# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-054722
**Filing Date:** 2026-5
**Character Count:** 630002
**Document Hash:** c921f6c2f6435ce31a73bf76d5fd2262
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054722.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054722

**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:** 261031707

**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 Short Duration Income ETF (Series ID: S000077687)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000238175 | Share Class  | CGSD            |

## Nport-Ex

![](img46318dc41.jpg)

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

**Capital Group Short Duration Income ETF** 

Investment portfolio

March 31, 2026

**unaudited**

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

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 97.62%<br> **Corporate bonds and notes 46.59%**<br> **Financials 19.93%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AerCap Ireland Capital DAC 4.125% 2/28/2029  | USD3,000 | $2961 |
| Air Lease Corp. 4.40% 3/24/2028 <sup>(a)</sup>  | 2395 | 2383 |
| Air Lease Corp. 4.50% 3/24/2029 <sup>(a)</sup>  | 1910 | 1898 |
| American Express Co. 5.043% 7/26/2028 (USD-SOFR + 0.93% on 7/26/2027) <sup>(b)</sup>  | 1815 | 1831 |
| American Express Co. 4.009% 2/9/2029 (USD-SOFR + 0.581% on 2/9/2028) <sup>(b)</sup>  | 5000 | 4969 |
| American Express Co. 5.532% 4/25/2030 (USD-SOFR + 1.09% on 4/25/2029) <sup>(b)</sup>  | 335 | 345 |
| American Express Co. 5.085% 1/30/2031 (USD-SOFR + 1.02% on 1/30/2030) <sup>(b)</sup>  | 950 | 966 |
| American Express Co. 5.016% 4/25/2031 (USD-SOFR + 1.44% on 4/25/2030) <sup>(b)</sup>  | 1600 | 1627 |
| American International Group, Inc. 4.85% 5/7/2030  | 2700 | 2729 |
| Aon North America, Inc. 5.125% 3/1/2027  | 5285 | 5313 |
| Aon North America, Inc. 5.15% 3/1/2029  | 1660 | 1696 |
| Arthur J. Gallagher & Co. 4.60% 12/15/2027  | 5790 | 5808 |
| Arthur J. Gallagher & Co. 4.85% 12/15/2029  | 2450 | 2478 |
| Bank of America Corp. 3.824% 1/20/2028 (3-month USD CME Term SOFR + 1.837% on 1/20/2027) <sup>(b)</sup>  | 150 | 149 |
| Bank of America Corp. 4.948% 7/22/2028 (USD-SOFR + 2.04% on 7/22/2027) <sup>(b)</sup>  | 9584 | 9648 |
| Bank of America Corp. 4.979% 1/24/2029 (USD-SOFR + 0.83% on 1/24/2028) <sup>(b)</sup>  | 3350 | 3377 |
| Bank of America Corp. 5.819% 9/15/2029 (USD-SOFR + 1.57% on 9/15/2028) <sup>(b)</sup>  | 3872 | 3995 |
| Bank of America Corp. 2.884% 10/22/2030 (3-month USD CME Term SOFR + 1.19% on 10/22/2029) <sup>(b)</sup>  | 1382 | 1307 |
| Bank of America Corp. 1.922% 10/24/2031 (USD-SOFR + 1.37% on 10/24/2030) <sup>(b)</sup>  | 5252 | 4656 |
| Bank of America Corp. 4.456% 2/6/2032 (USD-SOFR + 0.87% on 2/6/2031) <sup>(b)</sup>  | 5899 | 5826 |
| Bank of America Corp. 2.572% 10/20/2032 (USD-SOFR + 1.21% on 10/20/2031) <sup>(b)</sup>  | 700 | 623 |
| Bank of Montreal 5.004% 1/27/2029 (USD-SOFR Index + 0.67% on 1/27/2028) <sup>(b)</sup>  | 3600 | 3634 |
| Bank of New York Mellon Corp. 4.975% 3/14/2030 (USD-SOFR + 1.085% on 3/14/2029) <sup>(b)</sup>  | 178 | 181 |
| Bank of New York Mellon Corp. 4.942% 2/11/2031 (USD-SOFR + 0.887% on 2/11/2030) <sup>(b)</sup>  | 1500 | 1520 |
| Bank of Nova Scotia (The) 4.043% 9/15/2028 (USD-SOFR + 0.76% on 9/15/2027) <sup>(b)</sup>  | 2600 | 2584 |
| BNP Paribas SA 5.497% 5/20/2030 (USD-SOFR + 1.59% on 5/20/2029) <sup>(a)(b)</sup>  | 1000 | 1025 |
| BPCE SA 6.612% 10/19/2027 (USD-SOFR + 1.98% on 10/19/2026) <sup>(a)(b)</sup>  | 7059 | 7138 |
| BPCE SA 5.876% 1/14/2031 (USD-SOFR + 1.68% on 1/14/2030) <sup>(a)(b)</sup>  | 1654 | 1705 |
| BPCE SA 5.389% 5/28/2031 (USD-SOFR + 1.581% on 5/28/2030) <sup>(a)(b)</sup>  | 1438 | 1458 |
| BPCE SA 4.76% 1/13/2032 (USD-SOFR + 1.267% on 1/13/2031) <sup>(a)(b)</sup>  | 3100 | 3058 |
| Brown & Brown, Inc. 4.60% 12/23/2026  | 3125 | 3135 |
| Brown & Brown, Inc. 4.70% 6/23/2028  | 8500 | 8526 |
| Brown & Brown, Inc. 4.90% 6/23/2030  | 3690 | 3688 |
| CaixaBank SA 6.684% 9/13/2027 (USD-SOFR + 2.08% on 9/13/2026) <sup>(a)(b)</sup>  | 5564 | 5616 |
| CaixaBank SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028) <sup>(a)(b)</sup>  | 125 | 128 |
| CaixaBank SA 4.634% 7/3/2029 (USD-SOFR + 1.14% on 7/3/2028) <sup>(a)(b)</sup>  | 2950 | 2955 |
| CaixaBank SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029) <sup>(a)(b)</sup>  | 790 | 812 |
| CaixaBank SA 4.885% 7/3/2031 (USD-SOFR + 1.36% on 7/3/2030) <sup>(a)(b)</sup>  | 2049 | 2052 |
| Canadian Imperial Bank of Commerce 4.508% 9/11/2027 (USD-SOFR + 0.93% on 9/11/2026) <sup>(b)</sup>  | 5945 | 5948 |
| Canadian Imperial Bank of Commerce 4.857% 3/30/2029 (USD-SOFR + 1.03% on 3/31/2028) <sup>(b)</sup>  | 3475 | 3505 |
| Canadian Imperial Bank of Commerce 5.245% 1/13/2031 (USD-SOFR + 1.105% on 1/13/2030) <sup>(b)</sup>  | 2075 | 2118 |
| Capital One Financial Corp. 5.70% 2/1/2030 (USD-SOFR + 1.905% on 2/1/2029) <sup>(b)</sup>  | 1313 | 1347 |
| Capital One Financial Corp. 4.722% 1/30/2032 (USD-SOFR + 1.15% on 1/30/2031) <sup>(b)</sup>  | 3350 | 3300 |
| Charles Schwab Corp. (The) 5.875% 8/24/2026  | 400 | 402 |
| Charles Schwab Corp. (The) 5.643% 5/19/2029 (USD-SOFR + 2.21% on 5/19/2028) <sup>(b)</sup>  | 115 | 118 |

---

Capital Group Short Duration Income ETF — Page 1 of 27

------

**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>|
| Citibank, NA 4.929% 8/6/2026  | USD1,510 | $1514 |
| Citibank, NA 4.576% 5/29/2027  | 4400 | 4418 |
| Citibank, NA 4.838% 8/6/2029  | 780 | 791 |
| Citibank, NA 4.914% 5/29/2030  | 1203 | 1222 |
| Citigroup, Inc. 3.887% 1/10/2028 (3-month USD CME Term SOFR + 1.825% on 1/10/2027) <sup>(b)</sup>  | 200 | 199 |
| Citigroup, Inc. 4.786% 3/4/2029 (USD-SOFR + 0.87% on 3/4/2028) <sup>(b)</sup>  | 9100 | 9149 |
| Citigroup, Inc. 5.174% 2/13/2030 (USD-SOFR + 1.364% on 2/13/2029) <sup>(b)</sup>  | 550 | 559 |
| Citigroup, Inc. 4.952% 5/7/2031 (USD-SOFR + 1.463% on 5/7/2030) <sup>(b)</sup>  | 5963 | 6004 |
| Citigroup, Inc. 4.503% 9/11/2031 (USD-SOFR + 1.171% on 9/11/2030) <sup>(b)</sup>  | 2750 | 2719 |
| Citizens Financial Group, Inc. 5.841% 1/23/2030 (USD-SOFR + 2.01% on 1/23/2029) <sup>(b)</sup>  | 379 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danske Bank A/S 4.662% 3/27/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.75% on <br>3/27/2028) <sup>(a)(b)</sup>  | 4224 | 4234 |
| Deutsche Bank AG 2.552% 1/7/2028 (USD-SOFR + 1.318% on 1/7/2027) <sup>(b)</sup>  | 8035 | 7911 |
| Deutsche Bank AG 5.706% 2/8/2028 (USD-SOFR + 1.594% on 2/8/2027) <sup>(b)</sup>  | 382 | 385 |
| Deutsche Bank AG 4.999% 9/11/2030 (USD-SOFR + 1.70% on 9/11/2029) <sup>(b)</sup>  | 1025 | 1030 |
| Deutsche Bank AG 5.297% 5/9/2031 (USD-SOFR + 1.72% on 5/9/2030) <sup>(b)</sup>  | 1632 | 1649 |
| Deutsche Bank AG 3.547% 9/18/2031 (USD-SOFR + 3.043% on 9/18/2030) <sup>(b)</sup>  | 2575 | 2422 |
| Deutsche Bank AG 4.725% 2/6/2032 (USD-SOFR + 1.135% on 2/6/2031) <sup>(b)</sup>  | 4398 | 4332 |
| Fifth Third Bancorp 4.895% 9/6/2030 (USD-SOFR + 1.486% on 9/6/2029) <sup>(b)</sup>  | 934 | 938 |
| Fifth Third Bank, National Association 4.967% 1/28/2028 (USD-SOFR + 0.81% on 1/28/2027) <sup>(b)</sup>  | 6632 | 6657 |
| Goldman Sachs Group, Inc. 1.542% 9/10/2027 (USD-SOFR + 0.818% on 9/10/2026) <sup>(b)</sup>  | 390 | 385 |
| Goldman Sachs Group, Inc. 2.64% 2/24/2028 (USD-SOFR + 1.114% on 2/24/2027) <sup>(b)</sup>  | 595 | 586 |
| Goldman Sachs Group, Inc. 4.148% 1/21/2029 (USD-SOFR + 0.71% on 1/21/2028) <sup>(b)</sup>  | 4000 | 3976 |
| Goldman Sachs Group, Inc. 5.727% 4/25/2030 (USD-SOFR + 1.265% on 4/25/2029) <sup>(b)</sup>  | 4969 | 5127 |
| Goldman Sachs Group, Inc. 4.692% 10/23/2030 (USD-SOFR + 1.135% on 10/23/2029) <sup>(b)</sup>  | 3666 | 3670 |
| Goldman Sachs Group, Inc. 4.369% 10/21/2031 (USD-SOFR + 1.06% on 10/21/2030) <sup>(b)</sup>  | 6117 | 5999 |
| Goldman Sachs Group, Inc. 4.516% 1/21/2032 (USD-SOFR + 0.96% on 1/21/2031 <sup>(b)</sup>  | 4350 | 4285 |
| Goldman Sachs Group, Inc. 1.992% 1/27/2032 (USD-SOFR + 1.09% on 1/27/2031) <sup>(b)</sup>  | 1626 | 1428 |
| HSBC Holdings PLC 5.597% 5/17/2028 (USD-SOFR + 1.06% on 5/17/2027) <sup>(b)</sup>  | 1650 | 1669 |
| HSBC Holdings PLC 5.13% 3/3/2031 (USD-SOFR + 1.29% on 3/3/2030) <sup>(b)</sup>  | 1800 | 1821 |
| HSBC Holdings PLC 4.619% 11/6/2031 (USD-SOFR + 1.19% on 11/6/2030) <sup>(b)</sup>  | 3685 | 3635 |
| JPMorgan Chase & Co. 5.04% 1/23/2028 (USD-SOFR + 1.19% on 1/23/2027) <sup>(b)</sup>  | 11263 | 11322 |
| JPMorgan Chase & Co. 5.571% 4/22/2028 (USD-SOFR + 0.93% on 4/22/2027) <sup>(b)</sup>  | 2705 | 2739 |
| JPMorgan Chase & Co. 4.323% 4/26/2028 (USD-SOFR + 1.56% on 4/26/2027) <sup>(b)</sup>  | 216 | 216 |
| JPMorgan Chase & Co. 5.299% 7/24/2029 (USD-SOFR + 1.45% on 7/24/2028) <sup>(b)</sup>  | 3350 | 3413 |
| JPMorgan Chase & Co. 5.581% 4/22/2030 (USD-SOFR + 1.16% on 4/22/2029) <sup>(b)</sup>  | 1145 | 1180 |
| JPMorgan Chase & Co. 4.995% 7/22/2030 (USD-SOFR + 1.125% on 7/22/2029) <sup>(b)</sup>  | 2393 | 2428 |
| JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029) <sup>(b)</sup>  | 5180 | 5192 |
| JPMorgan Chase & Co. 5.103% 4/22/2031 (USD-SOFR + 1.435% on 4/22/2030) <sup>(b)</sup>  | 2989 | 3044 |
| JPMorgan Chase & Co. 4.255% 10/22/2031 (USD-SOFR + 0.93% on 10/22/2030) <sup>(b)</sup>  | 650 | 640 |
| JPMorgan Chase & Co. 4.347% 1/22/2032 (USD-SOFR + 0.84% on 1/22/2031) <sup>(b)</sup>  | 3221 | 3176 |
| JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031) <sup>(b)</sup>  | 5681 | 5004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC 5.985% 8/7/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.48% on <br> 8/7/2026) <sup>(b)</sup>  | 4565 | 4587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC 5.462% 1/5/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.375% on <br> 1/5/2027) <sup>(b)</sup>  | 4335 | 4367 |
| LSEG US Fin Corp. 4.25% 3/23/2029 <sup>(a)</sup>  | 4000 | 3972 |
| Marsh & McLennan Cos., Inc. 4.55% 11/8/2027  | 2650 | 2663 |
| Marsh & McLennan Cos., Inc. 4.65% 3/15/2030  | 2505 | 2524 |
| Metropolitan Life Global Funding I 3.45% 12/18/2026 <sup>(a)</sup>  | 3985 | 3962 |
| Morgan Stanley 5.652% 4/13/2028 (USD-SOFR + 1.01% on 4/13/2027) <sup>(b)</sup>  | 9331 | 9444 |
| Morgan Stanley 4.21% 4/20/2028 (USD-SOFR + 1.61% on 4/20/2027) <sup>(b)</sup>  | 125 | 125 |
| Morgan Stanley 6.296% 10/18/2028 (USD-SOFR + 2.44% on 10/18/2027) <sup>(b)</sup>  | 108 | 111 |
| Morgan Stanley 5.449% 7/20/2029 (USD-SOFR + 1.63% on 7/20/2028) <sup>(b)</sup>  | 4020 | 4092 |

---

Capital Group Short Duration Income ETF — Page 2 of 27

------

**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 4.133% 10/18/2029 (USD-SOFR + 0.913% on 10/18/2028) <sup>(b)</sup>  | USD6,242 | $6171 |
| Morgan Stanley 4.238% 1/9/2030 (USD-SOFR + 0.80% on 1/9/2029) <sup>(b)</sup>  | 1093 | 1082 |
| Morgan Stanley 5.173% 1/16/2030 (USD-SOFR + 1.45% on 1/16/2029) <sup>(b)</sup>  | 1275 | 1293 |
| Morgan Stanley 4.123% 2/8/2030 (USD-SOFR + 0.762% on 2/8/2029) <sup>(b)</sup>  | 6500 | 6435 |
| Morgan Stanley 5.656% 4/18/2030 (USD-SOFR + 1.26% on 4/18/2029) <sup>(b)</sup>  | 2157 | 2219 |
| Morgan Stanley 5.042% 7/19/2030 (USD-SOFR + 1.215% on 7/19/2029) <sup>(b)</sup>  | 2710 | 2742 |
| Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) <sup>(b)</sup>  | 2733 | 2732 |
| Morgan Stanley 5.23% 1/15/2031 (USD-SOFR + 1.108% on 1/15/2030) <sup>(b)</sup>  | 3638 | 3695 |
| Morgan Stanley 5.192% 4/17/2031 (USD-SOFR + 1.51% on 4/17/2030) <sup>(b)</sup>  | 2750 | 2792 |
| Morgan Stanley 4.356% 10/22/2031 (USD-SOFR + 1.074% on 10/22/2030) <sup>(b)</sup>  | 4200 | 4117 |
| Morgan Stanley 4.708% 3/12/2032 (USD-SOFR + 1.195% on 3/12/2031) <sup>(b)</sup>  | 1700 | 1689 |
| National Australia Bank, Ltd. 5.087% 6/11/2027  | 2300 | 2326 |
| National Australia Bank, Ltd. 4.50% 10/26/2027  | 1050 | 1056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC 1.642% 6/14/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.90% on <br> 6/14/2026) <sup>(b)</sup>  | 925 | 919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC 5.583% 3/1/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.10% on <br> 3/1/2027) <sup>(b)</sup>  | 5590 | 5646 |
| Navient Corp. 6.75% 6/15/2026  | 3000 | 3009 |
| Navient Corp. 5.00% 3/15/2027  | 2000 | 1957 |
| New York Life Global Funding 4.60% 12/5/2029 <sup>(a)</sup>  | 964 | 970 |
| PNC Bank, NA 4.543% 5/13/2027 (USD-SOFR + 0.63% on 5/13/2026) <sup>(b)</sup>  | 1720 | 1720 |
| PNC Financial Services Group, Inc. 6.615% 10/20/2027 (USD-SOFR + 1.73% on 10/20/2026) <sup>(b)</sup>  | 6355 | 6429 |
| PNC Financial Services Group, Inc. 4.075% 1/26/2029 (USD-SOFR + 0.61% on 1/26/2028) <sup>(b)</sup>  | 4812 | 4789 |
| PNC Financial Services Group, Inc. 5.582% 6/12/2029 (USD-SOFR + 1.841% on 6/12/2028) <sup>(b)</sup>  | 108 | 111 |
| PNC Financial Services Group, Inc. 5.222% 1/29/2031 (USD-SOFR + 1.072% on 1/29/2030) <sup>(b)</sup>  | 594 | 606 |
| Progressive Corp. 4.60% 3/26/2031  | 724 | 726 |
| Royal Bank of Canada 4.65% 10/18/2030 (USD-SOFR + 1.08% on 10/18/2029) <sup>(b)</sup>  | 1800 | 1805 |
| Royal Bank of Canada 5.153% 2/4/2031 (USD-SOFR + 1.03% on 2/4/2030) <sup>(b)</sup>  | 1582 | 1608 |
| Royal Bank of Canada 4.97% 5/2/2031 (USD-SOFR Index + 1.13% on 5/2/2030) <sup>(b)</sup>  | 1550 | 1567 |
| State Street Corp. 4.834% 4/24/2030  | 1150 | 1168 |
| Sumitomo Mitsui Financial Group, Inc. 5.80% 7/13/2028  | 1664 | 1715 |
| Toronto-Dominion Bank (The) 4.568% 12/17/2026  | 4520 | 4532 |
| Toronto-Dominion Bank (The) 4.861% 1/31/2028  | 2150 | 2168 |
| Toronto-Dominion Bank (The) 5.523% 7/17/2028  | 180 | 185 |
| Toronto-Dominion Bank (The) 4.783% 12/17/2029  | 758 | 767 |
| Truist Bank 4.671% 5/20/2027 (USD-SOFR + 0.59% on 5/20/2026) <sup>(b)</sup>  | 450 | 450 |
| Truist Bank 4.144% 1/27/2029 (USD-SOFR + 0.662% on 1/27/2028) <sup>(b)</sup>  | 4000 | 3980 |
| Truist Financial Corp. 6.047% 6/8/2027 (USD-SOFR + 2.05% on 6/8/2026) <sup>(b)</sup>  | 7776 | 7796 |
| Truist Financial Corp. 5.435% 1/24/2030 (USD-SOFR + 1.62% on 1/24/2029) <sup>(b)</sup>  | 149 | 153 |
| Truist Financial Corp. 5.071% 5/20/2031 (USD-SOFR + 1.309% on 5/20/2030) <sup>(b)</sup>  | 892 | 902 |
| Truist Financial Corp. 4.597% 1/27/2032 (USD-SOFR + 0.965% on 1/27/2031) <sup>(b)</sup>  | 4150 | 4107 |
| U.S. Bancorp 5.775% 6/12/2029 (USD-SOFR + 2.02% on 6/12/2028) <sup>(b)</sup>  | 266 | 274 |
| U.S. Bancorp 5.384% 1/23/2030 (USD-SOFR + 1.56% on 1/23/2029) <sup>(b)</sup>  | 100 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 1.494% 8/10/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on <br>8/10/2026) <sup>(a)(b)</sup>  | 515 | 510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 5.428% 2/8/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.52% on <br>2/8/2029) <sup>(a)(b)</sup>  | 2330 | 2381 |
| Wells Fargo & Co. 5.707% 4/22/2028 (USD-SOFR + 1.07% on 4/22/2027) <sup>(b)</sup>  | 9825 | 9953 |
| Wells Fargo & Co. 4.808% 7/25/2028 (USD-SOFR + 1.98% on 7/25/2027) <sup>(b)</sup>  | 3145 | 3159 |
| Wells Fargo & Co. 5.574% 7/25/2029 (USD-SOFR + 1.74% on 7/25/2028) <sup>(b)</sup>  | 5545 | 5673 |
| Wells Fargo & Co. 4.182% 1/23/2030 (USD-SOFR + 0.74% on 1/23/2029) <sup>(b)</sup>  | 1825 | 1809 |
| Wells Fargo & Co. 5.198% 1/23/2030 (USD-SOFR + 1.50% on 1/23/2029) <sup>(b)</sup>  | 625 | 635 |
| Wells Fargo & Co. 2.879% 10/30/2030 (3-month USD CME Term SOFR + 1.432% on 10/30/2029) <sup>(b)</sup>  | 1852 | 1748 |

---

Capital Group Short Duration Income ETF — Page 3 of 27

------

**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>|
| Wells Fargo & Co. 5.15% 4/23/2031 (USD-SOFR + 1.50% on 4/23/2030) <sup>(b)</sup>  | USD5,835 | $5936 |
| Wells Fargo Bank, N.A. 5.45% 8/7/2026  | 1700 | 1706 |
|  |  | 425863 |
| **Utilities 5.58%** |  |  |
| CenterPoint Energy Houston Electric, LLC 5.20% 10/1/2028  | 250 | 256 |
| Consumers Energy Co. 4.70% 1/15/2030  | 564 | 570 |
| DTE Energy Co. 4.95% 7/1/2027  | 1250 | 1258 |
| DTE Energy Co. 5.10% 3/1/2029  | 350 | 356 |
| Duke Energy Florida, LLC 4.20% 12/1/2030  | 5150 | 5095 |
| Edison International 5.25% 11/15/2028  | 4950 | 4991 |
| Edison International 5.45% 6/15/2029  | 1860 | 1878 |
| Edison International 6.95% 11/15/2029  | 723 | 763 |
| Edison International 6.25% 3/15/2030  | 2433 | 2523 |
| Eversource Energy 5.95% 2/1/2029  | 1139 | 1180 |
| Eversource Energy 4.45% 12/15/2030  | 4600 | 4539 |
| Florida Power & Light Co. 5.15% 6/15/2029  | 1145 | 1175 |
| Georgia Power Co. 5.004% 2/23/2027  | 1647 | 1660 |
| Georgia Power Co. 4.65% 5/16/2028  | 400 | 403 |
| NextEra Energy Capital Holdings, Inc. 4.685% 9/1/2027  | 2200 | 2211 |
| NiSource, Inc. 5.20% 7/1/2029  | 475 | 485 |
| Pacific Gas and Electric Co. 5.00% 6/4/2028  | 7836 | 7905 |
| Pacific Gas and Electric Co. 4.65% 8/1/2028  | 8549 | 8563 |
| Pacific Gas and Electric Co. 6.10% 1/15/2029  | 7300 | 7556 |
| Pacific Gas and Electric Co. 5.55% 5/15/2029  | 1558 | 1596 |
| PacifiCorp 5.10% 2/15/2029  | 1105 | 1120 |
| PacifiCorp 4.25% 3/15/2029  | 6200 | 6132 |
| PacifiCorp 4.65% 4/15/2029  | 6837 | 6839 |
| PacifiCorp 3.50% 6/15/2029  | 75 | 72 |
| PacifiCorp 2.70% 9/15/2030  | 1250 | 1140 |
| PacifiCorp 5.10% 4/15/2031  | 3525 | 3535 |
| Public Service Electric and Gas Co. 4.20% 1/1/2031  | 2750 | 2715 |
| Public Service Enterprise Group, Inc. 4.90% 3/15/2030  | 1282 | 1295 |
| Public Service Enterprise Group, Inc. 1.60% 8/15/2030  | 3437 | 3027 |
| Southern California Edison Co. 4.90% 6/1/2026  | 4818 | 4812 |
| Southern California Edison Co. 5.85% 11/1/2027  | 10114 | 10304 |
| Southern California Edison Co. 5.30% 3/1/2028  | 300 | 304 |
| Southern California Edison Co. 5.65% 10/1/2028  | 185 | 190 |
| Southern California Edison Co. 5.15% 6/1/2029  | 4075 | 4133 |
| Southern California Edison Co. 2.85% 8/1/2029  | 925 | 873 |
| Southern California Edison Co. 5.25% 3/15/2030  | 3052 | 3100 |
| Southern California Edison Co. 2.50% 6/1/2031  | 293 | 262 |
| WEC Energy Group, Inc. 4.75% 1/15/2028  | 3500 | 3527 |
| Wisconsin Public Service Corp. 4.55% 12/1/2029  | 1100 | 1105 |
| Xcel Energy, Inc. 3.35% 12/1/2026  | 5945 | 5911 |
| Xcel Energy, Inc. 4.75% 3/21/2028  | 3777 | 3798 |
|  |  | 119157 |
| **Consumer discretionary 4.13%** |  |  |
| Amazon.com, Inc. 4.10% 11/20/2030  | 4000 | 3955 |
| Amazon.com, Inc. 4.25% 3/13/2031  | 4500 | 4468 |
| Daimler Trucks Finance North America, LLC 5.00% 1/15/2027 <sup>(a)</sup>  | 350 | 352 |
| Daimler Trucks Finance North America, LLC 5.125% 9/25/2027 <sup>(a)</sup>  | 1325 | 1336 |
| Daimler Trucks Finance North America, LLC 4.95% 1/13/2028 <sup>(a)</sup>  | 1083 | 1092 |

