25963 | PA      | $21867.71     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3083479 | PA      | $2492831.01   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    882781 | PA      | $712975.11    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893496 | PA      | $721437.52    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133KJ4M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646018 | PA      | $544923.33    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164309 | PA      | $138390.81    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133KNHK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6489025 | PA      | $5248493.65   | 0.11%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87289 | PA      | $90172.68     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20526499 | PA      | $21235486.95  | 0.46%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135433 | PA      | $138873.50    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67512 | PA      | $69369.06     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69117 | PA      | $71351.28     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56171 | PA      | $58064.44     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140AXHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999901 | PA      | $1035028.11   | 0.02%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140B7D75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1034437.08   | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140BCC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865755 | PA      | $817763.97    | 0.02%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140FXZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10882561 | PA      | $9821581.72   | 0.21%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140KLC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453093 | PA      | $381622.12    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500040 | PA      | $2026541.61   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140KTST3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500079 | PA      | $1263488.97   | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140L5AE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22516 | PA      | $18964.65     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140L8U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16304 | PA      | $13731.75     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6341026 | PA      | $5351047.50   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140NHBM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529110 | PA      | $499787.68    | 0.01%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907835 | PA      | $764645.64    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598217 | PA      | $505267.86    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QLNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2603708 | PA      | $2113413.17   | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QMAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11429017 | PA      | $10054413.13  | 0.22%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QMKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9631404 | PA      | $8112070.94   | 0.18%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QMN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3532540 | PA      | $2994924.91   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QN4E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    670950 | PA      | $566525.13    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76827 | PA      | $64897.19     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QPKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1547122 | PA      | $1369007.94   | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QTWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326969 | PA      | $334634.92    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654582 | PA      | $671833.91    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140W0P33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17711252 | PA      | $16261559.76  | 0.35%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140W27L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6095333 | PA      | $4926206.22   | 0.11%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140W3ZQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15054934 | PA      | $12757926.47  | 0.28%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17776749 | PA      | $14362571.27  | 0.31%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XBD72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506713 | PA      | $428727.67    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XBDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814236 | PA      | $685789.94    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XCGZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903155 | PA      | $763988.67    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XCLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6165122 | PA      | $5200567.24   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952863 | PA      | $803163.34    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3582961 | PA      | $2900607.83   | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XJ5L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828379 | PA      | $698732.65    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XK4T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26749 | PA      | $22677.87     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XKU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264179 | PA      | $222506.56    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198618 | PA      | $201407.59    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962691 | PA      | $810818.61    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2663125 | PA      | $2256238.25   | 0.05%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XMST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469003 | PA      | $395607.44    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XNFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104184 | PA      | $87879.53     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36351 | PA      | $30616.44     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5013721 | PA      | $4223595.60   | 0.09%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199818 | PA      | $204439.77    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173770 | PA      | $177999.54    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 3140XTEE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1035026.34   | 0.02%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3289306 | PA      | $2667192.97   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4079503 | PA      | $4160742.32   | 0.09%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3403512 | PA      | $2885515.56   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33829522 | PA      | $27395804.75  | 0.60%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  66758800 | PA      | $56536156.85  | 1.23%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7309707 | PA      | $5921458.63   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3506098 | PA      | $2839311.93   | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2883860 | PA      | $2437773.46   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1021403 | PA      | $865008.16    | 0.02%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14249105 | PA      | $13087225.84  | 0.29%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4185732 | PA      | $3389699.74   | 0.07%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6776178 | PA      | $5969540.02   | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1615578 | PA      | $1366730.57   | 0.03%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2030797 | PA      | $1719196.87   | 0.04%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10040842 | PA      | $9218983.92   | 0.20%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222664 | PA      | $210390.75    | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EV56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3219746 | PA      | $3045286.08   | 0.07%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903013 | PA      | $873789.05    | 0.02%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881711 | PA      | $832844.02    | 0.02%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EZA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287034 | PA      | $271125.65    | 0.01%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418EZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3011384 | PA      | $3166267.51   | 0.07%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3800064 | PA      | $3877193.52   | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16012119 | PA      | $15812516.73  | 0.35%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FEA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43050 | PA      | $40663.73     | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8296833 | PA      | $8015477.66   | 0.17%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56768 | PA      | $53621.59     | 0.00%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FGV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916292 | PA      | $865500.69    | 0.02%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13091603 | PA      | $13354876.87  | 0.29%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152722 | PA      | $157996.78    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3516889 | PA      | $3321941.62   | 0.07%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5097840 | PA      | $4924965.10   | 0.11%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5459023 | PA      | $5567734.51   | 0.12%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5414249 | PA      | $5230642.03   | 0.11%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2802510 | PA      | $2858319.61   | 0.06%             | 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        |   9293855 | PA      | $9478933.28   | 0.21%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112892 | PA      | $116791.31    | 0.00%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  54540992 | PA      | $54845667.84  | 1.20%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5039261 | PA      | $5139613.31   | 0.11%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22118 | PA      | $22882.03     | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5170682 | PA      | $5273651.32   | 0.12%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  42317834 | PA      | $39971975.87  | 0.87%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38412922 | PA      | $38627503.89  | 0.84%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15080012 | PA      | $15380315.87  | 0.34%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39494302 | PA      | $38154918.73  | 0.83%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7610003 | PA      | $7761548.79   | 0.17%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7538762 | PA      | $6919936.04   | 0.15%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6070671 | PA      | $5732710.22   | 0.13%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5851927 | PA      | $5652087.77   | 0.12%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                        | CUSIP: 31418FT56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9324454 | PA      | $9202672.32   | 0.20%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 31427NFC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4815690 | PA      | $4080863.05   | 0.09%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 31427NWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5840464 | PA      | $5145213.50   | 0.11%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 