---

Capital Group Short Duration Income ETF — Page 4 of 27

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Daimler Trucks Finance North America, LLC 5.125% 9/25/2029 <sup>(a)</sup>  | USD214 | $217 |
| Daimler Trucks Finance North America, LLC 5.25% 1/13/2030 <sup>(a)</sup>  | 827 | 840 |
| Ford Motor Credit Co., LLC 6.95% 6/10/2026  | 6028 | 6042 |
| Ford Motor Credit Co., LLC 5.125% 11/5/2026  | 649 | 650 |
| Ford Motor Credit Co., LLC 5.85% 5/17/2027  | 12632 | 12728 |
| Ford Motor Credit Co., LLC 5.918% 3/20/2028  | 2652 | 2687 |
| Ford Motor Credit Co., LLC 6.798% 11/7/2028  | 1650 | 1708 |
| Ford Motor Credit Co., LLC 5.80% 3/8/2029  | 1100 | 1113 |
| Ford Motor Credit Co., LLC 4.97% 4/6/2029  | 3471 | 3429 |
| Ford Motor Credit Co., LLC 5.875% 11/7/2029  | 1581 | 1601 |
| Ford Motor Credit Co., LLC 5.73% 9/5/2030  | 2447 | 2446 |
| Ford Motor Credit Co., LLC 5.42% 4/9/2031  | 2500 | 2456 |
| General Motors Financial Co., Inc. 5.40% 4/6/2026  | 6320 | 6321 |
| General Motors Financial Co., Inc. 4.20% 10/27/2028  | 5058 | 5007 |
| General Motors Financial Co., Inc. 4.90% 10/6/2029  | 1601 | 1609 |
| General Motors Financial Co., Inc. 5.35% 1/7/2030  | 1600 | 1630 |
| General Motors Financial Co., Inc. 4.60% 1/8/2031  | 4450 | 4388 |
| Home Depot, Inc. 5.15% 6/25/2026  | 1025 | 1028 |
| Home Depot, Inc. 4.875% 6/25/2027  | 750 | 757 |
| Home Depot, Inc. 4.75% 6/25/2029  | 911 | 925 |
| Hyatt Hotels Corp. 5.05% 3/30/2028  | 800 | 807 |
| Hyundai Capital America 5.45% 6/24/2026 <sup>(a)</sup>  | 2104 | 2108 |
| Hyundai Capital America 5.30% 3/19/2027 <sup>(a)</sup>  | 575 | 580 |
| Hyundai Capital America 4.875% 6/23/2027 <sup>(a)</sup>  | 1834 | 1842 |
| Hyundai Capital America 4.60% 4/6/2028 <sup>(a)</sup>  | 1693 | 1693 |
| Hyundai Capital America 4.90% 6/23/2028 <sup>(a)</sup>  | 1379 | 1385 |
| Hyundai Capital America 6.10% 9/21/2028 <sup>(a)</sup>  | 675 | 697 |
| Hyundai Capital America 4.25% 1/8/2029 <sup>(a)</sup>  | 1236 | 1223 |
| Hyundai Capital America 6.50% 1/16/2029 <sup>(a)</sup>  | 53 | 55 |
| Hyundai Capital America 4.75% 4/6/2029 <sup>(a)</sup>  | 2380 | 2380 |
| Hyundai Capital America 4.55% 9/26/2029 <sup>(a)</sup>  | 413 | 411 |
| Hyundai Capital America 5.30% 1/8/2030 <sup>(a)</sup>  | 1200 | 1218 |
| Hyundai Capital America 5.15% 3/27/2030 <sup>(a)</sup>  | 1500 | 1517 |
| Marriott International, Inc. 5.55% 10/15/2028  | 250 | 257 |
| Marriott International, Inc. 4.875% 5/15/2029  | 850 | 860 |
| Toyota Motor Credit Corp. 4.55% 8/9/2029  | 900 | 906 |
| Toyota Motor Credit Corp. 4.95% 1/9/2030  | 1475 | 1499 |
|  |  | 88223 |
| **Health care 4.08%** |  |  |
| Abbott Laboratories 4.00% 3/15/2031  | 4200 | 4134 |
| AbbVie, Inc. 4.80% 3/15/2027  | 2375 | 2388 |
| AbbVie, Inc. 4.80% 3/15/2029  | 1718 | 1746 |
| AbbVie, Inc. 4.125% 3/15/2031  | 2108 | 2078 |
| Amgen, Inc. 2.20% 2/21/2027  | 7231 | 7101 |
| Amgen, Inc. 5.15% 3/2/2028  | 5394 | 5475 |
| Amgen, Inc. 4.20% 2/19/2031  | 7196 | 7099 |
| AstraZeneca Finance, LLC 4.85% 2/26/2029  | 792 | 806 |
| Baxter International, Inc. 1.915% 2/1/2027  | 3636 | 3551 |
| Baxter International, Inc. 4.45% 2/15/2029  | 2929 | 2893 |
| Baxter International, Inc. 4.90% 12/15/2030  | 4971 | 4908 |
| Becton, Dickinson and Co. 4.874% 2/8/2029  | 100 | 101 |
| Cigna Group (The) 5.00% 5/15/2029  | 500 | 509 |
| Cigna Group (The) 4.50% 9/15/2030  | 2902 | 2893 |

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Capital Group Short Duration Income ETF — Page 5 of 27

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| CVS Health Corp. 5.00% 1/30/2029  | USD910 | $922 |
| CVS Health Corp. 5.40% 6/1/2029  | 3095 | 3169 |
| Elevance Health, Inc. 4.00% 9/15/2028  | 3500 | 3470 |
| Elevance Health, Inc. 4.75% 2/15/2030  | 781 | 787 |
| Eli Lilly and Co. 4.75% 2/12/2030  | 1192 | 1214 |
| GE HealthCare Technologies, Inc. 4.80% 8/14/2029  | 159 | 161 |
| HCA, Inc. 5.25% 6/15/2026  | 205 | 205 |
| HCA, Inc. 5.00% 3/1/2028  | 3550 | 3586 |
| Johnson & Johnson 4.80% 6/1/2029  | 750 | 769 |
| Novartis Capital Corp. 4.40% 3/18/2031  | 3589 | 3589 |
| Pfizer Investment Enterprises Pte., Ltd. 4.45% 5/19/2028  | 830 | 835 |
| Pfizer, Inc. 4.20% 11/15/2030  | 4550 | 4520 |
| Stryker Corp. 4.70% 2/10/2028  | 2600 | 2624 |
| Stryker Corp. 4.85% 2/10/2030  | 1600 | 1622 |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  | 7106 | 7040 |
| Thermo Fisher Scientific, Inc. 4.215% 2/12/2031  | 2750 | 2722 |
| UnitedHealth Group, Inc. 4.75% 7/15/2026  | 1200 | 1202 |
| UnitedHealth Group, Inc. 4.80% 1/15/2030  | 985 | 997 |
| UnitedHealth Group, Inc. 4.65% 1/15/2031  | 2147 | 2157 |
|  |  | 87273 |
| **Industrials 3.08%** |  |  |
| Air Lease Corp. 5.30% 6/25/2026  | 1055 | 1057 |
| BAE Systems PLC 5.125% 3/26/2029 <sup>(a)</sup>  | 648 | 661 |
| Boeing Co. (The) 6.259% 5/1/2027  | 13021 | 13249 |
| Boeing Co. (The) 6.298% 5/1/2029  | 1228 | 1290 |
| Canadian Pacific Railway Co. 4.00% 3/15/2029  | 3500 | 3463 |
| Canadian Pacific Railway Co. 4.80% 3/30/2030  | 2182 | 2211 |
| Eaton Corp. 3.85% 3/6/2028  | 3500 | 3476 |
| Eaton Corp. 3.95% 3/6/2029  | 3500 | 3466 |
| Eaton Corp. 4.20% 3/6/2031  | 2265 | 2233 |
| GE Vernova, Inc. 4.25% 2/4/2031  | 5100 | 5044 |
| General Electric Co. 4.30% 7/29/2030  | 2121 | 2117 |
| Honeywell Aerospace, Inc. 4.00% 3/16/2029 <sup>(a)</sup>  | 3000 | 2973 |
| Honeywell Aerospace, Inc. 4.30% 3/16/2031 <sup>(a)</sup>  | 2365 | 2340 |
| Ingersoll-Rand, Inc. 5.197% 6/15/2027  | 650 | 656 |
| Ingersoll-Rand, Inc. 5.40% 8/14/2028  | 260 | 266 |
| Ingersoll-Rand, Inc. 5.176% 6/15/2029  | 312 | 320 |
| L3Harris Technologies, Inc. 5.40% 1/15/2027  | 6684 | 6738 |
| Northrop Grumman Corp. 4.65% 7/15/2030  | 2300 | 2314 |
| Paychex, Inc. 5.10% 4/15/2030  | 3435 | 3467 |
| RTX Corp. 5.75% 11/8/2026  | 6927 | 6986 |
| Waste Management, Inc. 4.65% 3/15/2030  | 1500 | 1514 |
|  |  | 65841 |
| **Consumer staples 2.88%** |  |  |
| Altria Group, Inc. 4.875% 2/4/2028  | 6348 | 6403 |
| BAT International Finance PLC 5.931% 2/2/2029  | 1956 | 2029 |
| Campbell's Co. (The) 5.20% 3/19/2027  | 4079 | 4102 |
| Campbell's Co. (The) 5.20% 3/21/2029  | 255 | 257 |
| Constellation Brands, Inc. 4.35% 5/9/2027  | 390 | 390 |
| Constellation Brands, Inc. 4.80% 5/1/2030  | 248 | 250 |
| Coty, Inc. 5.60% 1/15/2031 <sup>(a)</sup>  | 4632 | 4487 |
| Diageo Investment Corp. 5.125% 8/15/2030  | 1443 | 1474 |

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Capital Group Short Duration Income ETF — Page 6 of 27

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Consumer staples (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Imperial Brands Finance PLC 4.50% 6/30/2028 <sup>(a)</sup>  | USD11,162 | $11172 |
| Mars, Inc. 4.45% 3/1/2027 <sup>(a)</sup>  | 2000 | 2007 |
| Mars, Inc. 4.60% 3/1/2028 <sup>(a)</sup>  | 3377 | 3399 |
| Mars, Inc. 4.80% 3/1/2030 <sup>(a)</sup>  | 4532 | 4581 |
| McCormick & Co., Inc. 4.15% 2/15/2029  | 1906 | 1888 |
| Mondelez International, Inc. 4.50% 5/6/2030  | 2550 | 2542 |
| Philip Morris International, Inc. 4.75% 2/12/2027  | 3000 | 3018 |
| Philip Morris International, Inc. 4.375% 11/1/2027  | 1975 | 1980 |
| Philip Morris International, Inc. 4.125% 4/28/2028  | 1400 | 1398 |
| Philip Morris International, Inc. 5.25% 9/7/2028  | 250 | 256 |
| Philip Morris International, Inc. 3.875% 10/27/2028  | 2250 | 2232 |
| Philip Morris International, Inc. 4.875% 2/13/2029  | 380 | 386 |
| Philip Morris International, Inc. 4.625% 11/1/2029  | 1129 | 1139 |
| Philip Morris International, Inc. 4.375% 4/30/2030  | 3250 | 3234 |
| Philip Morris International, Inc. 4.00% 10/29/2030  | 3010 | 2948 |
|  |  | 61572 |
| **Information technology 2.07%** |  |  |
| Amphenol Corp. 3.90% 11/15/2028  | 2750 | 2730 |
| Amphenol Corp. 4.125% 11/15/2030  | 3350 | 3302 |
| Broadcom, Inc. 5.05% 7/12/2029  | 1000 | 1021 |
| Broadcom, Inc. 4.35% 2/15/2030  | 3170 | 3159 |
| Microchip Technology, Inc. 4.90% 3/15/2028  | 5081 | 5113 |
| Oracle Corp. 4.80% 8/3/2028  | 5825 | 5828 |
| Oracle Corp. 4.55% 2/4/2029  | 6600 | 6518 |
| Oracle Corp. 4.45% 9/26/2030  | 5625 | 5422 |
| Oracle Corp. 4.95% 2/4/2031  | 4388 | 4295 |
| Synopsys, Inc. 4.65% 4/1/2028  | 6900 | 6928 |
|  |  | 44316 |
| **Energy 2.07%** |  |  |
| Chevron USA, Inc. 4.687% 4/15/2030  | 1043 | 1060 |
| Columbia Pipelines Holding Co., LLC 6.042% 8/15/2028 <sup>(a)</sup>  | 450 | 465 |
| ConocoPhillips Co. 4.70% 1/15/2030  | 1800 | 1816 |
| Enbridge, Inc. 5.90% 11/15/2026  | 4782 | 4823 |
| Enbridge, Inc. 6.00% 11/15/2028  | 300 | 311 |
| Energy Transfer, LP 6.10% 12/1/2028  | 2038 | 2119 |
| Energy Transfer, LP 5.25% 7/1/2029  | 1173 | 1199 |
| EOG Resources, Inc. 4.40% 7/15/2028  | 706 | 708 |
| EOG Resources, Inc. 4.40% 1/15/2031  | 2800 | 2781 |
| Petroleos Mexicanos 6.49% 1/23/2027  | 500 | 505 |
| Petroleos Mexicanos 8.75% 6/2/2029  | 8149 | 8572 |
| Repsol E&P Capital Markets US, LLC 4.805% 9/16/2028 <sup>(a)</sup>  | 1703 | 1710 |
| Repsol E&P Capital Markets US, LLC 5.204% 9/16/2030 <sup>(a)</sup>  | 3206 | 3234 |
| Saudi Arabian Oil Co. 4.00% 2/2/2029 <sup>(a)</sup>  | 1825 | 1789 |
| Saudi Arabian Oil Co. 4.375% 2/2/2031 <sup>(a)</sup>  | 3821 | 3717 |
| TotalEnergies Capital USA, LLC 4.248% 1/13/2031  | 9400 | 9316 |
|  |  | 44125 |
| **Communication services 1.65%** |  |  |
| Alphabet, Inc. 4.10% 11/15/2030  | 4000 | 3974 |
| Alphabet, Inc. 4.10% 2/15/2031  | 3865 | 3839 |
| AT&T, Inc. 4.40% 4/30/2031  | 8600 | 8515 |
| Charter Communications Operating, LLC 6.10% 6/1/2029  | 3941 | 4083 |

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Capital Group Short Duration Income ETF — Page 7 of 27

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Communication services (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Comcast Corp. 5.10% 6/1/2029  | USD600 | $614 |
| Meta Platforms, Inc. 4.20% 11/15/2030  | 3835 | 3799 |
| Orange 4.00% 1/13/2029 <sup>(a)</sup>  | 3100 | 3070 |
| Orange 4.25% 1/13/2031 <sup>(a)</sup>  | 7000 | 6869 |
| T-Mobile USA, Inc. 4.80% 7/15/2028  | 525 | 530 |
|  |  | 35293 |
| **Materials 0.68%** |  |  |
| BHP Billiton Finance (USA), Ltd. 5.10% 9/8/2028  | 250 | 255 |
| Celanese US Holdings, LLC 6.665% 7/15/2027  | 528 | 539 |
| Celanese US Holdings, LLC 6.85% 11/15/2028  | 2016 | 2098 |
| Chevron Phillips Chemical Co., LLC 4.75% 5/15/2030 <sup>(a)</sup>  | 581 | 582 |
| Dow Chemical Co. (The) 4.80% 1/15/2031  | 2700 | 2668 |
| LYB International Finance III, LLC 5.125% 1/15/2031  | 2655 | 2660 |
| Rio Tinto Finance (USA) PLC 4.875% 3/14/2030  | 1800 | 1829 |
| Sherwin-Williams Co. 4.30% 8/15/2028  | 2250 | 2246 |
| Sherwin-Williams Co. 4.50% 8/15/2030  | 1600 | 1597 |
|  |  | 14474 |
| **Real estate 0.44%** |  |  |
| Equinix, Inc. 1.45% 5/15/2026  | 6075 | 6057 |
| Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030  | 3429 | 3437 |
|  |  | 9494 |
| **Total corporate bonds and notes** |  | 995631 |
| **Mortgage-backed obligations 26.12%**<br> **Federal agency mortgage-backed obligations 10.47%**<br>|  |  |
| Fannie Mae Pool #MA5477 6.00% 9/1/2039 <sup>(c)</sup>  | 154 | 158 |
| Fannie Mae Pool #CC0188 6.00% 3/1/2040 <sup>(c)</sup>  | 358 | 370 |
| Fannie Mae Pool #MA5773 6.00% 7/1/2040 <sup>(c)</sup>  | 159 | 164 |
| Fannie Mae Pool #DA1075 6.00% 11/1/2053 <sup>(c)</sup>  | 27 | 28 |
| Fannie Mae Pool #CB7612 6.00% 12/1/2053 <sup>(c)</sup>  | 59 | 60 |
| Fannie Mae Pool #DA7801 5.50% 1/1/2054 <sup>(c)</sup>  | 903 | 910 |
| Fannie Mae Pool #MA5246 5.50% 1/1/2054 <sup>(c)</sup>  | 31 | 32 |
| Fannie Mae Pool #DA5980 6.00% 1/1/2054 <sup>(c)</sup>  | 457 | 467 |
| Fannie Mae Pool #DA5779 6.00% 1/1/2054 <sup>(c)</sup>  | 79 | 81 |
| Fannie Mae Pool #DA9467 6.00% 2/1/2054 <sup>(c)</sup>  | 44 | 45 |
| Fannie Mae Pool #MA5296 5.50% 3/1/2054 <sup>(c)</sup>  | 3270 | 3291 |
| Fannie Mae Pool #DA9742 6.00% 3/1/2054 <sup>(c)</sup>  | 132 | 135 |
| Fannie Mae Pool #DA6019 5.50% 4/1/2054 <sup>(c)</sup>  | 798 | 803 |
| Fannie Mae Pool #DB2745 5.50% 4/1/2054 <sup>(c)</sup>  | 359 | 361 |
| Fannie Mae Pool #BY7524 5.50% 4/1/2054 <sup>(c)</sup>  | 29 | 29 |
| Fannie Mae Pool #DB2626 5.50% 4/1/2054 <sup>(c)</sup>  | 27 | 27 |
| Fannie Mae Pool #CB8275 6.00% 4/1/2054 <sup>(c)</sup>  | 1683 | 1719 |
| Fannie Mae Pool #DB2762 6.00% 4/1/2054 <sup>(c)</sup>  | 1636 | 1670 |
| Fannie Mae Pool #MA5328 6.00% 4/1/2054 <sup>(c)</sup>  | 599 | 612 |
| Fannie Mae Pool #DB1087 6.00% 5/1/2054 <sup>(c)</sup>  | 801 | 819 |
| Fannie Mae Pool #MA5445 6.00% 8/1/2054 <sup>(c)</sup>  | 3124 | 3189 |
| Fannie Mae Pool #DC2000 6.00% 9/1/2054 <sup>(c)</sup>  | 1908 | 1946 |
| Fannie Mae Pool #DC3262 6.00% 9/1/2054 <sup>(c)</sup>  | 110 | 113 |
| Fannie Mae Pool #DC3459 6.00% 9/1/2054 <sup>(c)</sup>  | 55 | 56 |
| Fannie Mae Pool #DC8833 6.00% 12/1/2054 <sup>(c)</sup>  | 2702 | 2756 |
| Fannie Mae Pool #DC8826 6.00% 12/1/2054 <sup>(c)</sup>  | 2153 | 2196 |

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Capital Group Short Duration Income ETF — Page 8 of 27

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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 #FA0287 6.00% 12/1/2054 <sup>(c)</sup>  | USD1,735 | $1769 |
| Fannie Mae Pool #FA0445 5.50% 1/1/2055 <sup>(c)</sup>  | 3092 | 3109 |
| Fannie Mae Pool #DD0827 6.00% 1/1/2055 <sup>(c)</sup>  | 1650 | 1688 |
| Fannie Mae Pool #MA5615 6.00% 2/1/2055 <sup>(c)</sup>  | 4670 | 4764 |
| Fannie Mae Pool #MA5647 6.00% 3/1/2055 <sup>(c)</sup>  | 3401 | 3469 |
| Fannie Mae Pool #190445 6.50% 3/1/2055 <sup>(c)</sup>  | 1233 | 1276 |
| Fannie Mae Pool #MA5648 6.50% 3/1/2055 <sup>(c)</sup>  | 254 | 263 |
| Fannie Mae Pool #DD7343 6.00% 4/1/2055 <sup>(c)</sup>  | 2485 | 2537 |
| Fannie Mae Pool #MA5674 6.00% 4/1/2055 <sup>(c)</sup>  | 883 | 900 |
| Fannie Mae Pool #FA1162 6.00% 4/1/2055 <sup>(c)</sup>  | 83 | 85 |
| Fannie Mae Pool #DD4459 6.00% 4/1/2055 <sup>(c)</sup>  | 83 | 84 |
| Fannie Mae Pool #MA5701 6.00% 5/1/2055 <sup>(c)</sup>  | 14614 | 14905 |
| Fannie Mae Pool #MA5736 6.00% 6/1/2055 <sup>(c)</sup>  | 415 | 423 |
| Fannie Mae Pool #DE2212 5.50% 7/1/2055 <sup>(c)</sup>  | 831 | 836 |
| Fannie Mae Pool #MA5761 6.00% 7/1/2055 <sup>(c)</sup>  | 1641 | 1674 |
| Fannie Mae Pool #MA5762 6.50% 7/1/2055 <sup>(c)</sup>  | 728 | 753 |
| Fannie Mae Pool #MA5792 5.50% 8/1/2055 <sup>(c)</sup>  | 3951 | 3973 |
| Fannie Mae Pool #MA5822 5.50% 9/1/2055 <sup>(c)</sup>  | 10078 | 10132 |
| Fannie Mae Pool #DF3941 5.50% 11/1/2055 <sup>(c)</sup>  | 457 | 459 |
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A1, 5.196% 8/1/2054 <sup>(a)(c)(d)</sup>  | 491 | 492 |
| Farmer Mac Agricultural Real Estate Trust, Series 2025-1, Class A1, 5.22% 8/1/2055 <sup>(a)(c)(d)</sup>  | 4572 | 4610 |
| Freddie Mac Pool #SB1452 6.00% 4/1/2040 <sup>(c)</sup>  | 701 | 724 |
| Freddie Mac Pool #QO3370 6.00% 4/1/2040 <sup>(c)</sup>  | 610 | 630 |
| Freddie Mac Pool #SD3513 6.00% 8/1/2053 <sup>(c)</sup>  | 25 | 26 |
| Freddie Mac Pool #QH6125 6.00% 12/1/2053 <sup>(c)</sup>  | 21 | 22 |
| Freddie Mac Pool #QH9078 5.50% 1/1/2054 <sup>(c)</sup>  | 478 | 483 |
| Freddie Mac Pool #RJ1372 6.00% 1/1/2054 <sup>(c)</sup>  | 1207 | 1235 |
| Freddie Mac Pool #RJ0854 6.50% 1/1/2054 <sup>(c)</sup>  | 97 | 101 |
| Freddie Mac Pool #QH9775 5.50% 2/1/2054 <sup>(c)</sup>  | 492 | 495 |
| Freddie Mac Pool #SD8431 5.50% 5/1/2054 <sup>(c)</sup>  | 411 | 413 |
| Freddie Mac Pool #SD8432 6.00% 5/1/2054 <sup>(c)</sup>  | 648 | 661 |
| Freddie Mac Pool #QI6042 6.00% 5/1/2054 <sup>(c)</sup>  | 604 | 618 |
| Freddie Mac Pool #QI8145 6.00% 6/1/2054 <sup>(c)</sup>  | 787 | 804 |
| Freddie Mac Pool #SD8439 6.00% 6/1/2054 <sup>(c)</sup>  | 9 | 9 |
| Freddie Mac Pool #RJ1725 6.50% 6/1/2054 <sup>(c)</sup>  | 168 | 176 |
| Freddie Mac Pool #SD6143 6.00% 7/1/2054 <sup>(c)</sup>  | 2496 | 2548 |
| Freddie Mac Pool #SD8447 6.00% 7/1/2054 <sup>(c)</sup>  | 1746 | 1782 |
| Freddie Mac Pool #RJ2526 6.00% 7/1/2054 <sup>(c)</sup>  | 358 | 365 |
| Freddie Mac Pool #RJ1986 6.50% 7/1/2054 <sup>(c)</sup>  | 1538 | 1594 |
| Freddie Mac Pool #SD5986 6.50% 7/1/2054 <sup>(c)</sup>  | 591 | 617 |
| Freddie Mac Pool #SD8448 6.50% 7/1/2054 <sup>(c)</sup>  | 131 | 136 |
| Freddie Mac Pool #SD8454 6.00% 8/1/2054 <sup>(c)</sup>  | 4916 | 5015 |
| Freddie Mac Pool #RJ2702 6.00% 8/1/2054 <sup>(c)</sup>  | 1776 | 1811 |
| Freddie Mac Pool #QJ3296 6.00% 8/1/2054 <sup>(c)</sup>  | 58 | 59 |
| Freddie Mac Pool #SD8462 5.50% 9/1/2054 <sup>(c)</sup>  | 10243 | 10301 |
| Freddie Mac Pool #QJ3945 6.00% 9/1/2054 <sup>(c)</sup>  | 21 | 22 |
| Freddie Mac Pool #QJ6718 6.00% 10/1/2054 <sup>(c)</sup>  | 2130 | 2174 |
| Freddie Mac Pool #RJ3187 6.00% 10/1/2054 <sup>(c)</sup>  | 380 | 388 |
| Freddie Mac Pool #QJ5733 6.00% 10/1/2054 <sup>(c)</sup>  | 156 | 159 |
| Freddie Mac Pool #SD8475 5.50% 11/1/2054 <sup>(c)</sup>  | 11805 | 11873 |
| Freddie Mac Pool #QJ9527 6.00% 11/1/2054 <sup>(c)</sup>  | 3279 | 3345 |
| Freddie Mac Pool #SD8507 6.00% 2/1/2055 <sup>(c)</sup>  | 2190 | 2233 |
| Freddie Mac Pool #SD8516 6.00% 3/1/2055 <sup>(c)</sup>  | 2250 | 2295 |
| Freddie Mac Pool #SD8525 6.00% 4/1/2055 <sup>(c)</sup>  | 35335 | 36039 |

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Capital Group Short Duration Income ETF — Page 9 of 27

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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 #SL1416 6.00% 4/1/2055 <sup>(c)</sup>  | USD634 | $646 |
| Freddie Mac Pool #QY1235 6.00% 4/1/2055 <sup>(c)</sup>  | 77 | 79 |
| Freddie Mac Pool #SD8534 6.00% 5/1/2055 <sup>(c)</sup>  | 39851 | 40645 |
| Freddie Mac Pool #SL1137 6.00% 5/1/2055 <sup>(c)</sup>  | 2658 | 2711 |
| Freddie Mac Pool #RQ0027 5.50% 7/1/2055 <sup>(c)</sup>  | 9308 | 9360 |
| Freddie Mac Pool #RQ0028 6.00% 7/1/2055 <sup>(c)</sup>  | 406 | 414 |
| Freddie Mac Pool #RQ0041 6.00% 8/1/2055 <sup>(c)</sup>  | 72 | 74 |
| Uniform Mortgage-Backed Security 5.50% 4/1/2041 <sup>(c)(e)</sup>  | 492 | 502 |
|  |  | 223822 |
| **Collateralized mortgage-backed obligations (privately originated) 9.28%** |  |  |
| Angel Oak Mortgage Trust, Series 2024-8, Class A1, 5.338% 5/27/2069 (6.338% on 8/1/2028) <sup>(a)(b)(c)</sup>  | 1284 | 1285 |
| Arroyo Mortgage Trust, Series 2019-1, Class A1, 3.805% 1/25/2049 <sup>(a)(c)(d)</sup>  | 47 | 46 |
| Arroyo Mortgage Trust, Series 2019-2, Class A3, 3.80% 4/25/2049 <sup>(a)(c)(d)</sup>  | 216 | 211 |
| Arroyo Mortgage Trust, Series 2022-1, Class A1A, 3.495% 12/25/2056 <sup>(a)(b)(c)</sup>  | 218 | 213 |
| Atlas SP, Series 2024-RPL1, Class A1, 3.85% 4/25/2064 (4.85% on 8/1/2028) <sup>(a)(b)(c)</sup>  | 2691 | 2620 |
| BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.50% 5/26/2059 <sup>(a)(c)(d)</sup>  | 26 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1, 6.394% 10/25/2063 (7.394% on <br>11/1/2027) <sup>(a)(b)(c)</sup>  | 1252 | 1258 |
| BRAVO Residential Funding Trust, Series 2025-NQM1, Class A1, 5.604% 12/25/2064 <sup>(a)(b)(c)</sup>  | 4453 | 4476 |
| 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>  | 2928 | 2941 |
| &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>  | 3676 | 3682 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 <sup>(a)(c)(d)</sup>  | 515 | 514 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M1, 4.00% 8/25/2034 <sup>(a)(c)(d)</sup>  | 485 | 476 |
| Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054 <sup>(a)(c)(d)</sup>  | 2801 | 2737 |
| 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>  | 1698 | 1667 |
| CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028) <sup>(a)(b)(c)</sup>  | 2324 | 2301 |
| COLT Funding, LLC, Series 2023-1, Class A1, 6.048% 4/25/2068 (7.048% on 4/1/2027) <sup>(a)(b)(c)</sup>  | 640 | 639 |
| COLT Funding, LLC, Series 2023-3, Class A1, 7.18% 9/25/2068 (8.18% on 9/1/2027) <sup>(a)(b)(c)</sup>  | 691 | 695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M1, (30-day Average USD-SOFR + 1.90%) 5.562% <br> 6/25/2043 <sup>(a)(c)(d)</sup>  | 202 | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1, (30-day Average USD-SOFR + 1.70%) 5.362% <br> 7/25/2043 <sup>(a)(c)(d)</sup>  | 178 | 178 |
| &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)(d)</sup>  | 516 | 516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B1, (30-day Average USD-SOFR + 2.70%) 6.362% <br> 1/25/2044 <sup>(a)(c)(d)</sup>  | 995 | 1013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1, (30-day Average USD-SOFR + 1.10%) 4.762% <br> 2/25/2044 <sup>(a)(c)(d)</sup>  | 288 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R02, Class 1B1, (30-day Average USD-SOFR + 2.50%) 6.162% <br> 2/25/2044 <sup>(a)(c)(d)</sup>  | 593 | 601 |
| &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)(d)</sup>  | 230 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1B1, (30-day Average USD-SOFR + 2.20%) 5.862% <br> 5/25/2044 <sup>(a)(c)(d)</sup>  | 333 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1, (30-day Average USD-SOFR + 1.15%) 4.812% <br> 9/25/2044 <sup>(a)(c)(d)</sup>  | 1520 | 1521 |
| &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)(d)</sup>  | 221 | 221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1, (30-day Average USD-SOFR + 0.95%) 4.612% <br> 1/25/2045 <sup>(a)(c)(d)</sup>  | 1560 | 1557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1, (30-day Average USD-SOFR + 1.00%) 4.662% <br> 2/25/2045 <sup>(a)(c)(d)</sup>  | 538 | 537 |

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Capital Group Short Duration Income ETF — Page 10 of 27

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2026-R02, Class 1M1, (30-day Average USD-SOFR + 1.05%) 4.712% <br> 2/25/2046 <sup>(a)(c)(d)</sup>  | USD2,617 | $2625 |
| Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075 <sup>(a)(b)(c)</sup>  | 2046 | 1956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA5, Class M1A, (30-day Average <br> USD-SOFR + 2.95%) 6.612% 6/25/2042 <sup>(a)(c)(d)</sup>  | 1029 | 1045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A, (30-day Average <br> USD-SOFR + 2.15%) 5.812% 9/25/2042 <sup>(a)(c)(d)</sup>  | 459 | 460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA1, Class A1, (30-day Average <br> USD-SOFR + 1.35%) 5.012% 2/25/2044 <sup>(a)(c)(d)</sup>  | 1275 | 1275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.25%) 4.912% 5/25/2044 <sup>(a)(c)(d)</sup>  | 1755 | 1756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class A1, (30-day Average <br> USD-SOFR + 1.05%) 4.712% 10/25/2044 <sup>(a)(c)(d)</sup>  | 992 | 993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA1, Class A1, (30-day Average <br> USD-SOFR + 0.95%) 4.612% 1/25/2045 <sup>(a)(c)(d)</sup>  | 620 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.10%) 4.762% 5/25/2045 <sup>(a)(c)(d)</sup>  | 719 | 720 |
| &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)(d)</sup>  | 1539 | 1537 |
| &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)(d)</sup>  | 2232 | 2225 |
| GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028) <sup>(a)(b)(c)</sup>  | 473 | 477 |
| GCAT Trust, Series 2025-NQM4, Class A1, 5.529% 6/25/2070 <sup>(a)(b)(c)</sup>  | 4223 | 4241 |
| 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>  | 562 | 548 |
| Imperial Fund Mortgage Trust, Series 2022-NQM7, Class A1, 7.369% 11/25/2067 (8.369% on 11/1/2026) <sup>(a)(b)(c)</sup>  | 369 | 368 |
| Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1, 5.941% 2/25/2068 (6.941% on 1/1/2027) <sup>(a)(b)(c)</sup>  | 1143 | 1140 |
| JP Morgan Mortgage Trust, Series 2026-NQX1, Class A1, 5.50% 7/25/2066 <sup>(a)(c)(d)</sup>  | 1747 | 1749 |
| MFRA Trust, Series 2024-NQM2, Class A1, 5.272% 8/1/2064 (6.272% on 8/1/2028) <sup>(a)(b)(c)</sup>  | 2620 | 2619 |
| MFRA Trust, Series 2024-NQM3, Class A1, 5.722% 12/25/2069 (6.722% on 12/1/2028) <sup>(a)(b)(c)</sup>  | 3671 | 3689 |
| MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) <sup>(a)(b)(c)</sup>  | 1851 | 1850 |
| Mill City Mortgage Trust, Series 2019-GS2, Class A1, 2.75% 8/25/2059 <sup>(a)(c)(d)</sup>  | 172 | 168 |
| &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>  | 1107 | 1117 |
| New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1, 2.75% 7/25/2059 <sup>(a)(c)(d)</sup>  | 441 | 428 |
| New Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1, 2.75% 11/25/2059 <sup>(a)(c)(d)</sup>  | 166 | 160 |
| New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1, 5.566% 4/25/2065 <sup>(a)(b)(c)</sup>  | 2173 | 2185 |
| New Residential Mortgage Loan Trust, Series 2025-NQM5, Class A1, 5.109% 8/25/2065 <sup>(a)(c)(d)</sup>  | 1533 | 1529 |
| New York Mortgage Trust, Series 2024-CP1, Class A1, 3.75% 2/25/2068 <sup>(a)(c)(d)</sup>  | 496 | 460 |
| NRZ Excess Spread Collateralized Notes, Series 2025-FHT1, Class A, 6.545% 3/25/2032 <sup>(a)(b)(c)</sup>  | 4823 | 4848 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2024-HYB1, Class A1, 3.539% 3/25/2053 <sup>(a)(c)(d)</sup>  | 863 | 865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Onslow Bay Financial Mortgage Loan Trust, Series 2023-NQM4, Class A1, 6.113% 3/25/2063 (7.113% on <br> 5/1/2027) <sup>(a)(b)(c)</sup>  | 351 | 351 |
| &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>  | 5823 | 5848 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2026-NQM4, Class A1, 5.173% 2/25/2066 <sup>(a)(c)(d)</sup>  | 5061 | 5056 |
| Onslow Bay Financial, LLC, Series 2024-HYB2, Class A1, 3.703% 4/25/2053 <sup>(a)(c)(d)</sup>  | 1889 | 1882 |
| Onslow Bay Financial, LLC, Series 2026-R1, Class A1, 4.884% 1/25/2063 <sup>(a)(c)(d)</sup>  | 2770 | 2752 |
| 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>  | 699 | 703 |
| 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>  | 984 | 990 |
| 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>  | 859 | 866 |
| Onslow Bay Financial, LLC, Series 2024-NQM10, Class A1, 6.18% 5/25/2064 (7.18% on 6/1/2028) <sup>(a)(b)(c)</sup>  | 1799 | 1818 |
| 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-NQM13, Class A1, 5.116% 6/25/2064 (6.116% on 8/1/2028) <sup>(a)(b)(c)</sup>  | 1475 | 1475 |
| Onslow Bay Financial, LLC, Series 2024-NQM11, Class A1, 5.875% 6/25/2064 (6.825% on 7/1/2028) <sup>(a)(b)(c)</sup>  | 4186 | 4220 |

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Capital Group Short Duration Income ETF — Page 11 of 27

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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>|
| 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>  | USD1,819 | $1829 |
| Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on 2/1/2029) <sup>(a)(b)(c)</sup>  | 2761 | 2778 |
| 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>  | 4121 | 4140 |
| Onslow Bay Financial, LLC, Series 2025-NQM12, Class A1, 5.316% 6/25/2065 (6.316% on 6/1/2031) <sup>(a)(b)(c)</sup>  | 2313 | 2322 |
| 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>  | 1631 | 1631 |
| Onslow Bay Financial, LLC, Series 2025-NQM18, Class A1A, 5.057% 9/25/2065 (6.057% on 9/1/2029) <sup>(a)(b)(c)</sup>  | 4884 | 4877 |
| Onslow Bay Financial, LLC, Series 2025-NQM19, Class A1, 4.869% 10/25/2065 <sup>(a)(c)(d)</sup>  | 3113 | 3096 |
| Onslow Bay Financial, LLC, Series 2026-NQM5, Class A1, 5.321% 1/25/2066 <sup>(a)(c)(d)</sup>  | 5043 | 5043 |
| Progress Residential Trust, Series 2024-SFR5, Class B, 3.25% 8/9/2029 <sup>(a)(c)</sup>  | 1343 | 1268 |
| Progress Residential Trust, Series 2021-SFR6, Class A, 1.524% 7/17/2038 <sup>(a)(c)</sup>  | 1948 | 1932 |
| Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039 <sup>(a)(c)</sup>  | 474 | 468 |
| Progress Residential Trust, Series 2024-SFR1, Class A, 3.35% 2/17/2041 <sup>(a)(c)</sup>  | 1139 | 1097 |
| Progress Residential Trust, Series 2024-SFR3, Class A, 3.00% 6/17/2041 <sup>(a)(c)</sup>  | 2242 | 2124 |
| Progress Residential Trust, Series 2025-SFR3, Class A, 3.39% 7/17/2042 <sup>(a)(c)</sup>  | 997 | 943 |
| Progress Residential Trust, Series 2026-SFR1, Class A, 3.85% 2/17/2043 <sup>(a)(c)</sup>  | 2445 | 2333 |
| 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)(d)</sup>  | 3647 | 3648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2024-SFR4, Class A, (1-month USD CME Term SOFR + 1.75%) <br> 5.423% 10/17/2041 <sup>(a)(c)(d)</sup>  | 1647 | 1648 |
| &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)(d)</sup>  | 599 | 599 |
| Towd Point Mortgage Trust, Series 2015-5, Class B1, 3.974% 5/25/2055 <sup>(a)(c)(d)</sup>  | 975 | 965 |
| Towd Point Mortgage Trust, Series 2016-2, Class M1, 3.00% 8/25/2055 <sup>(a)(c)(d)</sup>  | 161 | 160 |
| Towd Point Mortgage Trust, Series 2016-3, Class M2, 4.00% 4/25/2056 <sup>(a)(c)(d)</sup>  | 999 | 995 |
| Towd Point Mortgage Trust, Series 2017-2, Class M2, 3.75% 4/25/2057 <sup>(a)(c)(d)</sup>  | 1134 | 1103 |
| Towd Point Mortgage Trust, Series 2017-2, Class A4, 4.429% 4/25/2057 <sup>(a)(c)(d)</sup>  | 283 | 281 |
| Towd Point Mortgage Trust, Series 2017-4, Class A2, 3.00% 6/25/2057 <sup>(a)(c)(d)</sup>  | 1448 | 1384 |
| Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 10/25/2057 <sup>(a)(c)(d)</sup>  | 187 | 185 |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00% 1/25/2058 <sup>(a)(c)(d)</sup>  | 52 | 52 |
| Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75% 3/25/2058 <sup>(a)(c)(d)</sup>  | 355 | 344 |
| Towd Point Mortgage Trust, Series 2019-2, Class A1, 3.75% 12/25/2058 <sup>(a)(c)(d)</sup>  | 377 | 366 |
| Towd Point Mortgage Trust, Series 2015-2, Class 1B2, 3.648% 11/25/2060 <sup>(a)(c)(d)</sup>  | 1225 | 1193 |
| Towd Point Mortgage Trust, Series 2023-1, Class A1, 3.75% 1/25/2063 <sup>(a)(c)</sup>  | 839 | 803 |
| Towd Point Mortgage Trust, Series 2024-3, Class A1A, 5.024% 7/25/2065 <sup>(a)(c)(d)</sup>  | 1464 | 1458 |
| Tricon Residential Trust, Series 2024-SFR2, Class A, 4.75% 6/17/2040 <sup>(a)(c)</sup>  | 1370 | 1360 |
| Tricon Residential Trust, Series 2023-SFR2, Class A, 5.00% 12/17/2040 <sup>(a)(c)</sup>  | 343 | 341 |
| Tricon Residential Trust, Series 2024-SFR3, Class A, 4.50% 8/17/2041 <sup>(a)(c)</sup>  | 2227 | 2197 |
| Verus Securitization Trust, Series 2025-R1, Class A1, 5.402% 5/25/2065 (6.402% on 7/1/2029) <sup>(a)(b)(c)</sup>  | 5270 | 5287 |
| Verus Securitization Trust, Series 2026-R1, Class A1, 4.832% 10/25/2067 (5.832% on 1/1/2030) <sup>(a)(b)(c)</sup>  | 729 | 723 |
| Verus Securitization Trust, Series 2023-3, Class A1, 5.93% 3/25/2068 (6.93% on 4/1/2027) <sup>(a)(b)(c)</sup>  | 145 | 145 |
| Verus Securitization Trust, Series 2023-4, Class A1, 5.811% 5/25/2068 (6.811% on 5/1/2027) <sup>(a)(b)(c)</sup>  | 559 | 558 |
| Verus Securitization Trust, Series 2023-5, Class A5, 6.476% 6/25/2068 (7.476% on 6/1/2027) <sup>(a)(b)(c)</sup>  | 389 | 390 |
| Verus Securitization Trust, Series 2024-2, Class A1, 6.095% 2/25/2069 (7.095% on 2/1/2028) <sup>(a)(b)(c)</sup>  | 784 | 789 |
| Verus Securitization Trust, Series 2024-3, Class A1, 6.338% 4/25/2069 (7.338% on 4/1/2028) <sup>(a)(b)(c)</sup>  | 2404 | 2425 |
| Verus Securitization Trust, Series 2024-5, Class A1, 6.192% 6/25/2069 (7.192% on 6/1/2028) <sup>(a)(b)(c)</sup>  | 1284 | 1296 |
| Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028) <sup>(a)(b)(c)</sup>  | 793 | 800 |
| Verus Securitization Trust, Series 2024-R1, Class A1, 5.218% 9/25/2069 <sup>(a)(c)(d)</sup>  | 881 | 884 |
| Verus Securitization Trust, Series 2024-8, Class A1, 5.364% 10/25/2069 <sup>(a)(c)(d)</sup>  | 1818 | 1822 |
| Verus Securitization Trust, Series 2024-9, Class A1, 5.493% 11/25/2069 <sup>(a)(c)(d)</sup>  | 1645 | 1650 |
| Verus Securitization Trust, Series 2025-3, Class A1, 5.623% 5/25/2070 (6.623% on 4/1/2029) <sup>(a)(b)(c)</sup>  | 6712 | 6766 |
| Verus Securitization Trust, Series 2025-5, Class A1, 5.427% 6/25/2070 (6.427% on 6/1/2029) <sup>(a)(b)(c)</sup>  | 3541 | 3555 |
| Verus Securitization Trust, Series 2025-6, Class A1, 5.417% 7/25/2070 (6.417% on 7/1/2029) <sup>(a)(b)(c)</sup>  | 2189 | 2198 |
| Verus Securitization Trust, Series 2025-7, Class A1, 5.129% 8/25/2070 (6.129% on 8/1/2029) <sup>(a)(b)(c)</sup>  | 2601 | 2600 |

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Capital Group Short Duration Income ETF — Page 12 of 27

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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 2025-8, Class A1A, 4.869% 9/25/2070 (5.869% on 9/1/2029) <sup>(a)(b)(c)</sup>  | USD2,041 | $2030 |
| Verus Securitization Trust, Series 2026-2, Class A1, 4.59% 2/25/2071 <sup>(a)(c)(d)</sup>  | 3716 | 3682 |
|  |  | 198366 |
| **Commercial mortgage-backed securities 6.37%** |  |  |
| ALA Trust, Series 2025-OANA, Class A, (1-month USD CME Term SOFR + 1.743%) 5.415% 6/15/2040 <sup>(a)(c)(d)</sup>  | 3550 | 3564 |
| AMSR Trust, Series 2021-SFR3, Class A, 1.476% 10/17/2038 <sup>(a)(c)</sup>  | 2477 | 2437 |
| &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)(d)</sup>  | 447 | 448 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A, 5.59% 11/10/2029 <sup>(a)(c)(d)</sup>  | 2337 | 2362 |
| Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A3, 3.362% 5/15/2050 <sup>(c)</sup>  | 819 | 812 |
| Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A4, 3.625% 5/15/2050 <sup>(c)</sup>  | 1127 | 1114 |
| Bank Commercial Mortgage Trust, Series 2023-5YR1, Class A3, 6.26% 4/15/2056 <sup>(c)(d)</sup>  | 133 | 137 |
| Bank Commercial Mortgage Trust, Series 2024-5YR8, Class A3, 5.884% 8/15/2057 <sup>(c)</sup>  | 430 | 446 |
| Bank Commercial Mortgage Trust, Series 2024-5YR11, Class A3, 5.893% 11/15/2057 <sup>(c)</sup>  | 2142 | 2225 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class A3, 5.902% 12/15/2057 <sup>(c)(d)</sup>  | 350 | 364 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class AS, 6.122% 12/15/2057 <sup>(c)(d)</sup>  | 166 | 172 |
| Bank Commercial Mortgage Trust, Series 2025-5YR14, Class AS, 6.072% 4/15/2058 <sup>(c)(d)</sup>  | 1227 | 1270 |
| Bank Commercial Mortgage Trust, Series 2025-5YR14, Class C, 6.463% 4/15/2058 <sup>(c)(d)</sup>  | 1403 | 1427 |
| Bank Commercial Mortgage Trust, Series 2019-BN18, Class A4, 3.584% 5/15/2062 <sup>(c)</sup>  | 414 | 399 |
| Bank5, Series 2025-5YR18, Class AS, 5.466% 12/15/2058 <sup>(c)(d)</sup>  | 843 | 854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays Commercial Mortgage Securities, LLC, Series 2018-TALL, Class A, ((1-month USD CME Term SOFR + <br> 0.047%) + 0.872%) 4.592% 3/15/2037 <sup>(a)(c)(d)</sup>  | 241 | 229 |
| Barclays Commercial Mortgage Securities, LLC, Series 2024-5C31, Class AS, 5.852% 12/15/2057 <sup>(c)(d)</sup>  | 574 | 589 |
| Benchmark Mortgage Trust, Series 2018-B2, Class A5, 3.882% 2/15/2051 <sup>(c)(d)</sup>  | 305 | 301 |
| Benchmark Mortgage Trust, Series 2018-B3, Class AS, 4.195% 4/10/2051 <sup>(c)(d)</sup>  | 800 | 770 |
| Benchmark Mortgage Trust, Series 2018-B7, Class A4, 4.51% 5/15/2053 <sup>(c)(d)</sup>  | 145 | 145 |
| Benchmark Mortgage Trust, Series 2020-B19, Class A5, 1.85% 9/15/2053 <sup>(c)</sup>  | 351 | 312 |
| Benchmark Mortgage Trust, Series 2025-V14, Class AM, 6.09% 4/15/2057 <sup>(c)(d)</sup>  | 1105 | 1142 |
| Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.602% 8/15/2057 <sup>(c)</sup>  | 845 | 867 |
| Benchmark Mortgage Trust, Series 2024-V9, Class AS, 6.064% 8/15/2057 <sup>(c)(d)</sup>  | 50 | 51 |
| Benchmark Mortgage Trust, Series 2024-V10, Class A3, 5.277% 9/15/2057 <sup>(c)</sup>  | 53 | 54 |
| &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)(d)</sup>  | 896 | 897 |
| BMO Mortgage Trust, Series 2023-5C1, Class A3, 6.534% 8/15/2056 <sup>(c)(d)</sup>  | 89 | 92 |
| BMO Mortgage Trust, Series 2023-C6, Class A5, 5.956% 9/15/2056 <sup>(c)(d)</sup>  | 60 | 63 |
| BMO Mortgage Trust, Series 2024-5C3, Class AS, 6.286% 2/15/2057 <sup>(c)(d)</sup>  | 561 | 579 |
| BMO Mortgage Trust, Series 2024-5C5, Class AS, 6.364% 2/15/2057 <sup>(c)(d)</sup>  | 985 | 1023 |
| BMO Mortgage Trust, Series 2024-5C6, Class A3, 5.316% 9/15/2057 <sup>(c)</sup>  | 1784 | 1817 |
| BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057 <sup>(c)(d)</sup>  | 450 | 463 |
| BMO Mortgage Trust, Series 2025-5C9, Class A3, 5.779% 4/15/2058 <sup>(c)(d)</sup>  | 1380 | 1429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, (1-month USD CME Term SOFR + 1.60%) <br> 5.323% 12/15/2042 <sup>(a)(c)(d)</sup>  | 4111 | 4120 |
| &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)(d)</sup>  | 1811 | 1812 |
| BX Trust, Series 2024-KING, Class A, (1-month USD CME Term SOFR + 1.541%) 5.214% 5/15/2034 <sup>(a)(c)(d)</sup>  | 655 | 656 |
| BX Trust, Series 2021-ACNT, Class A, (1-month USD CME Term SOFR + 0.964%) 4.637% 11/15/2038 <sup>(a)(c)(d)</sup>  | 374 | 373 |
| BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 4.663% 1/17/2039 <sup>(a)(c)(d)</sup>  | 475 | 475 |
| BX Trust, Series 2024-CNYN, Class A, (1-month USD CME Term SOFR + 1.442%) 5.114% 4/15/2041 <sup>(a)(c)(d)</sup>  | 1561 | 1563 |
| BX Trust, Series 2024-BIO2, Class A, 5.413% 8/13/2041 <sup>(a)(c)(d)</sup>  | 3803 | 3802 |
| BX Trust, Series 2024-AIRC, Class A, (1-month USD CME Term SOFR + 1.691%) 5.364% 8/15/2039 <sup>(a)(c)(d)</sup>  | 1911 | 1916 |
| BX Trust, Series 2025-BIO3, Class A, 6.138% 2/10/2042 <sup>(a)(c)</sup>  | 3361 | 3405 |
| BX Trust, Series 2025-GW, Class A, (1-month USD CME Term SOFR + 1.60%) 5.273% 7/15/2042 <sup>(a)(c)(d)</sup>  | 4000 | 4007 |
| BX Trust, Series 2025-ARIA, Class A, 5.031% 12/13/2042 <sup>(a)(c)(d)</sup>  | 6000 | 6038 |

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Capital Group Short Duration Income ETF — Page 13 of 27