31427NY86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9865552 | PA      | $8362434.42   | 0.18%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7759793 | PA      | $6582639.24   | 0.14%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 31427P4G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6360536 | PA      | $5602529.21   | 0.12%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 31427QQP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11847492 | PA      | $10883452.38  | 0.24%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 31427QVV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25581985 | PA      | $23512546.12  | 0.51%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29384 | PA      | $30477.39     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53620 | PA      | $56243.64     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    467636 | PA      | $484502.13    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3142GWHH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12900003 | PA      | $13156893.97  | 0.29%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3142GXAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693825 | PA      | $718750.77    | 0.02%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11270018 | PA      | $11659285.87  | 0.25%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3142J6B93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7939528 | PA      | $7835836.16   | 0.17%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3142J6CK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68047 | PA      | $64258.45     | 0.00%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                                                       | CUSIP: 3142J6CU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27630 | PA      | $26091.79     | 0.00%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                    | Fifth Third Bancorp                                                                                                    | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  31820000 | PA      | $32992193.75  | 0.72%             | 2029-07-27      | Fixed         | 6.34%                 | 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        |   2863394 | PA      | $2737642.61   | 0.06%             | 2075-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust 2025-1                                                                                | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1689000 | PA      | $1684209.15   | 0.04%             | 2031-01-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                       | First National Master Note Trust                                                                                       | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151146.60    | 0.00%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                       | First National Master Note Trust                                                                                       | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2087000 | PA      | $2114037.50   | 0.05%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                       | FirstEnergy Corp                                                                                                       | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  15056000 | PA      | $13944648.59  | 0.30%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                    | 522 Funding CLO 2019-5 Ltd                                                                                             | CUSIP: 33829WAL3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1598512.00   | 0.03%             | 2035-04-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                       | Flatiron CLO 28 Ltd                                                                                                    | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3994764.00   | 0.09%             | 2036-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                        | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                     | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1067000 | PA      | $1067973.10   | 0.02%             | 2039-12-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2023-B                                                                                    | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100944.44    | 0.00%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                                                             | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2725000 | PA      | $2730011.82   | 0.06%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                                                             | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3116000 | PA      | $3139227.60   | 0.07%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2026-REV1                                                                                 | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8860000 | PA      | $8806789.50   | 0.19%             | 2038-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2023-REV1                                                                                 | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151651.07    | 0.00%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  30024000 | PA      | $30196734.08  | 0.66%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  16148000 | PA      | $15954056.06  | 0.35%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL VIII Ltd                                                                                           | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    335946 | PA      | $336086.01    | 0.01%             | 2032-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                     | Seasoned Loans Structured Transaction Trust Series 2020-2                                                              | CUSIP: 35564CGW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235387 | PA      | $215233.79    | 0.00%             | 2030-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                     | Seasoned Loans Structured Transaction Trust Series 2020-3                                                              | CUSIP: 35564CJD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229572 | PA      | $209069.32    | 0.00%             | 2030-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                     | Seasoned Loans Structured Transaction Trust Series 2021-1                                                              | CUSIP: 35564CKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    221032 | PA      | $204582.41    | 0.00%             | 2031-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                     | Seasoned Loans Structured Transaction Trust Series 2021-2                                                              | CUSIP: 35564CLN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    244236 | PA      | $221250.98    | 0.00%             | 2031-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                                | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |   5538366 | PA      | $5541000.20   | 0.12%             | 2044-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   1316087 | PA      | $1317205.78   | 0.03%             | 2044-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    881757 | PA      | $881689.44    | 0.02%             | 2044-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    958916 | PA      | $960577.04    | 0.02%             | 2045-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                                | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   1282625 | PA      | $1280665.60   | 0.03%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Structured Agency Credit Risk 2026-DNA1                                                                                | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4148375 | PA      | $4142867.20   | 0.09%             | 2046-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Structured Agency Credit Risk 2026-DNA1                                                                                | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2976719 | PA      | $2967819.48   | 0.06%             | 2046-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2024-NQM1 Trust                                                                                                   | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133509 | PA      | $134150.53    | 0.00%             | 2059-01-25      | Variable      | 6.01%                 | 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        |   2771598 | PA      | $2770417.17   | 0.06%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                       | GWT 2024-WLF2                                                                                                          | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446000 | PA      | $1447742.57   | 0.03%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2017-GS6                                                                                  | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378000 | PA      | $373585.45    | 0.01%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust               | GM Financial Revolving Receivables Trust 2023-2                                                                        | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312000 | PA      | $323027.45    | 0.01%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp II                                                                                         | CUSIP: 36269JAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    479000 | PA      | $482925.31    | 0.01%             | 2041-03-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust 2024-RPL2                                                                          | CUSIP: 36269MAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    212968 | PA      | $207883.65    | 0.00%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-4                                                                               | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    441721 | PA      | $442223.16    | 0.01%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-4                                                                               | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457000 | PA      | $459167.96    | 0.01%             | 2029-04-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-4                                                                               | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519915 | PA      | $521081.52    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-4                                                                               | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2797000 | PA      | $2800619.04   | 0.06%             | 2030-04-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-4                                                                               | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3956000 | PA      | $3938580.15   | 0.09%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2024-NQM2 Trust                                                                                                   | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236715 | PA      | $238505.49    | 0.01%             | 2059-06-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  24761000 | PA      | $24511875.86  | 0.54%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                       | Georgia Power Co                                                                                                       | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  22415000 | PA      | $22603861.84  | 0.49%             | 2033-05-17      | Fixed         | 4.95%                 | 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 VII Srl                                                                                              | CUSIP: 37959PAA5<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |     98883 | PA      | $95088.16     | 0.00%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                  | Global SC Finance VII Srl                                                                                              | CUSIP: 37959PAC1<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |    102710 | PA      | $98856.29     | 0.00%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                  | Global SC Finance VII Srl                                                                                              | CUSIP: 37959PAE7<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |    121449 | PA      | $113605.26    | 0.00%             | 2041-04-17      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII SRL                              | Global SC Finance VII Srl                                                                                              | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |    125635 | PA      | $116909.28    | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-1                                                                               | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66090 | PA      | $66469.71     | 0.00%             | 2030-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-2                                                                               | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56843 | PA      | $57327.31     | 0.00%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  24919000 | PA      | $25713267.71  | 0.56%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9958000 | PA      | $9967738.03   | 0.22%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11066000 | PA      | $11255243.65  | 0.25%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7469000 | PA      | $7325043.84   | 0.16%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                               | Greensaif Pipelines Bidco Sarl                                                                                         | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   4439000 | PA      | $4459810.03   | 0.10%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                       | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1500739.20   | 0.03%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                      | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  43094000 | PA      | $43070978.32  | 0.94%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3750000 | PA      | $3699031.20   | 0.08%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                          | HTL Commercial Mortgage Trust 2024-T53                                                                                 | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $178436.74    | 0.00%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                          | HTL Commercial Mortgage Trust 2024-T53                                                                                 | CUSIP: 404300AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594000 | PA      | $600041.16    | 0.01%             | 2039-05-10      | Variable      | 6.56%                 | 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        |    189000 | PA      | $190839.84    | 0.00%             | 2039-05-10      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                     | Hawaii Hotel Trust 2025-MAUI                                                                                           | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2177000 | PA      | $2178364.98   | 0.05%             | 2042-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                     | Hawaii Hotel Trust 2025-MAUI                                                                                           | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1040962.31   | 0.02%             | 2042-03-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                     | Hawaii Hotel Trust 2025-MAUI                                                                                           | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    633000 | PA      | $633742.64    | 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        |   1222000 | PA      | $1223948.60   | 0.03%             | 2042-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LP                                                                                         | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246567.15    | 0.01%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LP                                                                                         | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147878.45    | 0.00%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    921333 | PA      | $923131.97    | 0.02%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MBT5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1673598.85   | 0.04%             | 2027-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   4919000 | PA      | $4971473.43   | 0.11%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $156146.39    | 0.00%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    517000 | PA      | $524650.67    | 0.01%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1616000 | PA      | $1629778.02   | 0.04%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                                                                                | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   8261000 | PA      | $8174413.98   | 0.18%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                     | Horizon Aircraft Finance IV Ltd                                                                                        | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2656600 | PA      | $2637828.46   | 0.06%             | 2049-09-15      | Fixed         | 5.38%                 | 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        |   2271000 | PA      | $2324997.11   | 0.05%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                 | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3830367 | PA      | $3845762.77   | 0.08%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                 | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2028460 | PA      | $2045058.10   | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                                 | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4802080 | PA      | $4813176.60   | 0.11%             | 2033-09-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2026-1                                                                 | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3013000 | PA      | $3010351.72   | 0.07%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                           | Hudson Yards 2025-SPRL Mortgage Trust                                                                                  | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3582000 | PA      | $3668423.63   | 0.08%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                                | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10668000 | PA      | $10760955.83  | 0.23%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                                | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7405000 | PA      | $7375728.26   | 0.16%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                                | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  14557000 | PA      | $14717888.91  | 0.32%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2024-A                                                                         | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100185.05    | 0.00%             | 2028-02-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Hyundai Floorplan Master Owner Trust                   | Hyundai Floorplan Master Owner Trust                                                                                   | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5189000 | PA      | $5155615.01   | 0.11%             | 2030-10-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                            | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  21084000 | PA      | $21102404.01  | 0.46%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust              | Imprint Payments Credit Card Master Trust                                                                              | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2151000 | PA      | $2151962.79   | 0.05%             | 2029-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                  | INTOWN 2025-STAY Mortgage Trust                                                                                        | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4991000 | PA      | $4984808.66   | 0.11%             | 2042-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust Series 2026-NQX1                                                                              | CUSIP: 46594QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2621000 | PA      | $2624433.51   | 0.06%             | 2066-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2016-3                                                                                        | CUSIP: 46647EBB6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    191396 | PA      | $185275.89    | 0.00%             | 2046-10-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  42761000 | PA      | $42522209.75  | 0.93%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1202251.06   | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4048000 | PA      | $4086950.06   | 0.09%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4327000 | PA      | $4349482.14   | 0.09%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10343000 | PA      | $10534590.11  | 0.23%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101834.41    | 0.00%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6775000 | PA      | $6670978.55   | 0.15%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2017-1                                                                                        | CUSIP: 46648CAX2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    378092 | PA      | $344192.40    | 0.01%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2019-6                                                                                        | CUSIP: 46651BBA7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1012777 | PA      | $947944.37    | 0.02%             | 2049-12-25      | Variable      | 4.24%                 | 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        |    921000 | PA      | $922201.91    | 0.02%             | 2039-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                           | KBC Group NV                                                                                                           | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |  37747000 | PA      | $38597384.80  | 0.84%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                            | KSL Commercial Mortgage Trust 2024-HT2                                                                                 | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3549688 | PA      | $3547771.14   | 0.08%             | 2039-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-1                                                                                      | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1106 | PA      | $1106.69      | 0.00%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-1                                                                                      | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80297.30     | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                   | LBTY Commercial Mortgage Trust 2026-225L                                                                               | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4997000 | PA      | $4937372.80   | 0.11%             | 2043-02-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                       | LG Energy Solution Ltd                                                                                                 | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   9122000 | PA      | $9195033.19   | 0.20%             | 2028-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                       | LG Energy Solution Ltd                                                                                                 | CUSIP: 50205MAK5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   5375000 | PA      | $5387145.51   | 0.12%             | 2029-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LV Trust                                               | Fashion Show Mall LLC                                                                                                  | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2549000 | PA      | $2566643.16   | 0.06%             | 2041-10-10      | Variable      | 4.76%                 | 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        |   3730000 | PA      | $3739395.76   | 0.08%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-2                                                                                      | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $358885.26    | 0.01%             | 2029-07-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                            | Legacy Mortgage Asset Trust 2021-GS1                                                                                   | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6192614 | PA      | $6199810.70   | 0.14%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                            | Legacy Mortgage Asset Trust 2021-GS3                                                                                   | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1336596 | PA      | $1338023.06   | 0.03%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                            | Legacy Mortgage Asset Trust 2021-GS4                                                                                   | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1590183 | PA      | $1592363.38   | 0.03%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                            | Legacy Mortgage Asset Trust 2021-GS5                                                                                   | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276880 | PA      | $277285.40    | 0.01%             | 2067-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                             | Lightpath Fiber Issuer LLC                                                                                             | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17183000 | PA      | $17209731.59  | 0.38%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                               | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  23683000 | PA      | $24274068.00  | 0.53%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                            | MMP Capital 2025-A LLC                                                                                                 | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263766 | PA      | $265726.88    | 0.01%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                            | MMP Capital 2025-A LLC                                                                                                 | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    664000 | PA      | $671117.55    | 0.01%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                      | Magnetite XXII Ltd                                                                                                     | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000765.00   | 0.07%             | 2036-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                  | Marble Point CLO XV Ltd                                                                                                | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   1796665 | PA      | $1796625.16   | 0.04%             | 2032-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                                                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  25088000 | PA      | $25356867.34  | 0.55%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority          | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                     | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    705000 | PA      | $732179.37    | 0.02%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                         | McCormick & Co Inc/MD                                                                                                  | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  14620000 | PA      | $14480933.24  | 0.32%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2025-NQM3 Trust                                                                                                    | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   2264325 | PA      | $2263525.00   | 0.05%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2023-2                                                                            | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39279 | PA      | $39687.82     | 0.00%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC                                                                                            | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    676658 | PA      | $679763.65    | 0.01%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust             | Mercury Financial Credit Card Master Trust                                                                             | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1638000 | PA      | $1640874.03   | 0.04%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Merit Designated Activity Company                      | Merit 2026-1 DAC                                                                                                       | CUSIP: 590023AA5<br>LEI: 984500DC3B09FF840365 | Long             | ABS-O            | CORP              | IE        |   5593000 | PA      | $5520654.55   | 0.12%             | 2040-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                | Metropolitan Life Global Funding I                                                                                     | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   8190000 | PA      | $8279728.00   | 0.18%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                               | Microchip Technology Inc                                                                                               | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  11801000 | PA      | $11974184.99  | 0.26%             | 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        |   3758000 | PA      | $3791548.30   | 0.08%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                  | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2012000 | PA      | $2017261.38   | 0.04%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                  | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798000 | PA      | $800316.59    | 0.02%             | 2029-08-15      | Fixed         | 6.59%                 | 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        |   3109000 | PA      | $3122528.50   | 0.07%             | 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        |    663000 | PA      | $665647.62    | 0.01%             | 2031-09-15      | Fixed         | 5.21%                 | 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        |   1694000 | PA      | $1693412.01   | 0.04%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                                                                     | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   9200000 | PA      | $9069914.21   | 0.20%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                                                             | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  12918000 | PA      | $13218262.50  | 0.29%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                         | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  41395000 | PA      | $41862098.28  | 0.91%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  26368000 | PA      | $26678235.08  | 0.58%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10776000 | PA      | $10773490.59  | 0.24%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2                                                               | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1475692 | PA      | $1489408.38   | 0.03%             | 2069-05-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | MSBAM                                                                                                                  | CUSIP: 61778GAM8<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   2168000 | PA      | $2237565.92   | 0.05%             | 2058-03-15      | Variable      | 6.01%                 | 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        |   2162672 | PA      | $2223434.55   | 0.05%             | 2053-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                            | Multifamily Connecticut Avenue Securities Trust 2024-01                                                                | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |    589627 | PA      | $597180.77    | 0.01%             | 2054-07-25      | Floating      | 6.41%                 | 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        |    720452 | PA      | $732679.26    | 0.02%             | 2055-05-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2024-A LLC                                                                                                | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    979759 | PA      | $984804.11    | 0.02%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-A LLC                                                                                                | CUSIP: 62919VAB7<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    958092 | PA      | $961077.21    | 0.02%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-A LLC                                                                                                | CUSIP: 62919VAC5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1183920.84   | 0.03%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-B LLC                                                                                                | CUSIP: 62919WAC3<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   2648000 | PA      | $2656331.67   | 0.06%             | 2033-01-18      | Fixed         | 4.73%                 | 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        |   2059000 | PA      | $2137524.29   | 0.05%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  24209000 | PA      | $24429621.22  | 0.53%             | 2030-08-15      | Fixed         | 4.96%                 | 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        |   5615000 | PA      | $4724185.87   | 