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| BX Trust, Series 2025-VOLT, Class A, (1-month USD CME Term SOFR + 1.70%) 5.373% 12/15/2044 <sup>(a)(c)(d)</sup>  | USD4,521 | $4515 |
| BX Trust, Series 2025-VOLT, Class C, (1-month USD CME Term SOFR + 2.10%) 5.773% 12/15/2044 <sup>(a)(c)(d)</sup>  | 3997 | 3976 |
| BXP Trust, Series 2017-GM, Class A, 3.379% 6/13/2039 <sup>(a)(c)</sup>  | 887 | 872 |
| CALI Mortgage Trust, Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 5.56% 7/15/2041 <sup>(a)(c)(d)</sup>  | 454 | 455 |
| CART, Series 2024-DFW1, Class A, (1-month USD CME Term SOFR + 1.642%) 5.314% 8/15/2041 <sup>(a)(c)(d)</sup>  | 983 | 977 |
| CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 11/13/2050 <sup>(c)</sup>  | 375 | 369 |
| Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class A, 6.36% 7/10/2028 <sup>(a)(c)(d)</sup>  | 750 | 773 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.015% 10/12/2040 <sup>(a)(c)(d)</sup>  | 361 | 368 |
| Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class A5, 3.616% 2/10/2049 <sup>(c)</sup>  | 259 | 257 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A4, 3.191% 11/15/2050 <sup>(c)</sup>  | 68 | 67 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A5, 3.458% 11/15/2050 <sup>(c)(d)</sup>  | 1800 | 1759 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class A, 6.314% 9/12/2040 <sup>(a)(c)</sup>  | 2490 | 2540 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317% 8/10/2042 <sup>(a)(c)(d)</sup>  | 3062 | 3093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ellington Financial Mortgage Trust, Series 2025-NQM4, Class A1A, 4.972% 9/25/2070 (5.972% on <br>8/1/2029) <sup>(a)(b)(c)</sup>  | 5064 | 5040 |
| Ellington Financial Mortgage Trust, Series 2026-NQM1, Class A1, 4.771% 2/25/2071 <sup>(a)(c)(d)</sup>  | 1745 | 1730 |
| Ellington Financial Mortgage Trust, Series 2026-NQM4, Class A1, 5.466% 4/25/2071 <sup>(a)(c)(d)</sup>  | 5623 | 5628 |
| ELM Trust 2024, Series 2024-ELM, Class A15, 5.414% 6/10/2039 <sup>(a)(c)(d)</sup>  | 1928 | 1933 |
| ELM Trust 2024, Series 2024-ELM, Class A10, 5.994% 6/10/2039 <sup>(a)(c)(d)</sup>  | 1752 | 1756 |
| &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)(d)</sup>  | 2322 | 2325 |
| FirstKey Homes Trust, Series 2022-SFR2, Class A, 4.145% 5/19/2039 <sup>(a)(c)</sup>  | 479 | 477 |
| FIVE Mortgage Trust, Series 2023-V1, Class A3, 5.668% 2/10/2056 <sup>(c)(d)</sup>  | 1216 | 1236 |
| FS Commercial Trust, Series 2023-4SZN, Class A, 7.066% 11/10/2039 <sup>(a)(c)</sup>  | 808 | 816 |
| Great Wolf Trust, Series 2024-WLF2, Class A, (1-month USD CME Term SOFR + 1.691%) 5.364% 5/15/2041 <sup>(a)(c)(d)</sup>  | 1356 | 1358 |
| GS Mortgage Securities Trust, Series 2017-GS6, Class A3, 3.433% 5/10/2050 <sup>(c)</sup>  | 454 | 449 |
| &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)(d)</sup>  | 2419 | 2421 |
| &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)(d)</sup>  | 1358 | 1360 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 6.072% 5/10/2039 <sup>(a)(c)(d)</sup>  | 591 | 596 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.467% 1/13/2040 <sup>(a)(c)(d)</sup>  | 3625 | 3712 |
| &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)(d)</sup>  | 2995 | 2991 |
| LV Trust, Series 2024-SHOW, Class A, 4.764% 10/10/2041 <sup>(a)(c)(d)</sup>  | 2549 | 2567 |
| Manhattan West Mortgage Trust, Series 2020-1MW, Class A, 2.13% 9/10/2039 <sup>(a)(c)</sup>  | 857 | 826 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class AS, 3.561% 4/15/2048 <sup>(c)</sup>  | 500 | 484 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class AS, 6.011% 3/15/2058 <sup>(c)</sup>  | 1807 | 1865 |
| &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)(d)</sup>  | 192 | 197 |
| &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)(d)</sup>  | 524 | 531 |
| &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)(d)</sup>  | 1081 | 1100 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class A, 4.668% 11/5/2038 <sup>(a)(c)(d)</sup>  | 1913 | 1906 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class B, 5.007% 11/5/2038 <sup>(a)(c)(d)</sup>  | 1555 | 1555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCG Hotel Issuer, Inc., Series 2025-SNIP, Class A, (1-month USD CME Term SOFR + 1.50%) 5.173% <br>9/15/2042 <sup>(a)(c)(d)</sup>  | 3428 | 3433 |
| &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)(d)</sup>  | 708 | 707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B, (1-month USD CME Term SOFR + 1.741%) 5.414% <br> 5/15/2039 <sup>(a)(c)(d)</sup>  | 486 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SFO Commerical Mortgage Trust, Series 2021-555, Class A, (1-month USD CME Term SOFR + 1.264%) 4.937% <br> 5/15/2038 (1-month USD CME Term SOFR + 1.514% on 5/15/2026) <sup>(a)(b)(c)</sup>  | 1000 | 999 |

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Capital Group Short Duration Income ETF — Page 14 of 27

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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; SFO Commerical Mortgage Trust, Series 2021-555, Class B, (1-month USD CME Term SOFR + 1.614%) 5.287% <br> 5/15/2038 <sup>(a)(c)(d)</sup>  | USD362 | $361 |
| SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A3, 2.779% 10/10/2048 <sup>(c)</sup>  | 366 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A, (1-month USD CME Term SOFR + 1.00%) <br> 4.673% 1/15/2039 <sup>(a)(c)(d)</sup>  | 500 | 500 |
| &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)(d)</sup>  | 4783 | 4731 |
| UBS Commercial Mortgage Trust, Series 2017-C2, Class A4, 3.487% 8/15/2050 <sup>(c)</sup>  | 300 | 297 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class A, 5.575% 9/15/2040 <sup>(a)(c)(d)</sup>  | 691 | 688 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5, 3.418% 9/15/2050 <sup>(c)</sup>  | 505 | 497 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class AS, 6.52% 7/15/2057 <sup>(c)</sup>  | 40 | 42 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class A3, 5.92% 11/15/2057 <sup>(c)(d)</sup>  | 225 | 234 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class AS, 6.146% 11/15/2057 <sup>(c)(d)</sup>  | 358 | 371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, (1-month USD CME Term SOFR + 2.789%) <br> 6.462% 11/15/2027 <sup>(a)(c)(d)</sup>  | 180 | 181 |
| WSTN Trust, Series 2023-MAUI, Class B, 7.263% 7/5/2037 <sup>(a)(c)(d)</sup>  | 173 | 175 |
| WSTN Trust, Series 2023-MAUI, Class C, 7.958% 7/5/2037 <sup>(a)(c)(d)</sup>  | 100 | 101 |
|  |  | 136069 |
| **Total mortgage-backed obligations** |  | 558257 |
| **Asset-backed obligations 23.54%**<br> **Auto loan 10.15%**<br>|  |  |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class B, 5.66% 8/14/2028 <sup>(a)(c)</sup>  | 571 | 571 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class B, 4.80% 11/13/2028 <sup>(a)(c)</sup>  | 184 | 184 |
| American Credit Acceptance Receivables Trust, Series 2025-2, Class B, 4.85% 5/14/2029 <sup>(a)(c)</sup>  | 1042 | 1045 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class C, 5.63% 1/14/2030 <sup>(a)(c)</sup>  | 376 | 377 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class D, 6.53% 4/12/2030 <sup>(a)(c)</sup>  | 1820 | 1854 |
| American Credit Acceptance Receivables Trust, Series 2025-2, Class C, 5.11% 3/12/2031 <sup>(a)(c)</sup>  | 1759 | 1771 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class C, 4.91% 8/12/2031 <sup>(a)(c)</sup>  | 187 | 188 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class D, 5.34% 8/12/2031 <sup>(a)(c)</sup>  | 1431 | 1440 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class A2, 4.92% 5/15/2029 <sup>(a)(c)</sup>  | 312 | 313 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class B, 5.11% 11/17/2031 <sup>(a)(c)</sup>  | 311 | 312 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class C, 5.42% 12/15/2031 <sup>(a)(c)</sup>  | 384 | 386 |
| AutoNation Finance Trust, Series 2026-1A, Class B, 4.42% 6/11/2031 <sup>(a)(c)</sup>  | 2000 | 1990 |
| AutoNation Finance Trust, Series 2026-1A, Class C, 4.56% 10/14/2031 <sup>(a)(c)</sup>  | 2000 | 1987 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-5, Class A, 6.12% 4/20/2027 <sup>(a)(c)</sup>  | 20 | 20 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-5, Class C, 6.24% 4/20/2027 <sup>(a)(c)</sup>  | 83 | 83 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-2, Class B, 6.03% 10/20/2027 <sup>(a)(c)</sup>  | 290 | 292 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-2, Class C, 6.18% 10/20/2027 <sup>(a)(c)</sup>  | 1000 | 1004 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class A, 5.78% 4/20/2028 <sup>(a)(c)</sup>  | 259 | 262 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4A, Class D, 7.31% 6/20/2029 <sup>(a)(c)</sup>  | 289 | 293 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class A, 4.80% 8/20/2029 <sup>(a)(c)</sup>  | 627 | 632 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8A, Class D, 7.52% 2/20/2030 <sup>(a)(c)</sup>  | 770 | 780 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class A, 5.36% 6/20/2030 <sup>(a)(c)</sup>  | 700 | 716 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2026-1A, Class A, 4.28% 8/20/2030 <sup>(a)(c)</sup>  | 2001 | 1987 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-2A, Class A, 5.12% 8/20/2031 <sup>(a)(c)</sup>  | 2919 | 2965 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class A3, 5.84% 6/15/2028 <sup>(c)</sup>  | 174 | 174 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class B, 5.43% 8/15/2028 <sup>(c)</sup>  | 80 | 80 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C, 5.65% 4/16/2029 <sup>(c)</sup>  | 370 | 373 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class B, 5.94% 2/15/2030 <sup>(c)</sup>  | 2000 | 2010 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D, 5.83% 5/15/2030 <sup>(c)</sup>  | 1441 | 1463 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class B, 4.77% 8/15/2030 <sup>(c)</sup>  | 787 | 790 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class C, 5.11% 5/15/2031 <sup>(c)</sup>  | 3000 | 3006 |

---

Capital Group Short Duration Income ETF — Page 15 of 27

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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>|
| Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class D, 5.49% 5/15/2031 <sup>(c)</sup>  | USD3,000 | $3004 |
| Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class B, 4.25% 11/17/2031 <sup>(c)</sup>  | 923 | 919 |
| Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class C, 4.44% 11/17/2031 <sup>(c)</sup>  | 2250 | 2233 |
| Carvana Auto Receivables Trust, Series 2023-P3, Class A3, 5.82% 8/10/2028 <sup>(a)(c)</sup>  | 71 | 71 |
| Chesapeake Funding II, LLC, Series 2023-2, Class A1, 6.16% 10/15/2035 <sup>(a)(c)</sup>  | 150 | 151 |
| Citizens Auto Receivables Trust, Series 2023-2, Class A3, 5.83% 2/15/2028 <sup>(a)(c)</sup>  | 204 | 205 |
| Citizens Auto Receivables Trust, Series 2023-2, Class A4, 5.74% 10/15/2030 <sup>(a)(c)</sup>  | 680 | 689 |
| CPS Auto Receivables Trust, Series 2024-B, Class B, 6.04% 10/16/2028 <sup>(a)(c)</sup>  | 1065 | 1068 |
| CPS Auto Receivables Trust, Series 2023-A, Class C, 5.54% 4/16/2029 <sup>(a)(c)</sup>  | 55 | 55 |
| CPS Auto Receivables Trust, Series 2023-C, Class C, 6.27% 10/15/2029 <sup>(a)(c)</sup>  | 291 | 293 |
| CPS Auto Receivables Trust, Series 2024-A, Class C, 5.74% 4/15/2030 <sup>(a)(c)</sup>  | 113 | 114 |
| CPS Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030 <sup>(a)(c)</sup>  | 100 | 102 |
| CPS Auto Receivables Trust, Series 2024-B, Class C, 6.28% 7/15/2030 <sup>(a)(c)</sup>  | 2000 | 2024 |
| CPS Auto Trust, Series 2025-B, Class B, 4.79% 11/15/2029 <sup>(a)(c)</sup>  | 1929 | 1936 |
| CPS Auto Trust, Series 2025-D, Class B, 4.48% 4/15/2030 <sup>(a)(c)</sup>  | 823 | 823 |
| CPS Auto Trust, Series 2025-B, Class C, 5.12% 7/15/2031 <sup>(a)(c)</sup>  | 2629 | 2648 |
| CPS Auto Trust, Series 2025-D, Class C, 4.85% 2/17/2032 <sup>(a)(c)</sup>  | 1423 | 1429 |
| CPS Auto Trust, Series 2026-A, Class C, 4.63% 5/17/2032 <sup>(a)(c)</sup>  | 4000 | 3990 |
| Credit Acceptance Auto Loan Trust, Series 2025-2A, Class A, 4.50% 11/15/2035 <sup>(a)(c)</sup>  | 2744 | 2744 |
| Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B, 4.87% 1/15/2036 <sup>(a)(c)</sup>  | 1513 | 1517 |
| Credit Acceptance Auto Loan Trust, Series 2025-2A, Class C, 5.38% 3/17/2036 <sup>(a)(c)</sup>  | 292 | 294 |
| Drive Auto Receivables Trust, Series 2024-1, Class B, 5.31% 1/16/2029 <sup>(c)</sup>  | 261 | 261 |
| Drive Auto Receivables Trust, Series 2024-2, Class B, 4.52% 7/16/2029 <sup>(c)</sup>  | 1114 | 1116 |
| Drive Auto Receivables Trust, Series 2024-1, Class C, 5.43% 11/17/2031 <sup>(c)</sup>  | 723 | 730 |
| Drive Auto Receivables Trust, Series 2024-2, Class C, 4.67% 5/17/2032 <sup>(c)</sup>  | 1090 | 1095 |
| Drive Auto Receivables Trust, Series 2025-1, Class B, 4.79% 9/15/2032 <sup>(c)</sup>  | 1849 | 1858 |
| Drive Auto Receivables Trust, Series 2025-1, Class C, 4.99% 9/15/2032 <sup>(c)</sup>  | 497 | 501 |
| DriveTime Auto Owner Trust, Series 2023-1, Class C, 5.55% 10/16/2028 <sup>(a)(c)</sup>  | 149 | 150 |
| Enterprise Fleet Financing, LLC, Series 2024-1, Class A3, 5.16% 9/20/2030 <sup>(a)(c)</sup>  | 380 | 385 |
| Exeter Automobile Receivables Trust, Series 2022-6, Class C, 6.32% 5/15/2028 <sup>(c)</sup>  | 24 | 24 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class B, 5.29% 8/15/2028 <sup>(c)</sup>  | 141 | 141 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class C, 6.51% 8/15/2028 <sup>(c)</sup>  | 296 | 297 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class D, 6.69% 6/15/2029 <sup>(c)</sup>  | 197 | 199 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class C, 5.41% 5/15/2030 <sup>(c)</sup>  | 355 | 358 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class D, 5.84% 6/17/2030 <sup>(c)</sup>  | 574 | 582 |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class B, 4.28% 7/15/2030 <sup>(c)</sup>  | 420 | 419 |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class B, 5.29% 8/15/2030 <sup>(c)</sup>  | 1065 | 1068 |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class C, 5.48% 8/15/2030 <sup>(c)</sup>  | 423 | 428 |
| Exeter Automobile Receivables Trust, Series 2026-1A, Class B, 4.22% 10/15/2030 <sup>(c)</sup>  | 912 | 907 |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class C, 4.68% 3/15/2032 <sup>(c)</sup>  | 615 | 613 |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class D, 5.16% 3/15/2032 <sup>(c)</sup>  | 665 | 661 |
| Exeter Automobile Receivables Trust, Series 2026-1A, Class C, 4.40% 5/17/2032 <sup>(c)</sup>  | 4000 | 3953 |
| Exeter Select Automobile Receivables Trust, Series 2025-1, Class A2, 4.83% 10/16/2028 <sup>(c)</sup>  | 452 | 453 |
| Exeter Select Automobile Receivables Trust, Series 2025-3, Class B, 4.42% 3/15/2032 <sup>(c)</sup>  | 1682 | 1679 |
| Exeter Select Automobile Receivables Trust, Series 2025-3, Class C, 5.00% 3/15/2032 <sup>(c)</sup>  | 3000 | 3022 |
| First Investors Auto Owner Trust, Series 2025-1A, Class A3, 4.25% 7/15/2030 <sup>(a)(c)</sup>  | 716 | 716 |
| First Investors Auto Owner Trust, Series 2025-1A, Class B, 4.39% 1/15/2031 <sup>(a)(c)</sup>  | 1013 | 1010 |
| Ford Credit Auto Lease Trust, Series 2024-A, Class A3, 5.06% 5/15/2027 <sup>(c)</sup>  | 51 | 52 |
| Ford Credit Auto Lease Trust, Series 2024-A, Class A4, 5.05% 6/15/2027 <sup>(c)</sup>  | 175 | 175 |
| Ford Credit Floorplan Master Owner Trust, Series 2025-1, Class A1, 4.63% 4/15/2030 <sup>(c)</sup>  | 2077 | 2092 |
| GLS Auto Receivables Trust, Series 2024-2, Class B, 5.77% 11/15/2028 <sup>(a)(c)</sup>  | 447 | 449 |
| GLS Auto Receivables Trust, Series 2023-3, Class C, 6.01% 5/15/2029 <sup>(a)(c)</sup>  | 128 | 129 |
| GLS Auto Receivables Trust, Series 2025-1A, Class B, 4.98% 7/16/2029 <sup>(a)(c)</sup>  | 1083 | 1091 |
| GLS Auto Receivables Trust, Series 2025-2A, Class B, 4.97% 10/15/2029 <sup>(a)(c)</sup>  | 2652 | 2675 |

---

Capital Group Short Duration Income ETF — Page 16 of 27

------

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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>|
| GLS Auto Receivables Trust, Series 2024-1, Class C, 5.64% 12/17/2029 <sup>(a)(c)</sup>  | USD1,303 | $1315 |
| GLS Auto Receivables Trust, Series 2024-1, Class D, 5.95% 12/17/2029 <sup>(a)(c)</sup>  | 837 | 852 |
| GLS Auto Receivables Trust, Series 2025-3A, Class B, 4.57% 1/15/2030 <sup>(a)(c)</sup>  | 1307 | 1310 |
| GLS Auto Receivables Trust, Series 2024-2, Class C, 6.03% 2/15/2030 <sup>(a)(c)</sup>  | 746 | 758 |
| GLS Auto Receivables Trust, Series 2025-4A, Class B, 4.53% 4/15/2030 <sup>(a)(c)</sup>  | 1678 | 1680 |
| GLS Auto Receivables Trust, Series 2025-1A, Class C, 5.07% 11/15/2030 <sup>(a)(c)</sup>  | 3000 | 3021 |
| GLS Auto Receivables Trust, Series 2025-1A, Class D, 5.61% 11/15/2030 <sup>(a)(c)</sup>  | 3000 | 3042 |
| GLS Auto Receivables Trust, Series 2025-4A, Class C, 4.74% 8/15/2031 <sup>(a)(c)</sup>  | 2374 | 2364 |
| GLS Auto Receivables Trust, Series 2025-4A, Class D, 5.13% 8/15/2031 <sup>(a)(c)</sup>  | 2748 | 2738 |
| GLS Auto Select Receivables Trust, Series 2025-4A, Class A2, 4.17% 2/18/2031 <sup>(a)(c)</sup>  | 3081 | 3075 |
| GLS Auto Select Receivables Trust, Series 2025-1A, Class C, 5.26% 3/15/2031 <sup>(a)(c)</sup>  | 220 | 222 |
| GM Financial Revolving Receivables Trust, Series 2023-2, Class A, 5.77% 8/11/2036 <sup>(a)(c)</sup>  | 773 | 800 |
| GM Financial Revolving Receivables Trust, Series 2024-2, Class A, 4.52% 3/11/2037 <sup>(a)(c)</sup>  | 1888 | 1906 |
| GM Financial Securitized Term Auto Receivables Trust, Series 2024-1, Class A3, 4.85% 12/18/2028 <sup>(c)</sup>  | 290 | 291 |
| GM Financial Securitized Term Auto Receivables Trust, Series 2024-1, Class A4, 4.86% 6/18/2029 <sup>(c)</sup>  | 624 | 630 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class A, 5.49% 6/25/2027 <sup>(a)(c)</sup>  | 742 | 743 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class 1D, 9.13% 6/25/2027 <sup>(a)(c)</sup>  | 125 | 126 |
| Hertz Vehicle Financing III, LLC, Series 2022-2, Class D, 5.16% 6/26/2028 <sup>(a)(c)</sup>  | 250 | 245 |
| Hertz Vehicle Financing, LLC, Series 2023-1A, Class B, 6.22% 6/25/2027 <sup>(a)(c)</sup>  | 1947 | 1951 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027 <sup>(a)(c)</sup>  | 502 | 495 |
| Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028 <sup>(a)(c)</sup>  | 281 | 284 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029 <sup>(a)(c)</sup>  | 1449 | 1470 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class D, 9.22% 1/25/2029 <sup>(a)(c)</sup>  | 349 | 356 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029 <sup>(a)(c)</sup>  | 1616 | 1630 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class B, 5.45% 9/25/2029 <sup>(a)(c)</sup>  | 3709 | 3734 |
| Hertz Vehicle Financing, LLC, Series 2025-3A, Class A, 5.06% 12/26/2029 <sup>(a)(c)</sup>  | 2999 | 3034 |
| Hertz Vehicle Financing, LLC, Series 2025-3A, Class B, 5.59% 12/26/2029 <sup>(a)(c)</sup>  | 1610 | 1623 |
| Hertz Vehicle Financing, LLC, Series 2025-3A, Class C, 6.13% 12/26/2029 <sup>(a)(c)</sup>  | 1643 | 1657 |
| Hertz Vehicle Financing, LLC, Series 2025-4A, Class A, 5.41% 12/26/2031 <sup>(a)(c)</sup>  | 2000 | 2045 |
| Huntington National Bank (The), Series 2025-1, Class B, 4.957% 3/21/2033 <sup>(a)(c)</sup>  | 3254 | 3267 |
| 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 A3, 5.02% 3/15/2027 <sup>(a)(c)</sup>  | 217 | 217 |
| Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A4, 5.07% 2/15/2028 <sup>(a)(c)</sup>  | 267 | 268 |
| Hyundai Auto Lease Securitization Trust, Series 2026-A, Class B, 4.16% 5/15/2030 <sup>(a)(c)</sup>  | 2800 | 2787 |
| Hyundai Floorplan Master Owner Trust, Series 2025-1A, Class A, 4.01% 10/15/2030 <sup>(a)(c)</sup>  | 3113 | 3093 |
| LAD Auto Receivables Trust, Series 2023-1, Class C, 6.18% 12/15/2027 <sup>(a)(c)</sup>  | 115 | 115 |
| LAD Auto Receivables Trust, Series 2024-1, Class A3, 5.23% 1/18/2028 <sup>(a)(c)</sup>  | 11 | 11 |
| LAD Auto Receivables Trust, Series 2023-3, Class A4, 5.95% 3/15/2028 <sup>(a)(c)</sup>  | 80 | 80 |
| LAD Auto Receivables Trust, Series 2023-3, Class B, 6.09% 6/15/2028 <sup>(a)(c)</sup>  | 721 | 724 |
| LAD Auto Receivables Trust, Series 2023-3, Class C, 6.43% 12/15/2028 <sup>(a)(c)</sup>  | 608 | 616 |
| LAD Auto Receivables Trust, Series 2024-1, Class B, 5.33% 2/15/2029 <sup>(a)(c)</sup>  | 367 | 371 |
| LAD Auto Receivables Trust, Series 2024-1, Class C, 5.64% 6/15/2029 <sup>(a)(c)</sup>  | 444 | 452 |
| LAD Auto Receivables Trust, Series 2024-2, Class A4, 5.46% 7/16/2029 <sup>(a)(c)</sup>  | 507 | 513 |
| LAD Auto Receivables Trust, Series 2024-3A, Class B, 4.74% 1/15/2030 <sup>(a)(c)</sup>  | 410 | 413 |
| LAD Auto Receivables Trust, Series 2024-3A, Class C, 4.93% 3/15/2030 <sup>(a)(c)</sup>  | 148 | 149 |
| LAD Auto Receivables Trust, Series 2024-2, Class D, 6.37% 10/15/2031 <sup>(a)(c)</sup>  | 175 | 180 |
| Mercedes-Benz Auto Lease Trust, Series 2024-A, Class A3, 5.32% 1/18/2028 <sup>(c)</sup>  | 2246 | 2259 |
| Mercedes-Benz Auto Receivables Trust, Series 2024-1, Class A3, 4.80% 4/16/2029 <sup>(c)</sup>  | 1011 | 1016 |
| Mercedes-Benz Auto Receivables Trust, Series 2024-1, Class A4, 4.79% 7/15/2031 <sup>(c)</sup>  | 857 | 866 |
| PenFed Auto Receivables Owner Trust, Series 2025-A, Class A3, 4.03% 7/15/2030 <sup>(a)(c)</sup>  | 722 | 721 |
| Porsche Innovative Lease Owner Trust, Series 2024-1, Class A3, 4.67% 11/22/2027 <sup>(a)(c)</sup>  | 1668 | 1672 |
| Prestige Auto Receivables Trust, Series 2024-1, Class B, 5.71% 5/15/2028 <sup>(a)(c)</sup>  | 27 | 27 |
| Prestige Auto Receivables Trust, Series 2024-1, Class D, 6.21% 2/15/2030 <sup>(a)(c)</sup>  | 422 | 425 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2026-R1A, Class A, 5.659% 7/25/2034 <sup>(a)(c)</sup>  | 2308 | 2311 |

---

Capital Group Short Duration Income ETF — Page 17 of 27

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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>|
| Research-Driven Pagaya Motor Asset Trust I, Series 2026-R1A, Class B, 6.211% 7/25/2034 <sup>(a)(c)</sup>  | USD5,000 | $5010 |
| Santander Drive Auto Receivables Trust, Series 2023-6, Class A3, 5.93% 7/17/2028 <sup>(c)</sup>  | 41 | 41 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class B, 5.23% 12/15/2028 <sup>(c)</sup>  | 463 | 464 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class B, 5.78% 7/16/2029 <sup>(c)</sup>  | 1517 | 1531 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class B, 4.93% 9/17/2029 <sup>(c)</sup>  | 900 | 906 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class C, 5.45% 3/15/2030 <sup>(c)</sup>  | 124 | 125 |
| Santander Drive Auto Receivables Trust, Series 2025-4, Class B, 4.27% 1/15/2032 <sup>(c)</sup>  | 3491 | 3479 |
| Santander Drive Auto Receivables Trust, Series 2025-4, Class C, 4.52% 1/15/2032 <sup>(c)</sup>  | 3988 | 3974 |
| SBNA Auto Lease Trust, Series 2024-C, Class A3, 4.56% 2/22/2028 <sup>(a)(c)</sup>  | 592 | 592 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031 <sup>(a)(c)</sup>  | 225 | 227 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class C, 5.185% 7/25/2031 <sup>(a)(c)</sup>  | 719 | 725 |
| Securitized Term Auto Receivables Trust, Series 2026-A, Class B, 4.284% 3/25/2033 <sup>(a)(c)</sup>  | 529 | 528 |
| Securitized Term Auto Receivables Trust, Series 2026-A, Class C, 4.431% 3/25/2033 <sup>(a)(c)</sup>  | 247 | 247 |
| Securitized Term Auto Receivables Trust, Series 2026-A, Class D, 4.873% 3/25/2033 <sup>(a)(c)</sup>  | 247 | 247 |
| SFS Auto Receivables Securitization Trust, Series 2024-3A, Class B, 4.76% 11/20/2031 <sup>(a)(c)</sup>  | 1846 | 1856 |
| Space Coast Credit Union, Series 2025-1A, Class A2, 4.67% 11/15/2028 <sup>(a)(c)</sup>  | 2885 | 2890 |
| Space Coast Credit Union, Series 2024-1, Class A3, 5.11% 6/15/2029 <sup>(a)(c)</sup>  | 939 | 944 |
| Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3, 4.83% 10/16/2028 <sup>(c)</sup>  | 871 | 875 |
| Toyota Auto Receivables Owner Trust, Series 2024-A, Class A4, 4.77% 4/16/2029 <sup>(c)</sup>  | 659 | 665 |
| Tricolor Auto Securitization Trust, Series 2025-1A, Class A, 4.94% 2/15/2029 <sup>(a)(c)(f)</sup>  | 3596 | 2086 |
| Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728% 9/26/2033 <sup>(a)(c)</sup>  | 5673 | 5674 |
| United Auto Credit Securitization Trust, Series 2025-1, Class B, 5.05% 2/10/2028 <sup>(a)(c)</sup>  | 2419 | 2422 |
| United Auto Credit Securitization Trust, Series 2024-1, Class C, 7.06% 10/10/2029 <sup>(a)(c)</sup>  | 286 | 286 |
| VStrong Auto Receivables Trust, Series 2024-A, Class A3, 5.62% 12/15/2028 <sup>(a)(c)</sup>  | 92 | 92 |
| Western Funding Auto Loan Trust, Series 2025-1, Class A, 4.75% 7/16/2035 <sup>(a)(c)</sup>  | 1947 | 1958 |
| Western Funding Auto Loan Trust, Series 2025-1, Class B, 4.98% 9/17/2035 <sup>(a)(c)</sup>  | 1019 | 1026 |
| Westlake Automobile Receivables Trust, Series 2024-1, Class B, 5.55% 11/15/2027 <sup>(a)(c)</sup>  | 516 | 517 |
| Westlake Automobile Receivables Trust, Series 2023-1, Class C, 5.74% 8/15/2028 <sup>(a)(c)</sup>  | 204 | 205 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class C, 6.02% 9/15/2028 <sup>(a)(c)</sup>  | 597 | 600 |
| Westlake Automobile Receivables Trust, Series 2024-1, Class C, 5.65% 2/15/2029 <sup>(a)(c)</sup>  | 523 | 527 |
| Westlake Automobile Receivables Trust, Series 2024-1, Class D, 6.02% 10/15/2029 <sup>(a)(c)</sup>  | 703 | 716 |
| Westlake Automobile Receivables Trust, Series 2025-2A, Class B, 4.63% 1/15/2031 <sup>(a)(c)</sup>  | 1176 | 1181 |
| Westlake Automobile Receivables Trust, Series 2025-2A, Class C, 4.85% 1/15/2031 <sup>(a)(c)</sup>  | 1945 | 1953 |
| Westlake Automobile Receivables Trust, Series 2026-P1, Class B, 4.28% 4/15/2031 <sup>(a)(c)</sup>  | 1750 | 1739 |
| Westlake Automobile Receivables Trust, Series 2026-1A, Class B, 4.20% 5/15/2031 <sup>(a)(c)</sup>  | 1343 | 1338 |
| Westlake Automobile Receivables Trust, Series 2025-2A, Class D, 5.08% 5/15/2031 <sup>(a)(c)</sup>  | 3000 | 3001 |
| Westlake Automobile Receivables Trust, Series 2025-3A, Class B, 4.28% 7/15/2031 <sup>(a)(c)</sup>  | 1797 | 1795 |
| Westlake Automobile Receivables Trust, Series 2025-3A, Class C, 4.68% 7/15/2031 <sup>(a)(c)</sup>  | 1738 | 1738 |
| Westlake Automobile Receivables Trust, Series 2026-P1, Class C, 4.38% 8/15/2031 <sup>(a)(c)</sup>  | 1500 | 1489 |
| Westlake Flooring Master Trust, Series 2025-1A, Class A, 4.23% 10/15/2029 <sup>(a)(c)</sup>  | 4669 | 4669 |
| Wheels Fleet Lease Funding, LLC, Series 2024-2A, Class A1, 4.87% 6/21/2039 <sup>(a)(c)</sup>  | 1505 | 1516 |
| Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039 <sup>(a)(c)</sup>  | 1081 | 1088 |
|  |  | 216848 |
| **Other asset-backed securities 9.85%** |  |  |
| ACHV ABS Trust, Series 2024-2PL, Class A, 5.07% 10/27/2031 <sup>(a)(c)</sup>  | 371 | 373 |
| ACHV ABS Trust, Series 2025-1PL, Class B, 5.04% 4/26/2032 <sup>(a)(c)</sup>  | 1779 | 1784 |
| ACHV ABS Trust, Series 2025-1PL, Class C, 5.31% 4/26/2032 <sup>(a)(c)</sup>  | 2119 | 2125 |
| Affirm Asset Securitization Trust, Series 2025-X2, Class A, 4.45% 10/15/2030 <sup>(a)(c)</sup>  | 1181 | 1182 |
| Affirm Asset Securitization Trust, Series 2025-X2, Class B, 4.56% 10/15/2030 <sup>(a)(c)</sup>  | 1594 | 1593 |
| Affirm Master Trust, Series 2026-1A, Class A, 4.37% 2/15/2034 <sup>(a)(c)</sup>  | 2102 | 2095 |
| Affirm Master Trust, Series 2025-3A, Class A, 4.45% 10/16/2034 <sup>(a)(c)</sup>  | 2835 | 2825 |
| Affirm Master Trust, Series 2026-2A, Class A, 4.67% 4/16/2035 <sup>(a)(c)</sup>  | 3165 | 3173 |
| Affirm, Inc., Series 2025-X1, Class A, 5.08% 4/15/2030 <sup>(a)(c)</sup>  | 533 | 534 |

---

Capital Group Short Duration Income ETF — Page 18 of 27

------

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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>|
| Ansley Park Capital, LLC, Series 2025-A, Class A2, 4.43% 4/20/2035 <sup>(a)(c)</sup>  | USD3,002 | $2994 |
| APL Finance, LLC, Series 2025-1A, Class A, 4.81% 3/20/2036 <sup>(a)(c)</sup>  | 1871 | 1872 |
| Apollo Aviation Securitization Equity Trust, Series 2025-3A, Class A, 5.243% 2/16/2050 <sup>(a)(c)</sup>  | 4714 | 4659 |
| Apollo Aviation Securitization Equity Trust, Series 2025-2A, Class A, 5.522% 2/16/2050 <sup>(a)(c)</sup>  | 2615 | 2614 |
| Apollo Aviation Securitization Equity Trust, Series 2025-1A, Class A, 5.943% 2/16/2050 <sup>(a)(c)</sup>  | 1459 | 1470 |
| Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033 <sup>(a)(c)</sup>  | 63 | 63 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class B, 5.41% 3/15/2030 <sup>(a)(c)</sup>  | 190 | 192 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class C, 6.38% 1/15/2031 <sup>(a)(c)</sup>  | 139 | 141 |
| Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032 <sup>(a)(c)</sup>  | 2051 | 2082 |
| Capteris Equipment Finance, Series 2026-1A, Class A2, 4.44% 9/20/2033 <sup>(a)(c)</sup>  | 2061 | 2060 |
| Capteris Equipment Finance, Series 2026-1A, Class B, 4.95% 9/20/2033 <sup>(a)(c)</sup>  | 3320 | 3330 |
| Capteris Equipment Finance, Series 2026-1A, Class C, 5.18% 9/20/2033 <sup>(a)(c)</sup>  | 3320 | 3332 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050 <sup>(a)(c)</sup>  | 2152 | 2170 |
| Castlelake Aircraft Securitization Trust, Series 2025-3A, Class A, 5.087% 11/15/2050 <sup>(a)(c)</sup>  | 5757 | 5692 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 <sup>(a)(c)</sup>  | 1324 | 1120 |
| CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061 <sup>(a)(c)</sup>  | 1518 | 1232 |
| CFG Investments, Ltd., Series 2025-1, Class A, 6.47% 3/25/2036 <sup>(a)(c)</sup>  | 1489 | 1504 |
| CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045 <sup>(a)(c)</sup>  | 266 | 250 |
| CLI Funding VIII, LLC, Series 2022-1, Class A, 2.72% 1/18/2047 <sup>(a)(c)</sup>  | 1407 | 1305 |
| Commercial Equipment Finance, Series 2024-1, Class A, 5.97% 7/16/2029 <sup>(a)(c)</sup>  | 335 | 337 |
| Commercial Equipment Finance, Series 2025-1A, Class A, 4.83% 5/15/2031 <sup>(a)(c)</sup>  | 2262 | 2264 |
| Consolidated Communications, LLC, Series 2026-1A, Class A2, 5.079% 3/20/2056 <sup>(a)(c)</sup>  | 970 | 967 |
| Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031 <sup>(a)(c)</sup>  | 1831 | 1854 |
| Crossroads Asset Trust, Series 2024-A, Class A2, 5.90% 8/20/2030 <sup>(a)(c)</sup>  | 447 | 451 |
| Daimler Trucks Retail Trust, Series 2024-1, Class A4, 5.56% 7/15/2031 <sup>(c)</sup>  | 1452 | 1472 |
| Dell Equipment Finance Trust, Series 2024-2, Class B, 4.82% 8/22/2030 <sup>(a)(c)</sup>  | 1992 | 2005 |
| Dext ABS, LLC, Series 2025-2, Class A3, 4.23% 4/15/2036 <sup>(a)(c)</sup>  | 3609 | 3608 |
| Dext ABS, LLC, Series 2025-2, Class B, 4.66% 4/15/2036 <sup>(a)(c)</sup>  | 2800 | 2792 |
| DLLAD, LLC, Series 2024-1, Class A2, 5.50% 8/20/2027 <sup>(a)(c)</sup>  | 227 | 228 |
| DLLAD, LLC, Series 2024-1, Class A3, 5.30% 7/20/2029 <sup>(a)(c)</sup>  | 491 | 499 |
| EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032 <sup>(a)(c)</sup>  | 1920 | 1934 |
| Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040 <sup>(a)(c)</sup>  | 277 | 267 |
| Global SC Finance VII SRL, Series 2021-2A, Class A, 1.95% 8/17/2041 <sup>(a)(c)</sup>  | 653 | 615 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2025-1, Class A3, 4.49% 4/16/2029 <sup>(a)(c)</sup>  | 1805 | 1814 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2025-2, Class B, 4.50% 9/15/2032 <sup>(a)(c)</sup>  | 2028 | 2029 |
| HPEFS Equipment Trust, Series 2025-2A, Class B, 4.21% 11/22/2032 <sup>(a)(c)</sup>  | 490 | 488 |
| John Deere Owner Trust, Series 2024-A, Class A3, 4.96% 11/15/2028 <sup>(c)</sup>  | 753 | 757 |
| M&T Equipment Notes, Series 2024-1, Class A3, 4.76% 8/18/2031 <sup>(a)(c)</sup>  | 2289 | 2306 |
| Merchants Fleet Funding, LLC, Series 2024-1, Class A, 5.82% 4/20/2037 <sup>(a)(c)</sup>  | 1476 | 1483 |
| 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>  | 9228 | 9109 |
| MMP Capital, Series 2025-A, Class A, 5.36% 12/15/2031 <sup>(a)(c)</sup>  | 347 | 349 |
| MMP Capital, Series 2025-A, Class B, 5.72% 12/15/2031 <sup>(a)(c)</sup>  | 830 | 839 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061 <sup>(a)(c)</sup>  | 358 | 301 |
| NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031 <sup>(a)(c)</sup>  | 1206 | 1213 |
| NMEF Funding, LLC, Series 2025-A, Class A2, 4.72% 7/15/2032 <sup>(a)(c)</sup>  | 1437 | 1442 |
| NMEF Funding, LLC, Series 2025-A, Class B, 5.18% 7/15/2032 <sup>(a)(c)</sup>  | 1958 | 1973 |
| NMEF Funding, LLC, Series 2025-B, Class A2, 4.64% 1/18/2033 <sup>(a)(c)</sup>  | 2336 | 2345 |
| NMEF Funding, LLC, Series 2025-B, Class B, 4.73% 1/18/2033 <sup>(a)(c)</sup>  | 3178 | 3188 |
| Oaktree ABF Equipment ST, LLC, Series 2026-1A, Class A2, 4.50% 10/17/2033 <sup>(a)(c)</sup>  | 1039 | 1042 |
| OHS Issuer, LLC, Series 2026-1, Class A2, 5.98% 2/25/2061 <sup>(a)(c)</sup>  | 5040 | 4954 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031 <sup>(a)(c)</sup>  | 1020 | 1030 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class A, 4.98% 10/17/2031 <sup>(a)(c)</sup>  | 1001 | 1004 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class A, 5.08% 4/19/2032 <sup>(a)(c)</sup>  | 992 | 995 |

---

Capital Group Short Duration Income ETF — Page 19 of 27

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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>|
| OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class B, 5.52% 4/19/2032 <sup>(a)(c)</sup>  | USD1,015 | $1007 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-2A, Class A, 4.84% 11/17/2032 <sup>(a)(c)</sup>  | 643 | 643 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-2A, Class B, 5.23% 11/17/2032 <sup>(a)(c)</sup>  | 748 | 738 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-2A, Class C, 6.30% 11/17/2032 <sup>(a)(c)</sup>  | 709 | 699 |
| OWN Equipment Fund III, Series 2025-2M, Class A, 5.42% 3/27/2034 <sup>(a)(c)</sup>  | 1854 | 1850 |
| Pagaya AI Debt Selection Trust, Series 2025-R3, Class A, 4.841% 1/18/2033 <sup>(a)(c)</sup>  | 3274 | 3272 |
| Pagaya AI Debt Selection Trust, Series 2025-R3, Class B, 5.088% 1/18/2033 <sup>(a)(c)</sup>  | 3000 | 2994 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class A2, 4.739% 9/15/2033 <sup>(a)(c)</sup>  | 610 | 609 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class B, 5.37% 9/15/2033 <sup>(a)(c)</sup>  | 2815 | 2810 |
| Pagaya AI Debt Selection Trust, Series 2026-R1, Class A, 4.714% 12/15/2033 <sup>(a)(c)</sup>  | 3049 | 3042 |
| Pagaya AI Debt Selection Trust, Series 2026-R1, Class B, 5.276% 12/15/2033 <sup>(a)(c)</sup>  | 3801 | 3786 |
| Pagaya Point Of Sale Holdings Grantor Trust, Series 2025-2, Class A, 5.065% 7/20/2033 <sup>(a)(c)</sup>  | 4272 | 4275 |
| Pagaya Point Of Sale Holdings Grantor Trust, Series 2025-2, Class B, 5.212% 7/20/2033 <sup>(a)(c)</sup>  | 5000 | 5001 |
| PEAC Solutions Receivables, LLC, Series 2024-2A, Class A2, 4.74% 4/20/2027 <sup>(a)(c)</sup>  | 262 | 263 |
| PEAC Solutions Receivables, LLC, Series 2024-1A, Class A2, 5.79% 6/21/2027 <sup>(a)(c)</sup>  | 1001 | 1007 |
| PEAC Solutions Receivables, LLC, Series 2026-1A, Class A2, 4.27% 10/20/2028 <sup>(a)(c)</sup>  | 1288 | 1288 |
| PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028 <sup>(a)(c)</sup>  | 1083 | 1089 |
| PEAC Solutions Receivables, LLC, Series 2024-2A, Class A3, 4.65% 10/20/2031 <sup>(a)(c)</sup>  | 293 | 294 |
| PEAC Solutions Receivables, LLC, Series 2024-2A, Class B, 4.83% 10/20/2031 <sup>(a)(c)</sup>  | 764 | 767 |
| PEAC Solutions Receivables, LLC, Series 2026-1A, Class A3, 4.39% 7/20/2033 <sup>(a)(c)</sup>  | 1632 | 1632 |
| PFS Financing Corp., Series 2024-F, Class A, 4.75% 8/15/2029 <sup>(a)(c)</sup>  | 2969 | 2992 |
| PG&E Recovery Funding, LLC, Series 2024-A, Class A1, 4.838% 6/1/2035 <sup>(c)</sup>  | 1666 | 1692 |
| PK ALIFT Loan Funding, Series 2025-2, Class A, 4.75% 3/15/2043 <sup>(a)(c)</sup>  | 850 | 847 |
| PK ALIFT Loan Funding, Series 2026-1, Class A, 4.614% 9/15/2043 <sup>(a)(c)</sup>  | 674 | 667 |
| PK ALIFT Loan Funding 3, LP, Series 2024-1, Class A1, 5.842% 9/15/2039 <sup>(a)(c)</sup>  | 509 | 518 |
| PK ALIFT Loan Funding 4, LP, Series 2024-2, Class A, 5.052% 10/15/2039 <sup>(a)(c)</sup>  | 1164 | 1168 |
| Post Road Equipment Finance, Series 2025-1A, Class A2, 4.90% 5/15/2031 <sup>(a)(c)</sup>  | 731 | 736 |
| Post Road Equipment Finance, Series 2025-1A, Class B, 5.04% 5/15/2031 <sup>(a)(c)</sup>  | 1450 | 1466 |
| Post Road Equipment Finance, Series 2025-1A, Class C, 5.13% 5/15/2031 <sup>(a)(c)</sup>  | 3450 | 3487 |
| Reach Financial, LLC, Series 2024-2, Class A, 5.88% 7/15/2031 <sup>(a)(c)</sup>  | 182 | 183 |
| Reach Financial, LLC, Series 2026-1A, Class A, 4.32% 2/15/2033 <sup>(a)(c)</sup>  | 1087 | 1087 |
| Reach Financial, LLC, Series 2026-1A, Class B, 4.37% 2/15/2033 <sup>(a)(c)</sup>  | 1505 | 1500 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class A3, 5.11% 11/21/2033 <sup>(a)(c)</sup>  | 3567 | 3630 |
| SLAM, Ltd., Series 2024-1A, Class A, 5.335% 9/15/2049 <sup>(a)(c)</sup>  | 950 | 948 |
| Subway Funding, LLC, Series 2024-3, Class A2I, 5.246% 7/30/2054 <sup>(a)(c)</sup>  | 2157 | 2133 |
| Synchrony Card Issuance Trust, Series 2023-A2, Class A, 5.74% 10/15/2029 <sup>(c)</sup>  | 498 | 502 |
| Synchrony Card Issuance Trust, Series 2024-A2, Class A, 4.93% 7/15/2030 <sup>(c)</sup>  | 2835 | 2865 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 <sup>(a)(c)</sup>  | 663 | 636 |
| Textainer Marine Containers, Ltd., Series 2021-1, Class A, 1.68% 2/20/2046 <sup>(a)(c)</sup>  | 685 | 645 |
| Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046 <sup>(a)(c)</sup>  | 482 | 455 |
| Textainer Marine Containers, Ltd., Series 2025-1H, Class A, 6.43% 7/23/2050 <sup>(a)(c)</sup>  | 1836 | 1836 |
| Textainer Marine Containers, Ltd., Series 2025-1H, Class B, 8.06% 7/23/2050 <sup>(a)(c)</sup>  | 969 | 968 |
| TIF Funding II, LLC, Series 2021-1A, Class A, 1.65% 2/20/2046 <sup>(a)(c)</sup>  | 813 | 743 |
| Trinity Rail Leasing, LP, Series 2020-2A, Class A2, 2.56% 11/19/2050 <sup>(a)(c)</sup>  | 1727 | 1665 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045 <sup>(a)(c)</sup>  | 799 | 752 |
| U.S. Bank National Association, Series 2025-SUP1, Class B, 5.582% 2/25/2032 <sup>(a)(c)</sup>  | 939 | 946 |
| U.S. Bank National Association, Series 2025-SUP2, Class B1, 4.818% 9/25/2032 <sup>(a)(c)</sup>  | 1699 | 1704 |
| Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class B, 4.635% 3/15/2034 <sup>(a)(c)</sup>  | 760 | 756 |
| Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class C, 5.13% 3/15/2034 <sup>(a)(c)</sup>  | 815 | 809 |
| Upstart Securitization Trust, Series 2025-4, Class B, 5.20% 11/20/2035 <sup>(a)(c)</sup>  | 4000 | 4013 |
| Verdant Receivables, LLC, Series 2024-1, Class A2, 5.68% 12/12/2031 <sup>(a)(c)</sup>  | 405 | 412 |
| Verdant Receivables, LLC, Series 2024-1, Class C, 6.25% 12/12/2031 <sup>(a)(c)</sup>  | 164 | 169 |
| Verdant Receivables, LLC, Series 2025-1A, Class A3, 4.96% 5/12/2033 <sup>(a)(c)</sup>  | 3364 | 3399 |
| Verizon Master Trust, Series 2024-6, Class A1A, 4.17% 8/20/2030 <sup>(c)</sup>  | 1937 | 1938 |

---

Capital Group Short Duration Income ETF — Page 20 of 27

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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>|
| Verizon Master Trust, Series 2024-2, Class A, 4.83% 12/22/2031 <sup>(a)(c)</sup>  | USD652 | $662 |
| Verizon Master Trust, Series 24-5, Class A, 5.00% 6/21/2032 <sup>(a)(c)</sup>  | 625 | 638 |
| Verizon Master Trust, Series 2025-4, Class A, 4.76% 3/21/2033 <sup>(a)(c)</sup>  | 2825 | 2867 |
| Verizon Master Trust, Series 2025-10, Class A, 4.28% 10/20/2033 (4.96% on 10/20/2030) <sup>(a)(b)(c)</sup>  | 2693 | 2678 |
| VFI ABS, LLC, Series 2025-1A, Class A, 4.78% 6/24/2030 <sup>(a)(c)</sup>  | 695 | 697 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 <sup>(a)(c)</sup>  | 209 | 210 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class B, 5.06% 9/20/2032 <sup>(a)(c)</sup>  | 667 | 672 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class C, 5.28% 9/20/2032 <sup>(a)(c)</sup>  | 708 | 714 |
| 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 B, 4.57% 9/20/2033 <sup>(a)(c)</sup>  | 2105 | 2098 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class C, 4.76% 9/20/2033 <sup>(a)(c)</sup>  | 320 | 319 |
|  |  | 210465 |
| **Collateralized loan obligations 2.17%** |  |  |
| Allegro CLO, Ltd., Series 2019-1, Class ARR, (3-month USD CME Term SOFR + 1.13%) 4.798% 4/20/2032 <sup>(a)(c)(d)</sup>  | 564 | 564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apidos CLO, Ltd., Series 2019-32A, Class A1R, (3-month USD CME Term SOFR + 1.10%) 4.768% <br>1/20/2033 <sup>(a)(c)(d)</sup>  | 837 | 839 |
| ARES CLO, Ltd., Series 2021-62, Class A1R, (3-month USD CME Term SOFR + 1.07%) 4.738% 1/25/2034 <sup>(a)(c)(d)</sup>  | 1260 | 1259 |
| &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)(d)</sup>  | 3002 | 2998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2018-12A, Class ARR, (3-month USD CME Term SOFR + 0.93%) 4.583% <br>5/17/2031 <sup>(a)(c)(d)</sup>  | 319 | 319 |
| Blackrock CLO, Series 2025-2A, Class A, (3-month USD CME Term SOFR + 1.27%) 5.047% 11/21/2033 <sup>(a)(c)(d)</sup>  | 5969 | 5971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bluemountain CLO, Ltd., Series 2021-31A, Class A1R, (3-month USD CME Term SOFR + 1.10%) 4.768% <br> 4/19/2034 <sup>(a)(c)(d)</sup>  | 1368 | 1366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CIFC Funding, Ltd., Series 2023-2A, Class AR, (3-month USD CME Term SOFR + 1.13%) 4.792% <br>1/21/2037 <sup>(a)(c)(d)</sup>  | 3413 | 3406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund, CLO, Series 2015-37, Class AR, (3-month USD CME Term SOFR + 1.362%) 5.034% <br> 1/15/2031 <sup>(a)(c)(d)</sup>  | 31 | 31 |
| Flatiron CLO, Ltd., Series 2024-1A, Class A1R, (3-month USD CME Term SOFR + 1.08%) 4.752% 7/15/2036 <sup>(a)(c)(d)</sup>  | 2077 | 2074 |
| &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)(d)</sup>  | 501 | 501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2023-3A, Class AR, (3-month USD CME Term SOFR + 1.24%) 4.908% <br> 1/23/2037 <sup>(a)(c)(d)</sup>  | 4000 | 3985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golub Capital Partners Static, Ltd., CLO, Series 2024-1, Class AR, (3-month USD CME Term SOFR + 1.12%) <br> 4.788% 7/20/2035 <sup>(a)(c)(d)</sup>  | 1208 | 1208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golub Capital Private Credit Fund CLO, Series 2025-BSL1A, Class A1, (3-month USD CME Term SOFR + 1.05%) <br> 4.714% 1/20/2034 <sup>(a)(c)(d)</sup>  | 4000 | 3999 |
| &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)(d)</sup>  | 693 | 693 |
| &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)(d)</sup>  | 719 | 719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., CLO, Series 2022-4A, Class A1RN, (3-month USD CME Term SOFR + 1.00%) <br> 4.668% 7/24/2031 <sup>(a)(c)(d)</sup>  | 88 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., CLO, Series 2022-4A, Class A2R, (3-month USD CME Term SOFR + 1.30%) <br> 4.968% 7/24/2031 <sup>(a)(c)(d)</sup>  | 889 | 888 |
| Parallel CLO, Ltd., Series 2023-1A, Class A1R, (3-month USD CME Term SOFR + 1.39%) 5.058% 7/20/2036 <sup>(a)(c)(d)</sup>  | 3000 | 3004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point CLO, Ltd., Series 2013-3R, Class A, (3-month USD CME Term SOFR + 1.412%) 5.079% <br>4/18/2031 <sup>(a)(c)(d)</sup>  | 73 | 73 |
| &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)(d)</sup>  | 1328 | 1329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-1A, Class ARR, (3-month USD CME Term SOFR + 1.04%) 4.712% <br>4/15/2032 <sup>(a)(c)(d)</sup>  | 1239 | 1239 |

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Capital Group Short Duration Income ETF — Page 21 of 27