0.10%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | NEW Residential Mortgage Loan Trust 2025-Nqm2                                                                          | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |   2173036 | PA      | $2185295.57   | 0.05%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                                                                  | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3942000 | PA      | $3926406.32   | 0.09%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                  | OnDeck Asset Securitization Trust IV LLC                                                                               | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801000 | PA      | $803785.08    | 0.02%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                  | OnDeck Asset Securitization IV LLC                                                                                     | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1028000 | PA      | $1027492.48   | 0.02%             | 2032-11-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                  | OnDeck Asset Securitization IV LLC                                                                                     | CUSIP: 67108SAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $922281.66    | 0.02%             | 2032-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                         | OHS Issuer LLC                                                                                                         | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6720395 | PA      | $6605603.26   | 0.14%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2022-NQM6 Trust                                                                                                    | CUSIP: 67116VAA9<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   1571971 | PA      | $1557297.78   | 0.03%             | 2062-07-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                  | OnDeck Asset Securitization Trust IV LLC                                                                               | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612000 | PA      | $617906.35    | 0.01%             | 2031-06-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                | NYMT Loan Trust 2024-CP1                                                                                               | CUSIP: 67118PAA0<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |    123777 | PA      | $114728.51    | 0.00%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-HYB2 Trust                                                                                                    | CUSIP: 67118RAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    472124 | PA      | $470277.67    | 0.01%             | 2053-04-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-NQM4 Trust                                                                                                    | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    213960 | PA      | $215245.64    | 0.00%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-NQM8 Trust                                                                                                    | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   2358374 | PA      | $2379852.97   | 0.05%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-NQM7 Trust                                                                                                    | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    300761 | PA      | $303334.44    | 0.01%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM16 Trust                                                                                                   | CUSIP: 67122DAA1<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   5065515 | PA      | $5045154.04   | 0.11%             | 2065-08-25      | Variable      | 4.91%                 | 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        |   3825000 | PA      | $3811407.48   | 0.08%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2026-R1 Trust                                                                                                      | CUSIP: 67124AAC1<br>LEI: 254900URJ5A8AOLJDR76 | Long             | ABS-MBS          | CORP              | US        |   5193089 | PA      | $5159234.36   | 0.11%             | 2063-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-NQM17 Trust                                                                                                   | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    970294 | PA      | $975523.15    | 0.02%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM1 Trust                                                                                                    | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |   2289189 | PA      | $2299852.34   | 0.05%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM14 Trust                                                                                                   | CUSIP: 673924AA4<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |   1950089 | PA      | $1949763.84   | 0.04%             | 2065-07-25      | Variable      | 5.16%                 | 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        |    623000 | PA      | $624572.51    | 0.01%             | 2033-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-NQM1 Trust                                                                                                    | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    193103 | PA      | $193826.77    | 0.00%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-HYB1 Trust                                                                                                    | CUSIP: 67448MAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    216207 | PA      | $216560.16    | 0.00%             | 2053-03-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-NQM5 Trust                                                                                                    | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    209858 | PA      | $211118.64    | 0.00%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM8 Trust                                                                                                    | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |   3320610 | PA      | $3334528.87   | 0.07%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM19 Trust                                                                                                   | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |   6224477 | PA      | $6190658.70   | 0.14%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                            | Ocwen Loan Investment Trust 2024-HB1                                                                                   | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    448606 | PA      | $442696.74    | 0.01%             | 2037-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                  | OnDeck Asset Securitization IV LLC                                                                                     | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992000 | PA      | $995513.86    | 0.02%             | 2032-04-19      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  46350000 | PA      | $44678426.65  | 0.98%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8961000 | PA      | $8536650.59   | 0.19%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                            | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9288000 | PA      | $9090912.36   | 0.20%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6254000 | PA      | $6090368.03   | 0.13%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                         | OWN Equipment Fund II LLC                                                                                              | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2012268 | PA      | $2012631.38   | 0.04%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                         | OWN Equipment Fund I LLC                                                                                               | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1919582 | PA      | $1933959.37   | 0.04%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                         | OWN Equipment Fund I LLC                                                                                               | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1223240 | PA      | $1232602.10   | 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        |   7413894 | PA      | $7398126.55   | 0.16%             | 2034-03-27      | Fixed         | 5.42%                 | 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        |    680251 | PA      | $677890.01    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  20492000 | PA      | $21001890.76  | 0.46%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758743.23    | 0.02%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   9264000 | PA      | $9236705.38   | 0.20%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2024-2 LLC                                                                                  | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524335 | PA      | $525225.40    | 0.01%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2024-2 LLC                                                                                  | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $587074.12    | 0.01%             | 2031-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                                                                  | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1049782 | PA      | $1054927.89   | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                  | PRPM 2025-RPL3 LLC                                                                                                     | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848523 | PA      | $821436.77    | 0.02%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  12988000 | PA      | $13009324.61  | 0.28%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  17855129 | PA      | $17619442.37  | 0.38%             | 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        |   3652000 | PA      | $3027504.13   | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3990513.33   | 0.09%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7460000 | PA      | $7526006.83   | 0.16%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2024-1 LLC                                                                                  | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417064 | PA      | $419576.59    | 0.01%             | 2027-06-21      | Fixed         | 5.79%                 | 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        |   1657000 | PA      | $1655024.69   | 0.04%             | 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        |   2346000 | PA      | $2341529.93   | 0.05%             | 2033-09-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                         | Pagaya AI Debt Trust 2026-R1                                                                                           | CUSIP: 694971AA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   7622930 | PA      | $7605216.17   | 0.17%             | 2033-12-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                         | Pagaya AI Debt Trust 2026-R1                                                                                           | CUSIP: 694971AB8<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   4751000 | PA      | $4732566.12   | 0.10%             | 2033-12-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                             | PacifiCorp                                                                                                             | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  45101000 | PA      | $45690683.40  | 1.