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Collateralized loan obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &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)(d)</sup>  | USD1,359 | $1358 |
| &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)(d)</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)(d)</sup>  | 2848 | 2848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2020-12A, Class B1R2, (3-month USD CME Term SOFR + 1.55%) 5.218% <br>4/25/2033 <sup>(a)(c)(d)</sup>  | 1318 | 1315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valley Stream Park CLO, Ltd., Series 2022-1A, Class ARR, (3-month USD CME Term SOFR + 1.19%) 4.858% <br> 1/20/2037 <sup>(a)(c)(d)</sup>  | 1000 | 1000 |
|  |  | 46302 |
| **Credit card 1.21%** |  |  |
| Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029 <sup>(a)(c)</sup>  | 5000 | 5005 |
| Evergreen Credit Card Trust, Series 2025-CRT5, Class B, 5.24% 5/15/2029 <sup>(a)(c)</sup>  | 574 | 579 |
| Evergreen Credit Card Trust, Series 2025-CRT5, Class C, 5.53% 5/15/2029 <sup>(a)(c)</sup>  | 230 | 232 |
| First National Master Note Trust, Series 2023-1, Class A, 5.13% 4/15/2029 <sup>(c)</sup>  | 592 | 592 |
| First National Master Note Trust, Series 2023-2, Class A, 5.77% 9/17/2029 <sup>(c)</sup>  | 668 | 673 |
| First National Master Note Trust, Series 2024-1, Class A, 5.34% 5/15/2030 <sup>(c)</sup>  | 2110 | 2137 |
| 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>  | 1212 | 1215 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 <sup>(a)(c)</sup>  | 2541 | 2540 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class C, 5.37% 12/16/2030 <sup>(a)(c)</sup>  | 1200 | 1199 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 <sup>(a)(c)</sup>  | 2591 | 2602 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class B, 5.21% 9/15/2031 <sup>(a)(c)</sup>  | 995 | 999 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class C, 5.41% 9/15/2031 <sup>(a)(c)</sup>  | 427 | 429 |
| World Financial Network Credit Card Master Trust, Series 2024-A, Class A, 5.47% 2/17/2031 <sup>(c)</sup>  | 2157 | 2187 |
| World Financial Network Credit Card Master Trust, Series 2024-B, Class A, 4.62% 5/15/2031 <sup>(c)</sup>  | 3374 | 3396 |
|  |  | 25937 |
| **Student loan 0.16%** |  |  |
| Nelnet Student Loan Trust, Series 2025-AA, Class A1A, 5.07% 3/15/2057 <sup>(a)(c)</sup>  | 3307 | 3332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SMB Private Education Loan Trust, Series 2023-C, Class A1B, (30-day Average USD-SOFR + 1.55%) 5.222% <br> 11/15/2052 <sup>(a)(c)(d)</sup>  | 163 | 165 |
|  |  | 3497 |
| **Total asset-backed obligations** |  | 503049 |
| **Bonds & notes of governments & government agencies outside the U.S. 0.63%**<br> **Colombia 0.30%**<br>|  |  |
| Colombia (Republic of) 5.375% 1/21/2029  | 6370 | 6319 |
| **Saudi Arabia 0.19%** |  |  |
| Saudi Arabia (Kingdom of) 4.25% 9/9/2030 <sup>(a)</sup> <br>| 4140 | 4053 |
| **Mexico 0.08%** |  |  |
| United Mexican States 5.00% 5/7/2029  | 1810 | 1825 |
| **Chile 0.06%** |  |  |
| Chile (Republic of) 4.85% 1/22/2029  | 1335 | 1353 |
| **Total bonds & notes of governments & government agencies outside the U.S.** |  | 13550 |

---

Capital Group Short Duration Income ETF — Page 22 of 27

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes 0.60%**<br> **U.S. Treasury 0.60%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 3.625% 8/31/2027 <sup>(g)</sup>  | USD1,673 | $1669 |
| U.S. Treasury 3.50% 9/30/2027  | 1609 | 1602 |
| U.S. Treasury 3.50% 10/31/2027 <sup>(g)</sup>  | 3100 | 3084 |
| U.S. Treasury 3.375% 2/29/2028  | 581 | 576 |
| U.S. Treasury 3.875% 3/31/2028 <sup>(g)</sup>  | 5874 | 5883 |
|  |  | 12814 |
| **Loans 0.07%**<br> **Financials 0.07%**<br>|  |  |
| Aero Capital Solutions, Inc., Term Loan, (1-month USD CME Term SOFR + 3.00%) 7.61% 11/17/2029 <sup>(a)(d)(f)(h)</sup>  | 1534 | 1534 |
| **Municipals 0.07%**<br> **Illinois 0.07%**<br>|  |  |
| City of Chicago, GO Bonds, Series 2026-A, 5.879% 1/1/2031  | 1470 | 1476 |
| **Total bonds, notes & other debt instruments** (cost: $2,085,242,000) |  | 2086311 |
| Short-term securities 2.42%<br> **Money market investments 2.42%**<br>| Shares |  |
| Capital Group Central Cash Fund 3.71% <sup>(i)(j)</sup>  | 516464 | 51641 |
| **Total short-term securities** (cost: $51,635,000) |  | 51641 |
| **Total investment securities 100.04%** (cost $2,136,877,000) |  | 2137952 |
| **Other assets less liabilities (0.04)%** |  | (838)<br>|
| **Net assets 100.00%** |  | $2137114 |

---

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) |
| 3.45% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD800,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2754)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2754)<br>|
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.1665% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2808 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.664% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $950 |

---

Capital Group Short Duration Income ETF — Page 23 of 27

------

**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 2.42%** | **Short-term securities 2.42%** | **Short-term securities 2.42%** | **Short-term securities 2.42%** | **Short-term securities 2.42%** | **Short-term securities 2.42%** | **Short-term securities 2.42%** | **Short-term securities 2.42%** |
| **Money market investments 2.42%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 3.71% <sup>(i)</sup> <br>| $89376 | &nbsp;&nbsp; $206387 | &nbsp;&nbsp; $244117 | &nbsp;&nbsp; $9 | &nbsp;&nbsp; $(14)<br>| &nbsp;&nbsp; $51641 | &nbsp;&nbsp; $690 |

---

&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 $867,154,000, which represented 40.58% of the net assets of the fund. 

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

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

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

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

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

<sup>(g)</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $6,982,000, which represented 0.33% of the net assets of the fund. 

<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 $1,534,000, which represented 0.07% 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.

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 Short Duration Income ETF — Page 24 of 27

------

**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. As of March 31, 2026, the fund did not have any futures contracts. The average month-end notional amount of futures contracts while held was $124,689,000. 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 while held was $889,900,000.

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

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

Capital Group Short Duration Income ETF — Page 25 of 27

------

**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  | $— | $995631 | $— | $995631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations  |  | 558257 |  | 558257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-backed obligations  |  | 500963 | 2086 | 503049 |
| &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>|  | 13550 |  | 13550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury bonds & notes  |  | 12814 |  | 12814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Loans  |  |  | 1534 | 1534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipals  |  | 1476 |  | 1476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities  | 51641 |  |  | 51641 |
| Total | $51641 | $2082691 | $3620 | $2137952 |

---

&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 centrally cleared interest rate swaps  | $— | $3704 | $— | $3704 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps  |  | (2754)<br>|  | (2754)<br>|
| Total | $— | $950 | $— | $950 |

---

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

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

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

---

| |
|:---|
| **Key to abbreviation(s)** |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| DAC = Designated Activity Company |
| GO = General Obligation |
| SOFR = Secured Overnight Financing Rate |
| TBA = To be announced |
| USD = U.S. dollars |
| UST = U.S. Treasury |

---

Capital Group Short Duration Income ETF — Page 26 of 27

------

**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.

ETGEFP1-307-0526

Capital Group Short Duration Income ETF — Page 27 of 27

------

## 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 Short Duration Income ETF

- **b. EDGAR series identifier (if any):** S000077687

- **c. LEI of Series:** 549300FEHF1DFHRICD05

**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:** $2152628101.05

**Total Liabilities:** $15518111.56

**Net Assets:** $2137109989.49

**Delayed Delivery Securities:** $5649024.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6940.90000000 | **1-Year:** -141402.21000000 | **5-Year:** -205872.13000000 | **10-Year:** -30421.30000000 | **30-Year:** -12792.06000000

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

- **3-Month:** -973.72000000 | **1-Year:** -15933.43000000 | **5-Year:** -11815.40000000 | **10-Year:** -9098.19000000 | **30-Year:** -5022.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238175 | 0.36%                | 0.48%                | -0.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $307952.21               | $-299773.18                                |
| Month 2  | $174947.66               | $4485996.90                                |
| Month 3  | $-45039.69               | $-19828811.02                              |

**Designated Index Information**

- **Index Name:** Bloomberg Gov/Credit Index (1-3 yr)

- **Index Identifier:** LGC3TRUU

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apollo Aviation Securitization Equity Trust                      | AASET MT-1 Ltd                                                                                                        | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2614784 | PA      | $2613778.45   | 0.12%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                      | AASET MT-1 Ltd                                                                                                        | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4713576 | PA      | $4658833.64   | 0.22%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                   | ACHV ABS TRUST 2024-2PL                                                                                               | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371436 | PA      | $372831.78    | 0.02%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                   | ACHV ABS Trust 2025-1PL                                                                                               | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1779006 | PA      | $1783982.12   | 0.08%             | 2032-04-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                   | ACHV ABS Trust 2025-1PL                                                                                               | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2119481 | PA      | $2124934.11   | 0.10%             | 2032-04-26      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR 2021-SFR3 Trust                                                                                                  | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2476703 | PA      | $2436614.34   | 0.11%             | 2038-10-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares LXII CLO Ltd                                                                                                     | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1259474.58   | 0.06%             | 2034-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                                                              | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8515527.88   | 0.40%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                      | AASET 2025-1                                                                                                          | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1458606 | PA      | $1470248.87   | 0.07%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                                                   | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4134382.52   | 0.19%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                                                            | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2387607.55   | 0.11%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                                                            | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1745835.28   | 0.08%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                                                            | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2108000 | PA      | $2077871.05   | 0.10%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2960825.52   | 0.14%             | 2029-02-28      | Fixed         | 4.13%                 | 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        |   2835000 | PA      | $2825321.03   | 0.13%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                                                                                   | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2102000 | PA      | $2094893.56   | 0.10%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                                                                                   | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3165000 | PA      | $3172560.24   | 0.15%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X1                                                                             | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533442 | PA      | $533765.37    | 0.02%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X2                                                                             | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1181194 | PA      | $1182197.03   | 0.06%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X2                                                                             | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1594000 | PA      | $1593262.93   | 0.07%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                   | Air Lease Corp                                                                                                        | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1056949.81   | 0.05%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust 2025-OANA                                                                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3564437.85   | 0.17%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                  | Allegro CLO X Ltd                                                                                                     | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    563592 | PA      | $563797.41    | 0.03%             | 2032-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F052441<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    492000 | PA      | $501637.81    | 0.02%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                          | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3973984.48   | 0.19%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                          | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3838981.44   | 0.18%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                                                      | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6348000 | PA      | $6403461.40   | 0.30%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                        | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3954781.28   | 0.19%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                        | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4467849.71   | 0.21%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust 2024-3                                                                   | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570695 | PA      | $570892.87    | 0.03%             | 2028-08-14      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust 2025-2                                                                   | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1042000 | PA      | $1045379.62   | 0.05%             | 2029-05-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust 2025-2                                                                   | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759000 | PA      | $1771438.59   | 0.08%             | 2031-04-14      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust 2024-4                                                                   | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184198 | PA      | $184281.44    | 0.01%             | 2028-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust 2024-4                                                                   | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $187532.54    | 0.01%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust 2024-4                                                                   | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1431000 | PA      | $1439816.68   | 0.07%             | 2031-08-12      | Fixed         | 5.34%                 | 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        |    375815 | PA      | $376849.70    | 0.02%             | 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        |   1820000 | PA      | $1854215.64   | 0.09%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                                                                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344996.16    | 0.02%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1830950.13   | 0.09%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                                                                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    950000 | PA      | $966296.08    | 0.05%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                                                                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1627012.56   | 0.08%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                                                                   | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4969181.65   | 0.23%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                           | American International Group Inc                                                                                      | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2728639.63   | 0.13%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                                                             | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7231000 | PA      | $7100783.07   | 0.33%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                                                             | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5394000 | PA      | $5475435.92   | 0.26%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                                                             | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7196000 | PA      | $7099185.16   | 0.33%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                    | Amphenol Corp                                                                                                         | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2730165.54   | 0.13%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                    | Amphenol Corp                                                                                                         | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3301719.63   | 0.15%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-8                                                                                       | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |   1283721 | PA      | $1285284.67   | 0.06%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                                          | Ansley Park Capital 2025-A LLC                                                                                        | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3001695 | PA      | $2993605.64   | 0.14%             | 2035-04-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                                                                   | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    781000 | PA      | $786515.52    | 0.04%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                                                                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3470190.61   | 0.16%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                            | Aon North America Inc                                                                                                 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5313347.47   | 0.25%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                            | Aon North America Inc                                                                                                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1695839.48   | 0.08%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XXXII                                                                                                      | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    837433 | PA      | $838762.43    | 0.04%             | 2033-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                                  | APL Finance 2023-1 DAC                                                                                                | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |   1871017 | PA      | $1871577.74   | 0.09%             | 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    | 0.02%             | 2041-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust                     | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                   | CUSIP: 039962AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311000 | PA      | $312268.26    | 0.01%             | 2031-11-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust                     | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                   | CUSIP: 039962AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384000 | PA      | $385615.18    | 0.02%             | 2031-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust                     | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                   | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312424 | PA      | $313389.78    | 0.01%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                            | Arroyo Mortgage Trust 2022-1                                                                                          | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218409 | PA      | $212806.62    | 0.01%             | 2056-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                            | Arroyo Mortgage Trust 2019-2                                                                                          | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216340 | PA      | $211454.78    | 0.01%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                            | Arroyo Mortgage Trust 2019-1                                                                                          | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47221 | PA      | $46108.34     | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                          | Arthur J Gallagher & Co                                                                                               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5808173.59   | 0.27%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                          | Arthur J Gallagher & Co                                                                                               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2477650.19   | 0.12%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                          | Astrazeneca Finance LLC                                                                                               | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    792000 | PA      | $805797.61    | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | 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        |   2337000 | PA      | $2362207.82   | 0.11%             | 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        |   2690980 | PA      | $2620010.46   | 0.12%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                  | AutoNation Finance Trust 2026-1                                                                                       | CUSIP: 05330WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1990082.80   | 0.09%             | 2031-06-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                  | AutoNation Finance Trust 2026-1                                                                                       | CUSIP: 05330WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1987438.80   | 0.09%             | 2031-10-14      | Fixed         | 4.56%                 | 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   | 0.23%             | 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: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     19667 | PA      | $19684.90     | 0.00%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     83333 | PA      | $83399.72     | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGL2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $291575.74    | 0.01%             | 2027-10-20      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003736.80   | 0.05%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    259000 | PA      | $262286.27    | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | 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        |    700000 | PA      | $716397.08    | 0.03%             | 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: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    289000 | PA      | $293456.76    | 0.01%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $779799.98    | 0.04%             | 2030-02-20      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    627000 | PA      | $631985.40    | 0.03%             | 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: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2919000 | PA      | $2964685.27   | 0.14%             | 2031-08-20      | Fixed         | 5.12%                 | 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        |   2001000 | PA      | $1987290.45   | 0.09%             | 2030-08-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE Systems PLC                                                                                                       | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    648000 | PA      | $661412.48    | 0.03%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                             | BAT International Finance PLC                                                                                         | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1956000 | PA      | $2029444.04   | 0.09%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                         | BHP Billiton Finance USA Ltd                                                                                          | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254664.17    | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS 2018-TALL Mortgage Trust                                                                                        | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $228738.64    | 0.01%             | 2037-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                                               | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7059000 | PA      | $7138110.21   | 0.33%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                                               | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1654000 | PA      | $1704529.34   | 0.08%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                                               | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3100000 | PA      | $3058379.62   | 0.14%             | 2032-01-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2024-5C6 Mortgage Trust                                                                                           | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784000 | PA      | $1816790.46   | 0.09%             | 2057-09-15      | Fixed         | 5.32%                 | 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   | 0.05%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2023-C6 MORTGAGE TRUST                                                                                            | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $62994.72     | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2023-5C1 Mortgage Trust                                                                                           | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $92132.88     | 0.00%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                        | BXP Trust 2017-GM                                                                                                     | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    887000 | PA      | $872210.78    | 0.04%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2021-ACNT                                                                                | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373526 | PA      | $373353.70    | 0.02%             | 2038-11-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2022-AHP                                                                                 | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475231 | PA      | $475287.35    | 0.02%             | 2039-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                                               | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1438000 | PA      | $1458002.42   | 0.07%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-CNYN                                                                                                    | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1561386 | PA      | $1563469.67   | 0.07%             | 2041-04-15      | Floating      | 5.11%                 | 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    | 0.03%             | 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        |   3803000 | PA      | $3802094.89   | 0.18%             | 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        |   4521000 | PA      | $4515107.33   | 0.21%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VOLT                                                                                                    | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997000 | PA      | $3976158.04   | 0.19%             | 2044-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                   | BOCA Commercial Mortgage Trust 2025-BOCA                                                                              | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4111000 | PA      | $4120324.98   | 0.19%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ARIA                                                                                                    | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6038154.60   | 0.28%             | 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        |    896062 | PA      | $897109.85    | 0.04%             | 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        |   3002000 | PA      | $2997527.02   | 0.14%             | 2036-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                  | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5899000 | PA      | $5826426.14   | 0.27%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                  | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149275.01    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                  | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1307452.90   | 0.06%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5252000 | PA      | $4656050.57   | 0.22%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $623036.62    | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9584000 | PA      | $9648042.11   | 0.45%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                  | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3872000 | PA      | $3994817.83   | 0.19%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3377150.54   | 0.16%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | Bank of Montreal                                                                                                      | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3634120.01   | 0.17%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                           | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    178000 | PA      | $181016.14    | 0.01%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                           | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520072.99   | 0.07%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | Bank of Nova Scotia/The                                                                                               | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2584452.00   | 0.12%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2019-BNK18                                                                                                       | CUSIP: 065402BC2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    413963 | PA      | $398757.15    | 0.02%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2017-BNK4                                                                                                        | CUSIP: 06541FAZ2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    819464 | PA      | $812117.82    | 0.04%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2017-BNK4                                                                                                        | CUSIP: 06541FBA6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1127000 | PA      | $1114001.07   | 0.05%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR8                                                                                                       | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $446113.05    | 0.02%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR18                                                                                                      | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843000 | PA      | $853560.26    | 0.04%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR14                                                                                                      | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227000 | PA      | $1269637.51   | 0.06%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR14                                                                                                      | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1403000 | PA      | $1426898.42   | 0.07%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2023-5YR1                                                                                                       | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133000 | PA      | $136600.82    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR11                                                                                                      | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2142039 | PA      | $2225262.36   | 0.10%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR12                                                                                                      | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $363704.99    | 0.02%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR12                                                                                                      | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166000 | PA      | $171918.76    | 0.01%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion CLO XII Ltd                                                                                                 | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    318856 | PA      | $318948.14    | 0.01%             | 2031-05-17      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                         | Baxter International Inc                                                                                              | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3636000 | PA      | $3550875.10   | 0.17%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                         | Baxter International Inc                                                                                              | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2929000 | PA      | $2893059.44   | 0.14%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                         | Baxter International Inc                                                                                              | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   4971000 | PA      | $4908471.43   | 0.23%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-5C31                                                                                        | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574000 | PA      | $588776.88    | 0.03%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                            | Becton Dickinson & Co                                                                                                 | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101130.51    | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2018-B3 Mortgage Trust                                                                                      | CUSIP: 08161BBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $769571.44    | 0.04%             | 2051-04-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2018-B2 Mortgage Trust                                                                                      | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304956 | PA      | $300706.47    | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2018-B7 Mortgage Trust                                                                                      | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145059 | PA      | $144566.54    | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2020-B19 Mortgage Trust                                                                                     | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351052 | PA      | $312512.46    | 0.01%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2024-V10 Mortgage Trust                                                                                     | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53362 | PA      | $54354.27     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2025-V14 Mortgage Trust                                                                                     | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105000 | PA      | $1141998.05   | 0.05%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2024-V9 Mortgage Trust                                                                                      | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844567 | PA      | $866976.07    | 0.04%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2024-V9 Mortgage Trust                                                                                      | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51513.02     | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | 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        |     62842 | PA      | $62553.65     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BLACKROCK LTD                                                    | BlackRock DLF X 2025-C CLO LP                                                                                         | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5969000 | PA      | $5971304.03   | 0.28%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                                     | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                               | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $191651.59    | 0.01%             | 2030-03-15      | Fixed         | 5.41%                 | 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    | 0.01%             | 2031-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO XXXI Ltd                                                                                             | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1368000 | PA      | $1366396.70   | 0.06%             | 2034-04-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                                                        | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1024718.90   | 0.05%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2024-5C3 Mortgage Trust                                                                                           | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561000 | PA      | $579222.74    | 0.03%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2024-5C8 Mortgage Trust                                                                                           | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $463317.62    | 0.02%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C9 Mortgage Trust                                                                                           | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1428845.51   | 0.07%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | Boeing Co/The                                                                                                         | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13021000 | PA      | $13249476.49  | 0.62%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | Boeing Co/The                                                                                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1289544.24   | 0.06%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2023-NQM8                                                                             | CUSIP: 10567MAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1251960 | PA      | $1258271.70   | 0.06%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2020-RPL1                                                                             | CUSIP: 10568YAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     26158 | PA      | $25871.61     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | Bravo Residential Funding Trust Series 2025-NQM1                                                                      | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4453107 | PA      | $4475785.39   | 0.21%             | 2064-12-25      | Variable      | 5.60%                 | 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        |   2927789 | PA      | $2941127.91   | 0.14%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust 2025-3                                                                  | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3006161.70   | 0.14%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust 2025-3                                                                  | CUSIP: 107920AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3003495.30   | 0.14%             | 2031-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust 2026-1                                                                  | CUSIP: 107927AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    923000 | PA      | $919257.79    | 0.04%             | 2031-11-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust 2026-1                                                                  | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2232998.10   | 0.10%             | 2031-11-17      | Fixed         | 4.44%                 | 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        |     79856 | PA      | $79932.96     | 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        |    370000 | PA      | $372618.12    | 0.02%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust 2024-2                                                                  | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173545 | PA      | $173654.69    | 0.01%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust 2024-2                                                                  | CUSIP: 10805MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2009820.60   | 0.09%             | 2030-02-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust 2024-3                                                                  | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1441000 | PA      | $1463454.09   | 0.07%             | 2030-05-15      | Fixed         | 5.83%                 | 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        |    787000 | PA      | $789828.08    | 0.04%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                          | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020851.56   | 0.05%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                          | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3159411.82   | 0.15%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                | Brown & Brown Inc                                                                                                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3134901.44   | 0.15%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                | Brown & Brown Inc                                                                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8526405.85   | 0.40%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                | Brown & Brown Inc                                                                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3687553.49   | 0.17%             | 2030-06-23      | Fixed         | 4.90%                 | 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   | 0.08%             | 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        |   3361000 | PA      | $3405451.91   | 0.16%             | 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        |   1911422 | PA      | $1915649.25   | 0.09%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-GW                                                                                                      | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4007316.80   | 0.19%             | 2042-07-15      | Floating      | 5.27%                 | 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        |    375000 | PA      | $369394.95    | 0.02%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited                                   | CFG Investments Ltd                                                                                                   | CUSIP: 12528GAM4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |   1489000 | PA      | $1504387.77   | 0.07%             | 2036-03-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                          | CF Hippolyta Issuer LLC                                                                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1323530 | PA      | $1119630.00   | 0.05%             | 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        |   1518224 | PA      | $1232328.90   | 0.06%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | CFMT 2024-R1 LLC                                                                                                      | CUSIP: 12530YAA7<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   1698393 | PA      | $1666660.01   | 0.08%             | 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        |   3676264 | PA      | $3681996.66   | 0.17%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2023-II Ltd                                                                                              | CUSIP: 125488AL0<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   3413000 | PA      | $3406494.82   | 0.16%             | 2037-01-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                  | Cigna Group/The                                                                                                       | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509144.31    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                  | Cigna Group/The                                                                                                       | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2892975.45   | 0.14%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                  | CLI Funding VI LLC                                                                                                    | CUSIP: 12563LAQ0<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    265685 | PA      | $250318.19    | 0.01%             | 2045-09-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                  | CLI Funding VIII LLC                                                                                                  | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   1407089 | PA      | $1304606.95   | 0.06%             | 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        |   2323905 | PA      | $2301380.30   | 0.11%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                  | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                             | CUSIP: 12595JAG9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $67268.73     | 0.00%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                  | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                             | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1758965.94   | 0.08%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                   | CPS Auto Receivables Trust 2024-B                                                                                     | CUSIP: 12627SAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1064657 | PA      | $1067803.86   | 0.05%             | 2028-10-16      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                   | CPS Auto Receivables Trust 2024-B                                                                                     | CUSIP: 12627SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2023860.60   | 0.09%             | 2030-07-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                   | Consumer Portfolio Services Auto Trust 2025-B                                                                         | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1929000 | PA      | $1936258.83   | 0.09%             | 2029-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                   | Consumer Portfolio Services Auto Trust 2025-B                                                                         | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2629000 | PA      | $2648467.22   | 0.12%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                   | CPS Auto Receivables Trust 2023-A                                                                                     | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54540 | PA      | $54565.70     | 0.00%             | 2029-04-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                       | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    910000 | PA      | $922012.75    | 0.04%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3168935.43   | 0.15%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                                                          | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    125000 | PA      | $128418.89    | 0.01%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                                                          | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5564000 | PA      | $5616335.26   | 0.26%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    790000 | PA      | $811853.80    | 0.04%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2950000 | PA      | $2955451.19   | 0.14%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                                                          | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2049000 | PA      | $2052157.10   | 0.10%             | 2031-07-03      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                              | Cali 2024-Sun                                                                                                         | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454000 | PA      | $454640.05    | 0.02%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                            | Campbell's Company/The                                                                                                | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   4079000 | PA      | $4102106.56   | 0.19%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                            | Campbell's Company/The                                                                                                | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257485.19    | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                           | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3475000 | PA      | $3504944.77   | 0.16%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                           | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5945000 | PA      | $5948032.25   | 0.28%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                           | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $2117905.75   | 0.10%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                         | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2182000 | PA      | $2210673.86   | 0.10%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                           | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3462635.79   | 0.16%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                                  | Capital Group Central Cash Fund                                                                                       | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |    607086 | NS      | $60702510.84  | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                                                            | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1347243.13   | 0.06%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                                                            | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3300122.19   | 0.15%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance                                       | Capteris Equipment Finance 2024-1 LLC                                                                                 | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2050658 | PA      | $2082021.13   | 0.10%             | 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        |   2061000 | PA      | $2059757.42   | 0.10%             | 2033-09-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance                                       | Capteris Equipment Finance 2026-1 LLC                                                                                 | CUSIP: 14077FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3320000 | PA      | $3330162.69   | 0.16%             | 2033-09-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance                                       | Capteris Equipment Finance 2026-1 LLC                                                                                 | CUSIP: 14077FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3320000 | PA      | $3332073.01   | 0.16%             | 2033-09-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust 2023-P3                                                                                | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70544 | PA      | $70877.11     | 0.00%             | 2028-08-10      | Fixed         | 5.82%                 | 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        |   2800674 | PA      | $2737213.06   | 0.13%             | 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        |   5756539 | PA      | $5692413.76   | 0.27%             | 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        |   2151611 | PA      | $2169601.01   | 0.10%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    528000 | PA      | $539245.87    | 0.03%             | 2027-07-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2097719.33   | 0.10%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                         | CenterPoint Energy Houston Electric LLC                                                                               | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255676.45    | 0.01%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | CFMT 2024-HB15 LLC                                                                                                    | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    515239 | PA      | $513985.28    | 0.02%             | 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        |    485000 | PA      | $476013.58    | 0.02%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3941000 | PA      | $4083105.60   | 0.19%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                        | Chesapeake Funding II LLC                                                                                             | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    150226 | PA      | $151220.45    | 0.01%             | 2035-10-15      | Fixed         | 6.16%                 | 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        |    581000 | PA      | $582270.85    | 0.03%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                  | Chevron USA Inc                                                                                                       | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1059538.10   | 0.05%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                               | CHICAGO IL                                                                                                            | CUSIP: 1674862D0<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1476229.42   | 0.07%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                                                                  | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1335000 | PA      | $1352688.75   | 0.06%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                         | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361000 | PA      | $368181.05    | 0.02%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                  | Citizens Auto Receivables Trust 2023-2                                                                                | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204286 | PA      | $205310.53    | 0.01%             | 2028-02-15      | Fixed         | 5.83%                 | 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        |    680000 | PA      | $689033.73    | 0.03%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                         | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199063.90    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                         | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558552.42    | 0.03%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                         | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5963000 | PA      | $6003707.97   | 0.28%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                         | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2719392.94   | 0.13%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2016-GC36                                                                         | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259149 | PA      | $257422.02    | 0.01%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                                                           | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1513820.38   | 0.07%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                                                           | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    780000 | PA      | $790515.16    | 0.04%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                                                           | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4418402.82   | 0.21%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                                                           | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1222023.14   | 0.06%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                         | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9148751.52   | 0.43%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2023-PRM3                                                                         | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $773359.35    | 0.04%             | 2028-07-10      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                         | Citizens Financial Group Inc                                                                                          | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    379000 | PA      | $390367.03    | 0.02%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                             | Colombia Government International Bond                                                                                | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6370000 | PA      | $6319040.00   | 0.30%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2023-1 Mortgage Loan Trust                                                                                       | CUSIP: 19688NAA6<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    640041 | PA      | $639060.95    | 0.03%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2023-3 Mortgage Loan Trust                                                                                       | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    690862 | PA      | $695361.24    | 0.03%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                         | Columbia Pipelines Holding Co LLC                                                                                     | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $464697.72    | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                                                          | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614382.73    | 0.03%             | 2029-06-01      | Fixed         | 5.10%                 | 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        |    334913 | PA      | $337033.29    | 0.02%             | 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        |   2261832 | PA      | $2264237.74   | 0.11%             | 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        |    983000 | PA      | $977332.12    | 0.05%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2616683 | PA      | $2624559.69   | 0.12%             | 2046-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    230283 | PA      | $230175.86    | 0.01%             | 2044-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753GAG6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    333000 | PA      | $336943.25    | 0.02%             | 2044-05-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753UAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    515562 | PA      | $515562.04    | 0.02%             | 2044-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    995000 | PA      | $1013402.72   | 0.05%             | 2044-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754EAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    177589 | PA      | $177909.62    | 0.01%             | 2043-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    288370 | PA      | $288249.82    | 0.01%             | 2044-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754GAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    593000 | PA      | $601207.77    | 0.03%             | 2044-02-25      | Floating      | 6.16%                 | 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    | 0.03%             | 2045-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1559857 | PA      | $1556731.89   | 0.07%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755RAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1520432 | PA      | $1520684.47   | 0.07%             | 2044-09-25      | 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        |    221160 | PA      | $221410.81    | 0.01%             | 2044-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    202106 | PA      | $203040.93    | 0.01%             | 2043-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                           | ConocoPhillips Co                                                                                                     | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1816423.09   | 0.08%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | Constellation Brands Inc                                                                                              | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389667.33    | 0.02%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | Constellation Brands Inc                                                                                              | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    248000 | PA      | $249575.82    | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                              | Consumers Energy Co                                                                                                   | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    564000 | PA      | $570138.11    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                         | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                  | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4632000 | PA      | $4486743.72   | 0.21%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                   | CPS Auto Receivables Trust 2023-C                                                                                     | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290675 | PA      | $292743.93    | 0.01%             | 2029-10-15      | Fixed         | 6.27%                 | 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        |    823000 | PA      | $822954.41    | 0.04%             | 2030-04-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                   | Consumer Portfolio Services Auto Trust 2025-D                                                                         | CUSIP: 223936AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1423000 | PA      | $1428493.06   | 0.07%             | 2032-02-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                   | CPS Auto Receivables Trust 2026-A                                                                                     | CUSIP: 22410MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3990375.20   | 0.19%             | 2032-05-17      | Fixed         | 4.63%                 | 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        |    113059 | PA      | $113620.23    | 0.01%             | 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      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust 2025-2                                                                              | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2744000 | PA      | $2744171.77   | 0.13%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust 2025-2                                                                              | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1513000 | PA      | $1517279.07   | 0.07%             | 2036-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust 2025-2                                                                              | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292000 | PA      | $294018.30    | 0.01%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                   | Crockett Partners Equipment Co IIA LLC                                                                                | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830940 | PA      | $1854246.52   | 0.09%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                           | Crossroads Asset Trust 2024-A                                                                                         | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447254 | PA      | $451022.27    | 0.02%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                    | DTE Energy Co                                                                                                         | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355943.26    | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                    | DTE Energy Co                                                                                                         | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258395.98   | 0.06%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                              | DT Auto Owner Trust 2023-1                                                                                            | CUSIP: 23346KAE0<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    149355 | PA      | $149491.14    | 0.01%             | 2028-10-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                        | DLLAD 2024-1 LLC                                                                                                      | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227392 | PA      | $228026.19    | 0.01%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                        | DLLAD 2024-1 LLC                                                                                                      | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491000 | PA      | $498843.33    | 0.02%             | 2029-07-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                           | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351837.15    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                           | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1336060.56   | 0.06%             | 2027-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                           | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216828.83    | 0.01%             | 2029-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                           | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1092112.94   | 0.05%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                           | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    827000 | PA      | $840093.54    | 0.04%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                                      | Daimler Trucks Retail Trust 2024-1                                                                                    | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1452000 | PA      | $1471541.89   | 0.07%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | Danske Bank A/S                                                                                                       | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4224000 | PA      | $4234018.69   | 0.20%             | 2029-03-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                     | DC Commercial Mortgage Trust 2023-DC                                                                                  | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2490000 | PA      | $2540232.76   | 0.12%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                     | Dell Equipment Finance Trust 2024-2                                                                                   | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1992000 | PA      | $2004943.62   | 0.09%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2575000 | PA      | $2421596.20   | 0.11%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    382000 | PA      | $385245.98    | 0.02%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1025000 | PA      | $1030037.72   | 0.05%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1632000 | PA      | $1649298.79   | 0.08%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8035000 | PA      | $7910966.12   | 0.37%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4398000 | PA      | $4332271.63   | 0.20%             | 2032-02-06      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                         | Dext ABS 2025-2 LLC                                                                                                   | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3609000 | PA      | $3608086.20   | 0.17%             | 2036-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                         | Dext ABS 2025-2 LLC                                                                                                   | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2792052.48   | 0.13%             | 2036-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                           | Diageo Investment Corp                                                                                                | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1473781.40   | 0.07%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                              | Dow Chemical Co/The                                                                                                   | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2667870.89   | 0.12%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust 2024-2                                                                                   | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1114000 | PA      | $1116384.52   | 0.05%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust 2024-2                                                                                   | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1095419.70   | 0.05%             | 2032-05-17      | Fixed         | 4.67%                 | 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        |    260684 | PA      | $261466.25    | 0.01%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust 2024-1                                                                                   | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723000 | PA      | $730054.02    | 0.03%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust 2025-1                                                                                   | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1849000 | PA      | $1858247.40   | 0.09%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust 2025-1                                                                                   | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497000 | PA      | $501153.78    | 0.02%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 37 Senior Loan Fund                                                                                            | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |     30622 | PA      | $30631.91     | 0.00%             | 2031-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | Duke Energy Florida LLC                                                                                               | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5095295.31   | 0.24%             | 2030-12-01      | Fixed         | 4.20%                 | 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        |   3062000 | PA      | $3093493.28   | 0.14%             | 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        |   1745355 | PA      | $1729678.81   | 0.08%             | 2071-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2026-NQM4                                                                                                        | CUSIP: 26846KAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5622607 | PA      | $5627791.04   | 0.26%             | 2071-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM4                                                                                                        | CUSIP: 26846RAA1<br>LEI: 254900CD2QA4YMZIVN66 | Long             | ABS-MBS          | CORP              | US        |   5063902 | PA      | $5039627.16   | 0.24%             | 2070-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   1928000 | PA      | $1932859.72   | 0.09%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   1752000 | PA      | $1756416.09   | 0.08%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG Resources Inc                                                                                                     | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    706000 | PA      | $708288.89    | 0.03%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG Resources Inc                                                                                                     | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2781324.87   | 0.13%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                       | Eaton Corp                                                                                                            | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3475762.43   | 0.16%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                       | Eaton Corp                                                                                                            | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3465957.11   | 0.16%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                       | Eaton Corp                                                                                                            | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2233049.62   | 0.10%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                  | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    723000 | PA      | $763194.38    | 0.04%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                  | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4991162.62   | 0.23%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                  | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1878077.28   | 0.09%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2433000 | PA      | $2522435.08   | 0.12%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                                                          | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4782000 | PA      | $4822839.91   | 0.23%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                                                          | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $311344.52    | 0.01%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                    | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $2118606.04   | 0.10%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1198894.78   | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | 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        |    380000 | PA      | $385332.77    | 0.02%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                                                           | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   6075000 | PA      | $6056816.19   | 0.28%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                      | Evergreen Credit Card Trust                                                                                           | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    574000 | PA      | $579233.73    | 0.03%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                      | Evergreen Credit Card Trust                                                                                           | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    230000 | PA      | $231343.75    | 0.01%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                                                     | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1180326.84   | 0.06%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                                                     | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4539273.10   | 0.21%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2023-4                                                                            | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295682 | PA      | $296901.25    | 0.01%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2024-4                                                                            | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1064875 | PA      | $1068106.32   | 0.05%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2024-4                                                                            | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423000 | PA      | $427760.70    | 0.02%             | 2030-08-15      | Fixed         | 5.48%                 | 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        |    420000 | PA      | $418712.07    | 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        |    615000 | PA      | $612987.66    | 0.03%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2025-5                                                                            | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $660662.21    | 0.03%             | 2032-03-15      | Fixed         | 5.16%                 | 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        |    140936 | PA      | $141147.32    | 0.01%             | 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        |    355000 | PA      | $357635.95    | 0.02%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2024-1                                                                            | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574000 | PA      | $582412.54    | 0.03%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2022-6                                                                            | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23811 | PA      | $23833.93     | 0.00%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2023-1                                                                            | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197257 | PA      | $199402.62    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2026-1                                                                            | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912000 | PA      | $906540.68    | 0.04%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2026-1                                                                            | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3952839.20   | 0.18%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                       | Exeter Select Automobile Receivables Trust 2025-1                                                                     | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452166 | PA      | $452994.29    | 0.02%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                       | Exeter Select Automobile Receivables Trust 2025-3                                                                     | CUSIP: 30185FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1682000 | PA      | $1678958.27   | 0.08%             | 2032-03-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                       | Exeter Select Automobile Receivables Trust 2025-3                                                                     | CUSIP: 30185FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3021984.00   | 0.14%             | 2032-03-15      | Fixed         | 5.00%                 | 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        |   2322000 | PA      | $2325049.25   | 0.11%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                                                                    | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3798672.31   | 0.18%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                           | FS Commercial Mortgage Trust 2023-4SZN                                                                                | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808000 | PA      | $815963.32    | 0.04%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust                        | FARM 2025-1 Mortgage Trust                                                                                            | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4572008 | PA      | $4609893.54   | 0.22%             | 2055-08-01      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust                        | FARM 2024-2 Mortgage Trust                                                                                            | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    490481 | PA      | $491607.18    | 0.02%             | 2054-08-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132CXTH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700795 | PA      | $723716.06    | 0.03%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DQ3W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25231 | PA      | $25949.08     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DTUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590522 | PA      | $616760.41    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2496378 | PA      | $2548447.59   | 0.12%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1746312 | PA      | $1782004.15   | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130970 | PA      | $135568.56    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410448 | PA      | $412930.52    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647897 | PA      | $660928.37    | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8909 | PA      | $9093.21      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4915809 | PA      | $5015414.66   | 0.23%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10243272 | PA      | $10300492.83  | 0.48%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11805429 | PA      | $11872639.85  | 0.56%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2250076 | PA      | $2294883.79   | 0.11%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2189502 | PA      | $2233103.98   | 0.10%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35335188 | PA      | $36038854.56  | 1.69%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39851085 | PA      | $40644681.49  | 1.90%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133CJYW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21394 | PA      | $21940.08     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133CN2G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492286 | PA      | $495123.30    | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133CNCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478427 | PA      | $483197.45    | 0.02%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57891 | PA      | $59124.87     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133CUL20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21130 | PA      | $21584.52     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133CWLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155920 | PA      | $159109.75    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133CXPB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2129900 | PA      | $2174234.02   | 0.10%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133D1SQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3279390 | PA      | $3345256.55   | 0.16%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133WCWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604314 | PA      | $618232.35    | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133WFBN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786525 | PA      | $804224.35    | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3133WMW73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609550 | PA      | $629526.48    | 0.03%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1233348 | PA      | $1275947.54   | 0.06%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140A1FR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27304 | PA      | $27881.66     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140A6M52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78639 | PA      | $81076.30     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140A6UE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457103 | PA      | $467283.36    | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140A6VM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797948 | PA      | $802864.70    | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140A8U34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903056 | PA      | $909807.21    | 0.04%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140AAF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800967 | PA      | $819413.21    | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140AB4L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26502 | PA      | $26676.19     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140ACB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1635506 | PA      | $1670329.13   | 0.08%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140ACBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358655 | PA      | $360943.32    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140APGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907849 | PA      | $1945842.45   | 0.09%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110382 | PA      | $112580.26    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55099 | PA      | $56205.84     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140AWY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2701937 | PA      | $2755825.19   | 0.13%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140AWYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2153217 | PA      | $2196193.96   | 0.10%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140B04M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1649815 | PA      | $1688000.44   | 0.08%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82438 | PA      | $84097.77     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140B8ER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2484976 | PA      | $2537084.77   | 0.12%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140BEN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831342 | PA      | $835864.17    | 0.04%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140BULX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456443 | PA      | $458905.14    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140NQLE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28822 | PA      | $29043.54     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140QTN62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58523 | PA      | $60024.57     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140QUFR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1683131 | PA      | $1719126.23   | 0.08%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1734435 | PA      | $1768974.87   | 0.08%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140W0P74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3091591 | PA      | $3109034.45   | 0.15%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83330 | PA      | $84989.84     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140Y6F62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358357 | PA      | $369805.00    | 0.02%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140YXQV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43910 | PA      | $44991.50     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 3140YXZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132011 | PA      | $134826.98    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3270327 | PA      | $3291026.36   | 0.15%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598916 | PA      | $612226.78    | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31336 | PA      | $31570.22     | 0.00%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3124204 | PA      | $3189072.44   | 0.15%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153568 | PA      | $158492.25    | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4670152 | PA      | $4764069.54   | 0.22%             | 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        |    254319 | PA      | $263103.01    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3401149 | PA      | $3468879.79   | 0.16%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882640 | PA      | $900217.40    | 0.04%             | 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        |  14614252 | PA      | $14905281.23  | 0.70%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414518 | PA      | $422772.34    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1641347 | PA      | $1674032.35   | 0.08%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728024 | PA      | $753170.37    | 0.04%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159285 | PA      | $164373.27    | 0.01%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3951057 | PA      | $3973128.55   | 0.19%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                       | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10078049 | PA      | $10131984.86  | 