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust            | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                                                                     | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4556000 | PA      | $4558834.29   | 0.10%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust 2025-A                                                                             | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1231149 | PA      | $1231479.39   | 0.03%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  20040000 | PA      | $20244648.48  | 0.44%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                | Pfizer Investment Enterprises Pte Ltd                                                                                  | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  17798000 | PA      | $17735499.83  | 0.39%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                  | PG&E Recovery Funding LLC                                                                                              | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1249758 | PA      | $1268922.96   | 0.03%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                               | Piedmont Operating Partnership LP                                                                                      | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   4164000 | PA      | $4048690.18   | 0.09%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                  | PK Alift Loan Funding 8 LP                                                                                             | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1686000 | PA      | $1667567.30   | 0.04%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                         | PMT Loan Trust 2024-INV1                                                                                               | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607895 | PA      | $615598.25    | 0.01%             | 2059-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2024-1 LLC                                                                                 | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $909095.58    | 0.02%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust                                                                                             | CUSIP: 74333HAA3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    389676 | PA      | $386397.61    | 0.01%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2025-SFR3 Trust                                                                                   | CUSIP: 74334BAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1495000 | PA      | $1414762.30   | 0.03%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2025-SFR3 Trust                                                                                   | CUSIP: 74334BAC1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3728064.00   | 0.08%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2025-SFR3 Trust                                                                                   | CUSIP: 74334BAG2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2738316.90   | 0.06%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                               | Public Service Enterprise Group Inc                                                                                    | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  18295000 | PA      | $18483822.15  | 0.40%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                    | Reach ABS Trust 2024-2                                                                                                 | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131763 | PA      | $132037.72    | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                    | Reach Abs Trust 2026-1                                                                                                 | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2508000 | PA      | $2499660.15   | 0.05%             | 2033-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I             | Research-Driven Pagaya Motor Trust 2025-5                                                                              | CUSIP: 76089KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2082000 | PA      | $2083169.67   | 0.05%             | 2034-06-26      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I             | Research-Driven Pagaya Motor Trust 2025-5                                                                              | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4827000 | PA      | $4832244.05   | 0.11%             | 2034-06-26      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I             | Research-Driven Pagaya Motor Trust 2025-5                                                                              | CUSIP: 76089KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2994000 | PA      | $2998345.49   | 0.07%             | 2034-06-26      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I             | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                        | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4216000 | PA      | $4230029.16   | 0.09%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I             | Research-Driven Pagaya Motor Asset Trust 2026-R1                                                                       | CUSIP: 76089TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2483000 | PA      | $2486669.87   | 0.05%             | 2034-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                 | Roper Technologies Inc                                                                                                 | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  15386000 | PA      | $15301245.91  | 0.33%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   8521000 | PA      | $8229988.68   | 0.18%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2024-1 LLC                                                                                       | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3597000 | PA      | $3657562.69   | 0.08%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2024-1 LLC                                                                                       | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $4011997.86   | 0.09%             | 2032-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                           | SK hynix Inc                                                                                                           | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  15472000 | PA      | $15976638.47  | 0.35%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-C                                                                                           | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525622 | PA      | $526233.33    | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | 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        |   1750000 | PA      | $1748203.28   | 0.04%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                                                       | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139926 | PA      | $140616.78    | 0.00%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-1 LLC                                                                                       | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397976 | PA      | $398928.21    | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-1 LLC                                                                                       | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658000 | PA      | $1687302.17   | 0.04%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-B                                                                                           | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006758.20   | 0.02%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                         | SWCH Commercial Mortgage Trust 2025-DATA                                                                               | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8074000 | PA      | $7985568.71   | 0.17%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-5                                                                          | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2394000 | PA      | $2401018.73   | 0.05%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                                                                    | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   3721000 | PA      | $3761431.53   | 0.08%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                          | SDR Commercial Mortgage Trust 2024-DSNY                                                                                | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354000 | PA      | $353272.46    | 0.01%             | 2039-05-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                                                                                | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    150217 | PA      | $151298.94    | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                                                                                | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    479601 | PA      | $483568.55    | 0.01%             | 2031-07-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust 2025-B                                                                         | CUSIP: 81378WAB9<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    917054 | PA      | $923505.60    | 0.02%             | 2032-12-29      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust 2025-B                                                                         | CUSIP: 81378WAC7<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    503295 | PA      | $507502.55    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust 2025-B                                                                         | CUSIP: 81378WAD5<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    405620 | PA      | $408408.22    | 0.01%             | 2032-12-29      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                                                                                | CUSIP: 81378WAF0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   1009630 | PA      | $1007133.70   | 0.02%             | 2033-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                                                                                | CUSIP: 81378WAG8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    472202 | PA      | $471542.99    | 0.01%             | 2033-03-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                                                                                | CUSIP: 81378WAH6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    471283 | PA      | $470714.47    | 0.01%             | 2033-03-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2025-HYB1                                                                                       | CUSIP: 816938AB0<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   3318716 | PA      | $3319361.44   | 0.07%             | 2055-10-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                               | South Bow USA Infrastructure Holdings LLC                                                                              | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |  17053000 | PA      | $17128794.10  | 0.37%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                    | Sound Point CLO XXXIII Ltd                                                                                             | CUSIP: 83616KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3321000 | PA      | $3322650.54   | 0.07%             | 2035-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                          | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  17391000 | PA      | $17796985.94  | 0.39%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                                                          | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7001000 | PA      | $7111920.55   | 0.16%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                   | STAR 2025-SFR5 Trust                                                                                                   | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299605 | PA      | $299678.11    | 0.01%             | 2042-02-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                   | STAR 2025-SFR5 Trust                                                                                                   | CUSIP: 85520CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2496359.00   | 0.05%             | 2042-02-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                   | Steele Creek CLO 2019-1 LTD                                                                                            | CUSIP: 85817BAQ2<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |   2941215 | PA      | $2940893.99   | 0.06%             | 2032-04-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                   | Steele Creek CLO 2019-2 LTD                                                                                            | CUSIP: 85817EAU7<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |   1510170 | PA      | $1508741.60   | 0.03%             | 2032-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                  | Stellantis Finance US Inc                                                                                              | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1273474.46   | 0.03%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                                                          | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1824310 | PA      | $1827475.01   | 0.04%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                     | Subway Funding LLC                                                                                                     | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2516150 | PA      | $2488052.40   | 0.05%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                                                                                    | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5243000 | PA      | $5164620.51   | 0.11%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Issuance Trust                                                                                          | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236000 | PA      | $238466.39    | 0.01%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                                                                             | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3402000 | PA      | $3424882.19   | 0.07%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                     | TIF Funding II LLC                                                                                                     | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452250 | PA      | $432879.34    | 0.01%             | 2045-08-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                     | TIF Funding II LLC                                                                                                     | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4125080 | PA      | $3769087.67   | 0.08%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                    | TMCL VII Holdings Ltd                                                                                                  | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1529568 | PA      | $1529882.43   | 0.03%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  21363000 | PA      | $20810600.25  | 0.45%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5909000 | PA      | $5995839.73   | 0.13%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                      | T-Mobile US Trust 2026-1                                                                                               | CUSIP: 87269AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4178000 | PA      | $4178524.55   | 0.09%             | 2030-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                 | Takeoff Merger Sub Inc                                                                                                 | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2986232.66   | 0.07%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                          | Takeda US Financing Inc                                                                                                | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $8453706.51   | 0.18%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                  | TAL Advantage VII LLC                                                                                                  | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5310825 | PA      | $5095059.99   | 0.11%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                    | Textainer Marine Containers VII Ltd                                                                                    | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    921023 | PA      | $868561.78    | 0.02%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                    | Textainer Marine Containers VII Ltd                                                                                    | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1329067 | PA      | $1250372.70   | 0.03%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                    | Textainer Marine Containers VII Ltd                                                                                    | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1617980 | PA      | $1528178.71   | 0.03%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                    | Textainer Marine Containers VII Ltd                                                                                    | CUSIP: 88315LAR9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    849333 | PA      | $795115.81    | 0.02%             | 2046-04-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                               | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   9391000 | PA      | $9281945.79   | 0.20%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD                                 | Thompson Park CLO Ltd                                                                                                  | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3229000 | PA      | $3227795.58   | 0.07%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2015-5                                                                                       | CUSIP: 89171VAE7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2452478 | PA      | $2427649.20   | 0.05%             | 2055-05-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2019-HY1                                                                                     | CUSIP: 89177EAA7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   3237217 | PA      | $3243186.87   | 0.07%             | 2048-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2019-HY2                                                                                     | CUSIP: 89177HAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1557997 | PA      | $1586836.27   | 0.03%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2019-HY3                                                                                     | CUSIP: 89177XAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1649050 | PA      | $1649847.05   | 0.04%             | 2059-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2024-3                                                                                       | CUSIP: 89183FAP3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1024735 | PA      | $1020606.33   | 0.02%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2026-SFR1 Trust                                                                                     | CUSIP: 895989AA9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   7905726 | PA      | $7909616.01   | 0.17%             | 2043-02-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XII Ltd                                                                                                   | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   5696799 | PA      | $5696451.77   | 0.12%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                                                                                  | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  30170000 | PA      | $30885177.74  | 0.67%             | 2030-01-24      | Fixed         | 5.44%                 | 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        |   3025034 | PA      | $3025607.17   | 0.07%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                           | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14217000 | PA      | $14660157.96  | 0.32%             | 2030-09-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2017-C2                                                                                  | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247096.98    | 0.01%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| USQ Rail I LLC                                         | USQ Rail II LLC                                                                                                        | CUSIP: 90354PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4487847 | PA      | $4325619.70   | 0.09%             | 2051-06-28      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank C&I Credit-Linked Notes Series 2025-2                                                                          | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1698578 | PA      | $1704155.16   | 0.04%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank NA                                                                                                             | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5559000 | PA      | $5594421.67   | 0.12%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank NA                                                                                                             | CUSIP: 90355PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1234000 | PA      | $1240070.91   | 0.03%             | 2046-12-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank NA                                                                                                             | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   1001188 | PA      | $1008545.99   | 0.02%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                | United Auto Credit Securitization Trust 2025-1                                                                         | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44425 | PA      | $44427.00     | 0.00%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                | United Auto Credit Securitization Trust 2025-1                                                                         | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1613000 | PA      | $1615039.15   | 0.04%             | 2028-02-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                                                                  | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  20500000 | PA      | $21202125.00  | 0.46%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                                                             | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1388800.64   | 0.03%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                                                             | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  11646000 | PA      | $11818865.89  | 0.26%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9070000 | PA      | $9066457.26   | 0.20%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41960000 | PA      | $26733110.42  | 0.58%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36180000 | PA      | $21057892.43  | 0.46%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 109422000 | PA      | $68910216.95  | 1.50%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36030000 | PA      | $23199942.19  | 0.51%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76100000 | PA      | $42241447.22  | 0.92%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62540000 | PA      | $44442487.50  | 0.97%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35400000 | PA      | $28375312.50  | 0.62%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22310000 | PA      | $21267705.80  | 0.46%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $53332812.50  | 1.16%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7840000 | PA      | $7701574.61   | 0.17%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44504000 | PA      | $43325338.26  | 0.95%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17556000 | PA      | $17779565.13  | 0.39%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70190000 | PA      | $68374932.22  | 1.49%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61630000 | PA      | $61408517.19  | 1.34%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8830000 | PA      | $8513361.50   | 0.19%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5362929.83   | 0.12%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $596846.69    | 0.01%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $443196.86    | 0.01%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15450000 | PA      | $15579152.73  | 0.34%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7170000 | PA      | $7209490.93   | 0.16%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11124000 | PA      | $11316497.48  | 0.25%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10485000 | PA      | $10514899.03  | 0.23%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  14584000 | PA      | $14980054.48  | 0.33%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2024-1 LLC                                                                                         | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506279 | PA      | $514379.60    | 0.01%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2024-1 LLC                                                                                         | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1792589.23   | 0.04%             | 2031-12-12      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2025-1 LLC                                                                                         | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1753150 | PA      | $1759271.79   | 0.04%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2025-1 LLC                                                                                         | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3364000 | PA      | $3399521.82   | 0.07%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                             | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8010000 | PA      | $6994453.67   | 0.15%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                             | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  18481000 | PA      | $18259084.77  | 0.40%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust Series 2025-9                                                                                     | CUSIP: 92348KEV1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3309000 | PA      | $3300172.58   | 0.07%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust Series 2026-1                                                                                     | CUSIP: 92348KFC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8910000 | PA      | $8920846.14   | 0.19%             | 2031-02-20      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2024-R1                                                                                     | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |    704328 | PA      | $706599.94    | 0.02%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-8                                                                                      | CUSIP: 924930AA8<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   2721693 | PA      | $2707380.65   | 0.06%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-7                                                                                      | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   3203893 | PA      | $3202426.19   | 0.07%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2026-R1                                                                                     | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |   1458100 | PA      | $1446369.71   | 0.03%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2024-4                                                                                      | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    594420 | PA      | $599656.73    | 0.01%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2024-3                                                                                      | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |    526352 | PA      | $531035.55    | 0.01%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                            | Viatris Inc                                                                                                            | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3441000 | PA      | $3118517.57   | 0.07%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                                                                | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4626000 | PA      | $4633437.50   | 0.10%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust 2024-A                                                                                  | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46087 | PA      | $46220.80     | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18798000 | PA      | $19231914.61  | 0.42%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2017-C39                                                                         | CUSIP: 95000XAF4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    421000 | PA      | $414383.61    | 0.01%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2017-C40                                                                         | CUSIP: 95000YBB0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $292305.06    | 0.01%             | 2050-10-15      | Variable      | 3.85%                 | 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        |    691000 | PA      | $688123.57    | 0.02%             | 2040-09-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                        | Western Funding Auto Loan Trust 2025-1                                                                                 | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2225000 | PA      | $2237210.36   | 0.05%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                         | Westlake Flooring Master Trust                                                                                         | CUSIP: 96043GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4358000 | PA      | $4358136.84   | 0.10%             | 2029-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                                                                   | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  24074000 | PA      | $23480610.57  | 0.51%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                                                       | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1684115 | PA      | $1696431.25   | 0.04%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                                                       | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1892577 | PA      | $1905403.36   | 0.04%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                        | Wingspire Equipment Finance 2024-1 LLC                                                                                 | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658824 | PA      | $661891.21    | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                        | Wingspire Equipment Finance 2025-1 LLC                                                                                 | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216000 | PA      | $215879.36    | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | 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        |    521000 | PA      | $518498.52    | 0.01%             | 2033-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust       | World Financial Network Credit Card Master Trust                                                                       | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $410562.19    | 0.01%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BCGDFY3Z7 IRS USD R V 12MSOFR BCGDFY3Z7_FLO CCPOIS / Short: BCGDFY3Z7 IRS USD P F  3.37600 BCGDFY3Z7_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7280000 | OU      | $23320.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BCGDFY2E5 IRS USD R V 12MSOFR BCGDFY2E5_FLO CCPOIS / Short: BCGDFY2E5 IRS USD P F  3.39981 BCGDFY2E5_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  99200000 | OU      | $294703.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BCGGK4UL1 IRS USD R V 12MSOFR BCGGK4UL1_FLO CCPOIS / Short: BCGGK4UL1 IRS USD P F  3.40450 BCGGK4UL1_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  42000000 | OU      | $177332.40    | 0.00%             |  |  |  | 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        |  95158000 | OU      | $1641951.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1174 | NC      | $-2429120.37  | -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        |       278 | NC      | $-780301.46   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1566 | NC      | $-3484314.97  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      7551 | NC      | $-11106939.63 | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -3806 | NC      | $5128739.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2138 | NC      | $-1705427.48  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Aero Capital Solutions Fund IV LP                      | Aero Capital Solutions Fund IV LP Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1267593 | PA      | $1267592.69   | 0.03%             | 2029-11-17      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                               | Eagle Funding Luxco Sarl                                                                                               | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1705000 | PA      | $1716082.50   | 0.04%             | 2030-08-17      | Fixed         | 5.50%                 | 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