0.47%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 31426KLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77310 | PA      | $78880.41     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2658397 | PA      | $2711336.51   | 0.13%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 31427NSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633449 | PA      | $646063.98    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97401 | PA      | $101026.89    | 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        |    167563 | PA      | $175761.35    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3142GRQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1207082 | PA      | $1234881.11   | 0.06%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538354 | PA      | $1593836.60   | 0.07%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3142GSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357515 | PA      | $365334.55    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3142GTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1775762 | PA      | $1811247.12   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3142GTRH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380122 | PA      | $387966.38    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9308292 | PA      | $9360290.30   | 0.44%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406241 | PA      | $414330.49    | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                      | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72320 | PA      | $73760.30     | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                                       | CUSIP: 315961AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $966998.53    | 0.05%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | Fifth Third Bancorp                                                                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    934000 | PA      | $937995.13    | 0.04%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                             | Fifth Third Bank NA                                                                                                   | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   6632000 | PA      | $6656953.36   | 0.31%             | 2028-01-28      | Fixed         | 4.97%                 | 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        |   2045802 | PA      | $1955956.37   | 0.09%             | 2075-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                 | First Investors Auto Owner Trust 2025-1                                                                               | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    716000 | PA      | $716218.09    | 0.03%             | 2030-07-15      | Fixed         | 4.25%                 | 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        |   1013000 | PA      | $1010126.63   | 0.05%             | 2031-01-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                 | First National Master Note Trust                                                                                      | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592000 | PA      | $592203.00    | 0.03%             | 2029-04-15      | Fixed         | 5.13%                 | 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        |    668000 | PA      | $673106.19    | 0.03%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                 | First National Master Note Trust                                                                                      | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110000 | PA      | $2137208.87   | 0.10%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                   | FirstKey Homes 2022-SFR1 Trust                                                                                        | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478584 | PA      | $476627.45    | 0.02%             | 2039-05-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                                     | FIVE 2023-V1 Mortgage Trust                                                                                           | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216000 | PA      | $1236404.97   | 0.06%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 28 Ltd                                                                                                   | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   2077000 | PA      | $2074281.21   | 0.10%             | 2036-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | Florida Power & Light Co                                                                                              | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1174874.33   | 0.05%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                     | Ford Credit Auto Lease Trust 2024-A                                                                                   | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51471 | PA      | $51482.99     | 0.00%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                     | Ford Credit Auto Lease Trust 2024-A                                                                                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175238.74    | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | 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        |   2077000 | PA      | $2092482.58   | 0.10%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6028000 | PA      | $6042399.87   | 0.28%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1708437.41   | 0.08%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1112665.79   | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12632000 | PA      | $12728089.10  | 0.60%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    649000 | PA      | $650462.37    | 0.03%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1601326.41   | 0.07%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2686615.79   | 0.13%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2445536.55   | 0.11%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3429311.90   | 0.16%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2455873.25   | 0.11%             | 2031-04-09      | Fixed         | 5.42%                 | 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        |    501119 | PA      | $501327.71    | 0.02%             | 2032-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                                      | Fortress Credit BSL XX Ltd                                                                                            | CUSIP: 349936AL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $3984776.00   | 0.19%             | 2037-01-23      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                               | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    459326 | PA      | $460304.56    | 0.02%             | 2042-09-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                               | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |   1029393 | PA      | $1044913.65   | 0.05%             | 2042-06-25      | Floating      | 6.61%                 | 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        |   1274716 | PA      | $1275321.99   | 0.06%             | 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        |   1754783 | PA      | $1756274.42   | 0.08%             | 2044-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                               | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    992220 | PA      | $992962.06    | 0.05%             | 2044-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    620140 | PA      | $619305.29    | 0.03%             | 2045-01-25      | Floating      | 4.61%                 | 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        |    719188 | PA      | $720433.13    | 0.03%             | 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        |   1539150 | PA      | $1536798.83   | 0.07%             | 2045-09-25      | Floating      | 4.61%                 | 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        |   2232115 | PA      | $2225441.85   | 0.10%             | 2046-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO                            | GCRED BSL CLO 1                                                                                                       | CUSIP: 3615EMAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3999072.00   | 0.19%             | 2034-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | GWT 2024-WLF2                                                                                                         | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1356000 | PA      | $1357634.12   | 0.06%             | 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        |    454000 | PA      | $448697.87    | 0.02%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                           | GE HealthCare Technologies Inc                                                                                        | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160472.31    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2023-3                                                                              | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127980 | PA      | $128667.65    | 0.01%             | 2029-05-15      | Fixed         | 6.01%                 | 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        |    773000 | PA      | $800321.22    | 0.04%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                | GM Financial Consumer Automobile Receivables Trust 2024-1                                                             | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290251 | PA      | $291427.82    | 0.01%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                | GM Financial Consumer Automobile Receivables Trust 2024-1                                                             | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    624000 | PA      | $629995.89    | 0.03%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2024-1                                                                              | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303000 | PA      | $1314497.41   | 0.06%             | 2029-12-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2024-1                                                                              | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    837000 | PA      | $852288.22    | 0.04%             | 2029-12-17      | Fixed         | 5.95%                 | 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        |    561534 | PA      | $548127.68    | 0.03%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust 2025-1                                                                              | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $222145.84    | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2025-1                                                                              | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083000 | PA      | $1090689.84   | 0.05%             | 2029-07-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2025-1                                                                              | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3021427.80   | 0.14%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2025-1                                                                              | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3042192.60   | 0.14%             | 2030-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Issuer Trust 2025-4                                                                       | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3080852 | PA      | $3074674.86   | 0.14%             | 2031-02-18      | Fixed         | 4.17%                 | 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        |   1678000 | PA      | $1680171.16   | 0.08%             | 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        |   2374000 | PA      | $2363546.33   | 0.11%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2025-4                                                                              | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2748000 | PA      | $2737852.19   | 0.13%             | 2031-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-NQM4 Trust                                                                                                  | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4223316 | PA      | $4240913.76   | 0.20%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                   | GE Vernova Inc                                                                                                        | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5044277.50   | 0.24%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2024-NQM2 Trust                                                                                                  | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472938 | PA      | $476515.11    | 0.02%             | 2059-06-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | General Electric Co                                                                                                   | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2117470.57   | 0.10%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6320000 | PA      | $6320616.45   | 0.30%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1609376.30   | 0.08%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1629672.98   | 0.08%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5058000 | PA      | $5007110.70   | 0.23%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4387663.11   | 0.21%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                 | Georgia Power Co                                                                                                      | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403292.66    | 0.02%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                 | Georgia Power Co                                                                                                      | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1659585.83   | 0.08%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                            | Global SC Finance VII Srl                                                                                             | CUSIP: 37959PAC1<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |    277317 | PA      | $266911.98    | 0.01%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII SRL                                        | Global SC Finance VII Srl                                                                                             | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |    653306 | PA      | $615030.28    | 0.03%             | 2041-08-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2024-2                                                                              | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447442 | PA      | $449390.27    | 0.02%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2024-2                                                                              | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746000 | PA      | $757803.66    | 0.04%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2025-2                                                                              | CUSIP: 37989BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2652000 | PA      | $2675056.22   | 0.13%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                       | GLS Auto Receivables Issuer Trust 2025-3                                                                              | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1307000 | PA      | $1309673.73   | 0.06%             | 2030-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust                         | GM Financial Revolving Receivables Trust 2024-2                                                                       | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1888000 | PA      | $1905754.00   | 0.09%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4969000 | PA      | $5127381.81   | 0.24%             | 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        |   3666000 | PA      | $3669585.02   | 0.17%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6117000 | PA      | $5999102.04   | 0.28%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1427498.72   | 0.07%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $384974.09    | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    595000 | PA      | $585491.79    | 0.03%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3976405.76   | 0.19%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4284976.64   | 0.20%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static Ltd                                | Golub Capital Partners Static 2024-1 Ltd                                                                              | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   1207729 | PA      | $1207644.51   | 0.06%             | 2035-07-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                | GreatAmerica Leasing Receivables Funding LLC                                                                          | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1813880.96   | 0.08%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                | GreatAmerica Leasing Receivables Funding LLC                                                                          | CUSIP: 39154TCS5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2028000 | PA      | $2029377.62   | 0.09%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205123.88    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                                                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3586148.80   | 0.17%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1668801.09   | 0.08%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                     | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1820776.82   | 0.09%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                     | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3685000 | PA      | $3634914.66   | 0.17%             | 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        |    591000 | PA      | $595797.27    | 0.03%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                               | Hawaii Hotel Trust 2025-MAUI                                                                                          | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2419000 | PA      | $2420516.71   | 0.11%             | 2042-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                               | Hawaii Hotel Trust 2025-MAUI                                                                                          | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1358000 | PA      | $1360165.47   | 0.06%             | 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        |    502000 | PA      | $495106.84    | 0.02%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing LLC                                                                                           | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245402.25    | 0.01%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    742000 | PA      | $743448.53    | 0.03%             | 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        |   1946667 | PA      | $1950861.75   | 0.09%             | 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        |    281000 | PA      | $283997.57    | 0.01%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125588.07    | 0.01%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1449000 | PA      | $1470442.59   | 0.07%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCS6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    349000 | PA      | $356384.84    | 0.02%             | 2029-01-25      | Fixed         | 9.22%                 | 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   | 0.08%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3709000 | PA      | $3733734.58   | 0.17%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2999000 | PA      | $3034165.97   | 0.14%             | 2029-12-26      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1610000 | PA      | $1622919.93   | 0.08%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDD8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1643000 | PA      | $1656745.83   | 0.08%             | 2029-12-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDF3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2044501.00   | 0.10%             | 2031-12-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | Home Depot Inc/The                                                                                                    | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1027955.84   | 0.05%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | Home Depot Inc/The                                                                                                    | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757414.61    | 0.04%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | Home Depot Inc/The                                                                                                    | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    911000 | PA      | $925208.02    | 0.04%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                               | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972761.95   | 0.14%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                               | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2340211.73   | 0.11%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                            | HPEFS Equipment Trust 2025-2                                                                                          | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $488006.29    | 0.02%             | 2032-11-22      | Fixed         | 4.21%                 | 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        |   3253570 | PA      | $3266647.56   | 0.15%             | 2033-03-21      | Fixed         | 4.96%                 | 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   | 0.14%             | 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        |   3625000 | PA      | $3712461.10   | 0.17%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                | Hyatt Hotels Corp                                                                                                     | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806986.10    | 0.04%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    675000 | PA      | $697219.94    | 0.03%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55343.58     | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579545.69    | 0.03%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2108196.51   | 0.10%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    413000 | PA      | $411367.42    | 0.02%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218120.97   | 0.06%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516578.51   | 0.07%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1841918.81   | 0.09%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1385218.27   | 0.06%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                                                               | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1222758.95   | 0.06%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                          | Hyundai Auto Lease Securitization Trust 2026-A                                                                        | CUSIP: 448970AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2786837.20   | 0.13%             | 2030-05-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                          | Hyundai Auto Lease Securitization Trust 2024-A                                                                        | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217134 | PA      | $217247.00    | 0.01%             | 2027-03-15      | Fixed         | 5.02%                 | 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        |    267000 | PA      | $267494.08    | 0.01%             | 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        |   3113000 | PA      | $3092971.58   | 0.14%             | 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        |  11162000 | PA      | $11171743.20  | 0.52%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                | Imperial Fund Mortgage Trust 2022-NQM7                                                                                | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368637 | PA      | $368446.89    | 0.02%             | 2067-11-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                | Imperial Fund Mortgage Trust 2023-NQM1                                                                                | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1143443 | PA      | $1140427.48   | 0.05%             | 2068-02-25      | Variable      | 5.94%                 | 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   | 0.10%             | 2029-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | Ingersoll Rand Inc                                                                                                    | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266050.04    | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | Ingersoll Rand Inc                                                                                                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655863.20    | 0.03%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | Ingersoll Rand Inc                                                                                                    | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    312000 | PA      | $319483.95    | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                            | INTOWN 2025-STAY Mortgage Trust                                                                                       | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2995000 | PA      | $2991284.70   | 0.14%             | 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        |   1747000 | PA      | $1749288.57   | 0.08%             | 2066-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5681000 | PA      | $5003654.43   | 0.23%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    216000 | PA      | $215938.68    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3412960.30   | 0.16%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11263000 | PA      | $11321520.07  | 0.53%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2738549.93   | 0.13%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1180277.52   | 0.06%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2428390.72   | 0.11%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $5192009.73   | 0.24%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2989000 | PA      | $3043830.43   | 0.14%             | 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        |    650000 | PA      | $640020.08    | 0.03%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3221000 | PA      | $3176224.30   | 0.15%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                           | John Deere Owner Trust 2024                                                                                           | CUSIP: 47800RAD5<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    752870 | PA      | $757504.36    | 0.04%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | Johnson & Johnson                                                                                                     | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769222.30    | 0.04%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                             | KSA Ijarah Sukuk Ltd                                                                                                  | CUSIP: 50116FAA0<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |   4140000 | PA      | $4052512.24   | 0.19%             | 2030-09-09      | Fixed         | 4.25%                 | 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        |     11158 | PA      | $11161.55     | 0.00%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2024-1                                                                                     | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367000 | PA      | $370533.11    | 0.02%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2024-1                                                                                     | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444000 | PA      | $451568.25    | 0.02%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2023-3                                                                                     | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    721000 | PA      | $724407.73    | 0.03%             | 2028-06-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2023-3                                                                                     | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608000 | PA      | $616406.69    | 0.03%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2023-3                                                                                     | CUSIP: 50168BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80280 | PA      | $80375.26     | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                 | Lseg US Fin Corp                                                                                                      | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3971675.76   | 0.19%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                | L3Harris Technologies Inc                                                                                             | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   6684000 | PA      | $6738183.65   | 0.32%             | 2027-01-15      | Fixed         | 5.40%                 | 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   | 0.12%             | 2041-10-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                              | LYB International Finance III LLC                                                                                     | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2659773.21   | 0.12%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2024-3                                                                                     | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $412524.37    | 0.02%             | 2030-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2024-3                                                                                     | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148000 | PA      | $149071.11    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2023-1                                                                                     | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115118 | PA      | $115259.60    | 0.01%             | 2027-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                    | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |   3429000 | PA      | $3437637.55   | 0.16%             | 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        |    507000 | PA      | $512548.81    | 0.02%             | 2029-07-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2024-2                                                                                     | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $179842.60    | 0.01%             | 2031-10-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                   | Eli Lilly & Co                                                                                                        | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1213867.85   | 0.06%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                                                                              | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4565000 | PA      | $4587035.35   | 0.21%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                                                                              | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4335000 | PA      | $4367469.41   | 0.20%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFRA 2024-NQM3 Trust                                                                                                  | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3670841 | PA      | $3689108.81   | 0.17%             | 2069-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                                      | MMP Capital 2025-A LLC                                                                                                | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346816 | PA      | $349394.07    | 0.02%             | 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        |    830000 | PA      | $838896.94    | 0.04%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                              | M&T Equipment 2024-LEAF1 Notes                                                                                        | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2289000 | PA      | $2306417.00   | 0.11%             | 2031-08-18      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite XXII Ltd                                                                                                    | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    693000 | PA      | $693176.72    | 0.03%             | 2036-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                   | Manhattan West 2020-1MW Mortgage Trust                                                                                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857000 | PA      | $826079.61    | 0.04%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                            | Marble Point CLO XV Ltd                                                                                               | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    718666 | PA      | $718650.22    | 0.03%             | 2032-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                                                              | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006683.74   | 0.09%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                                                              | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3398703.54   | 0.16%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                                                              | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4532000 | PA      | $4580569.31   | 0.21%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                         | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2663183.19   | 0.12%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                         | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2524464.23   | 0.12%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                           | Marriott International Inc/MD                                                                                         | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256598.14    | 0.01%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                           | Marriott International Inc/MD                                                                                         | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    850000 | PA      | $860097.74    | 0.04%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                   | McCormick & Co Inc/MD                                                                                                 | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1887869.96   | 0.09%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2024-NQM2 Trust                                                                                                   | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |   2619539 | PA      | $2619322.18   | 0.12%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2025-NQM3 Trust                                                                                                   | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   1850623 | PA      | $1849969.88   | 0.09%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                   | Mercedes-Benz Auto Lease Trust 2024-A                                                                                 | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2246438 | PA      | $2258707.89   | 0.11%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                             | Mercedes-Benz Auto Receivables Trust 2024-1                                                                           | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1011067 | PA      | $1015872.30   | 0.05%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                             | Mercedes-Benz Auto Receivables Trust 2024-1                                                                           | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857000 | PA      | $866410.03    | 0.04%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                      | Merchants Fleet Funding LLC                                                                                           | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1476461 | PA      | $1483236.59   | 0.07%             | 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   | 0.08%             | 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        |   9228000 | PA      | $9108635.82   | 0.43%             | 2040-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                          | Metropolitan Life Global Funding I                                                                                    | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $3962305.07   | 0.19%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                         | Microchip Technology Inc                                                                                              | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   5081000 | PA      | $5113308.50   | 0.24%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                         | Mill City Mortgage Loan Trust 2019-GS2                                                                                | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171797 | PA      | $167653.51    | 0.01%             | 2059-08-25      | Variable      | 2.75%                 | 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        |   1212000 | PA      | $1215169.38   | 0.06%             | 2029-08-15      | Fixed         | 6.20%                 | 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        |   2591000 | PA      | $2602274.48   | 0.12%             | 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        |    995000 | PA      | $998973.43    | 0.05%             | 2031-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                            | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427000 | PA      | $428561.88    | 0.02%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                            | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2541000 | PA      | $2540118.02   | 0.12%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                            | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1198786.68   | 0.06%             | 2030-12-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                           | Mondelez International Inc                                                                                            | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2542343.73   | 0.12%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                           | CUSIP: 61690FAP8<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $483695.10    | 0.02%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124678.30    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110854.85    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4092266.13   | 0.19%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1293142.56   | 0.06%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9331000 | PA      | $9443964.17   | 0.44%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2219288.40   | 0.10%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2741884.75   | 0.13%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2732363.57   | 0.13%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2791622.21   | 0.13%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1688922.19   | 0.08%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $3694721.95   | 0.17%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6242000 | PA      | $6170856.81   | 0.29%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4116920.98   | 0.19%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                        | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1082199.38   | 0.05%             | 2030-01-09      | Fixed         | 4.24%                 | 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        |   1106890 | PA      | $1117178.79   | 0.05%             | 2069-05-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                                                        | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6435054.08   | 0.30%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                        | MSBAM                                                                                                                 | CUSIP: 61778GAM8<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   1807000 | PA      | $1864982.29   | 0.09%             | 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        |    191887 | PA      | $197278.60    | 0.01%             | 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        |    524005 | PA      | $530718.74    | 0.02%             | 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        |   1081178 | PA      | $1099526.97   | 0.05%             | 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        |   1206462 | PA      | $1212674.60   | 0.06%             | 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        |   1437139 | PA      | $1441615.83   | 0.07%             | 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        |   1958000 | PA      | $1972865.53   | 0.09%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                 | NMEF Funding 2025-B LLC                                                                                               | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   2336493 | PA      | $2344671.91   | 0.11%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                 | NMEF Funding 2025-B LLC                                                                                               | CUSIP: 62919WAC3<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   3178000 | PA      | $3187999.26   | 0.15%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                         | National Australia Bank Ltd/New York                                                                                  | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $1056091.46   | 0.05%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                         | National Australia Bank Ltd/New York                                                                                  | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $2326080.51   | 0.11%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                                                     | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $919415.34    | 0.04%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                                                     | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5590000 | PA      | $5646016.50   | 0.26%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                          | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009000.00   | 0.14%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                          | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1956549.80   | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-A                                                                                      | CUSIP: 64033XAD6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   3307532 | PA      | $3331788.24   | 0.16%             | 2057-03-15      | Fixed         | 5.07%                 | 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        |    358000 | PA      | $301203.66    | 0.01%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2020-RPL1                                                                         | CUSIP: 64828XAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    166159 | PA      | $159725.88    | 0.01%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2019-RPL3                                                                         | CUSIP: 64830NAA9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    440663 | PA      | $427537.51    | 0.02%             | 2059-07-25      | Variable      | 2.75%                 | 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      | $2185295.59   | 0.10%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                           | NRM FHT1 Excess Owner LLC                                                                                             | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4822812 | PA      | $4847534.07   | 0.23%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM5                                                                         | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |   1532831 | PA      | $1528659.29   | 0.07%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                         | New York Life Global Funding                                                                                          | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    964000 | PA      | $970041.33    | 0.05%             | 2029-12-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2211307.38   | 0.10%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource Inc                                                                                                          | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484568.75    | 0.02%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | Northrop Grumman Corp                                                                                                 | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2314046.79   | 0.11%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                            | Novartis Capital Corp                                                                                                 | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3589000 | PA      | $3589021.14   | 0.17%             | 2031-03-18      | Fixed         | 4.40%                 | 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        |   1001000 | PA      | $1004480.48   | 0.05%             | 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        |    643000 | PA      | $642682.55    | 0.03%             | 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        |    748000 | PA      | $737825.33    | 0.03%             | 2032-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                            | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 67108SAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    709000 | PA      | $698874.20    | 0.03%             | 2032-11-17      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                                   | OHS Issuer LLC                                                                                                        | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5039797 | PA      | $4953711.40   | 0.23%             | 2061-02-25      | Fixed         | 5.98%                 | 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        |   1020000 | PA      | $1029843.92   | 0.05%             | 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        |    495907 | PA      | $459654.22    | 0.02%             | 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        |   1889182 | PA      | $1881793.24   | 0.09%             | 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        |    984322 | PA      | $990235.43    | 0.05%             | 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   | 0.11%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM11 Trust                                                                                                  | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |   4186111 | PA      | $4220156.95   | 0.20%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM7 Trust                                                                                                   | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    858477 | PA      | $865823.16    | 0.04%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM10 Trust                                                                                                  | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   1798854 | PA      | $1817495.13   | 0.09%             | 2064-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM13 Trust                                                                                                  | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |   1474831 | PA      | $1474513.68   | 0.07%             | 2064-06-25      | Fixed         | 5.12%                 | 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        |   1913000 | PA      | $1906201.96   | 0.09%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-28L                                                                                | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1555000 | PA      | $1554832.68   | 0.07%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2026-R1 Trust                                                                                                     | CUSIP: 67124AAC1<br>LEI: 254900URJ5A8AOLJDR76 | Long             | ABS-MBS          | CORP              | US        |   2769582 | PA      | $2751526.36   | 0.13%             | 2063-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2026-NQM4 Trust                                                                                                   | CUSIP: 67124FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5061000 | PA      | $5055881.30   | 0.24%             | 2066-02-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM17 Trust                                                                                                  | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |   1819135 | PA      | $1828938.18   | 0.09%             | 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        |   4120540 | PA      | $4139734.21   | 0.19%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM18 Trust                                                                                                  | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   4883877 | PA      | $4877245.28   | 0.23%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM14 Trust                                                                                                  | CUSIP: 673924AA4<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |   1631410 | PA      | $1631137.98   | 0.08%             | 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        |   1039000 | PA      | $1041622.54   | 0.05%             | 2033-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2023-NQM4 Trust                                                                                                   | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    351344 | PA      | $350869.93    | 0.02%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-HYB1 Trust                                                                                                   | CUSIP: 67448MAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    863450 | PA      | $864861.25    | 0.04%             | 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        |    699028 | PA      | $703226.13    | 0.03%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM3 Trust                                                                                                   | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   2760520 | PA      | $2777644.42   | 0.13%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM8 Trust                                                                                                   | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |   5823436 | PA      | $5847845.32   | 0.27%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM12 Trust                                                                                                  | CUSIP: 67449FAA2<br>LEI: 549300T9OLE6UGS5GU41 | Long             | ABS-MBS          | CORP              | US        |   2313436 | PA      | $2322042.79   | 0.11%             | 2065-06-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM19 Trust                                                                                                  | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |   3112691 | PA      | $3095779.59   | 0.14%             | 2065-10-25      | Variable      | 4.87%                 | 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    | 0.05%             | 2032-04-19      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                            | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015000 | PA      | $1007126.85   | 0.05%             | 2032-04-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $5828406.17   | 0.27%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                           | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5422139.16   | 0.25%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                           | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6517890.98   | 0.30%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                           | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4388000 | PA      | $4294888.40   | 0.20%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                        | Orange SA                                                                                                             | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $6868899.59   | 0.32%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                        | Orange SA                                                                                                             | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   3100000 | PA      | $3069625.92   | 0.14%             | 2029-01-13      | Fixed         | 4.00%                 | 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   | 0.09%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                   | OWN Equipment Fund III LLC                                                                                            | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1853715 | PA      | $1849772.38   | 0.09%             | 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        |    850078 | PA      | $847127.46    | 0.04%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                            | PK Alift Loan Funding 3 LP                                                                                            | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509209 | PA      | $518428.67    | 0.02%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                              | PFS Financing Corp                                                                                                    | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2969000 | PA      | $2991894.55   | 0.14%             | 2029-08-15      | 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        |    108000 | PA      | $110687.30    | 0.01%             | 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        |   6355000 | PA      | $6429084.30   | 0.30%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    594000 | PA      | $606116.04    | 0.03%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4812000 | PA      | $4788478.13   | 0.22%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                      | PNC Bank NA                                                                                                           | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1720112.26   | 0.08%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                            | PK ALIFT Loan Funding 4 LP                                                                                            | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1163999 | PA      | $1167854.82   | 0.05%             | 2039-10-15      | Fixed         | 5.05%                 | 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        |    262327 | PA      | $262772.19    | 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        |    293000 | PA      | $294038.83    | 0.01%             | 2031-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                   | PEAC Solutions Receivables 2024-2 LLC                                                                                 | CUSIP: 69392BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    764000 | PA      | $767536.56    | 0.04%             | 2031-10-20      | Fixed         | 4.83%                 | 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        |   1083277 | PA      | $1088587.06   | 0.05%             | 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      | $821436.73    | 0.04%             | 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        |   8549000 | PA      | $8563036.35   | 0.40%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7556188.46   | 0.35%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1595415.60   | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7836000 | PA      | $7905333.71   | 0.37%             | 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        |   1001178 | PA      | $1007209.37   | 0.05%             | 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        |    610000 | PA      | $609272.82    | 0.03%             | 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        |   2815000 | PA      | $2809636.30   | 0.13%             | 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        |   3048817 | PA      | $3041731.75   | 0.14%             | 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        |   3801000 | PA      | $3786252.12   | 0.18%             | 2033-12-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                                            | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72219.70     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                                            | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1139798.20   | 0.05%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                                            | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1119447.58   | 0.05%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                                            | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6131571.34   | 0.29%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                                            | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5762000 | PA      | $5763655.31   | 0.27%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                                            | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3535049.14   | 0.17%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Grantor Trust 2025-R3                                                                                  | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3273952 | PA      | $3272324.04   | 0.15%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Grantor Trust 2025-R3                                                                                  | CUSIP: 69549EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2994514.80   | 0.14%             | 2033-01-18      | Fixed         | 5.09%                 | 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        |   4272000 | PA      | $4274657.61   | 0.20%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust                      | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                                                                    | CUSIP: 69549JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4999690 | PA      | $5001366.40   | 0.23%             | 2033-07-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2022-4 Ltd                                                                                 | CUSIP: 69702YAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     88085 | PA      | $88118.51     | 0.00%             | 2031-07-24      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2022-4 Ltd                                                                                 | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    889000 | PA      | $887765.18    | 0.04%             | 2031-07-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                                     | Parallel 2023-1 Ltd                                                                                                   | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004233.00   | 0.14%             | 2036-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                      | Paychex Inc                                                                                                           | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3467241.84   | 0.16%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                   | PEAC Solutions Receivables 2026-1 LLC                                                                                 | CUSIP: 704583AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1288000 | PA      | $1288184.57   | 0.06%             | 2028-10-20      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                   | PEAC Solutions Receivables 2026-1 LLC                                                                                 | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1632000 | PA      | $1632521.59   | 0.08%             | 2033-07-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                              | PenFed Auto Receivables Owner Trust 2025-A                                                                            | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722000 | PA      | $720656.14    | 0.03%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $504653.50    | 0.02%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   8149000 | PA      | $8571548.30   | 0.40%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                          | Pfizer Investment Enterprises Pte Ltd                                                                                 | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    830000 | PA      | $835055.06    | 0.04%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | Pfizer Inc                                                                                                            | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4519642.49   | 0.21%             | 2030-11-15      | Fixed         | 4.20%                 | 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        |   1666343 | PA      | $1691897.27   | 0.08%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                       | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256414.40    | 0.01%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                       | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3018116.10   | 0.14%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385728.83    | 0.02%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                       | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1980549.14   | 0.09%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                       | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1139497.96   | 0.05%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                       | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397881.46   | 0.07%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                       | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3233549.35   | 0.15%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                       | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2231949.83   | 0.10%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                       | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2948279.86   | 0.14%             | 2030-10-29      | Fixed         | 4.00%                 | 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        |    674000 | PA      | $666631.29    | 0.03%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                             | Porsche Innovative Lease Owner Trust 2024-1                                                                           | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1668288 | PA      | $1671500.67   | 0.08%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                      | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731119 | PA      | $736145.23    | 0.03%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                      | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1465818.92   | 0.07%             | 2031-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                      | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3487361.43   | 0.16%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                  | Prestige Auto Receivables Trust 2024-1                                                                                | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27049 | PA      | $27060.14     | 0.00%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                  | Prestige Auto Receivables Trust 2024-1                                                                                | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422000 | PA      | $425239.78    | 0.02%             | 2030-02-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                 | Progressive Corp/The                                                                                                  | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    724000 | PA      | $725968.88    | 0.03%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2024-SFR1 Trust                                                                                  | CUSIP: 74331QAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1138715 | PA      | $1097427.82   | 0.05%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2022-SFR3 Trust                                                                                  | CUSIP: 74331UAA6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    474402 | PA      | $467566.32    | 0.02%             | 2039-04-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2024-SFR3 Trust                                                                                  | CUSIP: 74331VAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2241747 | PA      | $2124343.73   | 0.10%             | 2041-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2024-SFR5 Trust                                                                                  | CUSIP: 74332HAC0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1343000 | PA      | $1267617.68   | 0.06%             | 2029-08-09      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust                                                                                            | CUSIP: 74333HAA3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1948380 | PA      | $1931989.98   | 0.09%             | 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        |    997000 | PA      | $943490.31    | 0.04%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2026-SFR1 Trust                                                                                  | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2445000 | PA      | $2333031.23   | 0.11%             | 2043-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                          | Public Service Electric and Gas Co                                                                                    | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2715101.32   | 0.13%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                         | Public Service Enterprise Group Inc                                                                                   | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   3437000 | PA      | $3027076.92   | 0.14%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                         | Public Service Enterprise Group Inc                                                                                   | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1295231.48   | 0.06%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                                                              | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6927000 | PA      | $6985758.49   | 0.33%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                              | Reach ABS Trust 2024-2                                                                                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182381 | PA      | $182761.58    | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                              | Reach Abs Trust 2026-1                                                                                                | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1087147 | PA      | $1087430.57   | 0.05%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                              | Reach Abs Trust 2026-1                                                                                                | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1505000 | PA      | $1499995.42   | 0.07%             | 2033-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                           | Repsol E&P Capital Markets US LLC                                                                                     | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1710467.11   | 0.08%             | 2028-09-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                           | Repsol E&P Capital Markets US LLC                                                                                     | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $3234351.17   | 0.15%             | 2030-09-16      | Fixed         | 5.20%                 | 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        |   2308000 | PA      | $2311411.22   | 0.11%             | 2034-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                       | Research-Driven Pagaya Motor Asset Trust 2026-R1                                                                      | CUSIP: 76089TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5010401.00   | 0.23%             | 2034-07-25      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                            | Rio Tinto Finance USA PLC                                                                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1828786.77   | 0.09%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                                                                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1582000 | PA      | $1608372.73   | 0.08%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                                                                  | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1567155.49   | 0.07%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                                                                  | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1804840.65   | 0.08%             | 2030-10-18      | Fixed         | 4.65%                 | 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        |    591662 | PA      | $592349.82    | 0.03%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Trust 2025-SNIP                                                                                                   | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3428000 | PA      | $3433085.10   | 0.16%             | 2042-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                          | SG Commercial Mortgage Securities Trust 2016-C5                                                                       | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    365468 | PA      | $364948.47    | 0.02%             | 2048-10-10      | Fixed         | 2.78%                 | 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        |   1000000 | PA      | $998973.30    | 0.05%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                    | SFO Commercial Mortgage Trust 2021-555                                                                                | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362000 | PA      | $361467.39    | 0.02%             | 2038-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                         | SCCU Auto Receivables Trust 2024-1                                                                                    | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    939134 | PA      | $943648.63    | 0.04%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                        | SFS Auto Receivables Securitization Trust 2024-3                                                                      | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1846000 | PA      | $1856338.34   | 0.09%             | 2031-11-20      | Fixed         | 4.76%                 | 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        |   3567000 | PA      | $3630040.30   | 0.17%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                                                        | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499791.70    | 0.02%             | 2039-01-15      | Floating      | 4.67%                 | 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        |   4783000 | PA      | $4730613.71   | 0.22%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust 2024-2                                                                         | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1517000 | PA      | $1530817.44   | 0.07%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust 2023-6                                                                         | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41237 | PA      | $41277.06     | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust 2024-1                                                                         | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    463034 | PA      | $464411.24    | 0.02%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust 2024-1                                                                         | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $125152.80    | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust 2024-4                                                                         | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $905534.46    | 0.04%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust 2025-4                                                                         | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3491000 | PA      | $3478826.53   | 0.16%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust 2025-4                                                                         | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3988000 | PA      | $3974330.73   | 0.19%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                  | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3821000 | PA      | $3717078.35   | 0.17%             | 2031-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                  | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1825000 | PA      | $1789083.09   | 0.08%             | 2029-02-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                         | SCCU Auto Receivables Trust 2025-1                                                                                    | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2884606 | PA      | $2889901.05   | 0.14%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | Charles Schwab Corp/The                                                                                               | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118189.98    | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | Charles Schwab Corp/The                                                                                               | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402352.09    | 0.02%             | 2026-08-24      | Fixed         | 5.88%                 | 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        |    708000 | PA      | $706544.92    | 0.03%             | 2039-05-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                    | SDR Commercial Mortgage Trust 2024-DSNY                                                                               | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $485841.08    | 0.02%             | 2039-05-15      | Floating      | 5.41%                 | 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        |    225052 | PA      | $226673.29    | 0.01%             | 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        |    719401 | PA      | $725352.76    | 0.03%             | 2031-07-25      | Fixed         | 5.19%                 | 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        |    529160 | PA      | $527851.70    | 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        |    247125 | PA      | $246780.29    | 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        |    247125 | PA      | $246826.89    | 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        |   3647099 | PA      | $3647808.41   | 0.17%             | 2055-10-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                              | Sherwin-Williams Co/The                                                                                               | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2245698.34   | 0.11%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                              | Sherwin-Williams Co/The                                                                                               | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1597539.97   | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                         | Slam Ltd                                                                                                              | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    949722 | PA      | $948052.99    | 0.04%             | 2049-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2023-C                                                                               | CUSIP: 83207DAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    162960 | PA      | $164751.44    | 0.01%             | 2052-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                              | Sounds Point CLO IV-R LTD                                                                                             | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |     73277 | PA      | $73313.26     | 0.00%             | 2031-04-18      | Floating      | 5.08%                 | 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        |   1328000 | PA      | $1328660.02   | 0.06%             | 2035-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                                                         | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    925000 | PA      | $872851.33    | 0.04%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                                                         | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    293000 | PA      | $261818.90    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                                                         | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  10114000 | PA      | $10304174.76  | 0.48%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                                                         | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304308.40    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                                                         | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4818000 | PA      | $4811975.62   | 0.23%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                                                         | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189653.16    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                                                         | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4133215.12   | 0.19%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                                                         | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3052000 | PA      | $3100354.45   | 0.15%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                             | STAR 2024-SFR4 Trust                                                                                                  | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1647356 | PA      | $1647740.99   | 0.08%             | 2041-10-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                             | STAR 2025-SFR5 Trust                                                                                                  | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599209 | PA      | $599356.23    | 0.03%             | 2042-02-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | State Street Corp                                                                                                     | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1168371.56   | 0.05%             | 2030-04-24      | Fixed         | 4.83%                 | 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        |   1238829 | PA      | $1238693.98   | 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        |   1359153 | PA      | $1357867.11   | 0.06%             | 2032-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                     | Stryker Corp                                                                                                          | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2623503.14   | 0.12%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                     | Stryker Corp                                                                                                          | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1622166.05   | 0.08%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                    | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2156700 | PA      | $2132616.36   | 0.10%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                         | Sumitomo Mitsui Financial Group Inc                                                                                   | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1664000 | PA      | $1714662.09   | 0.08%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | Synopsys Inc                                                                                                          | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6927544.39   | 0.32%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                    | Synchrony Card Funding LLC                                                                                            | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498000 | PA      | $502439.52    | 0.02%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                    | Synchrony Card Funding LLC                                                                                            | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2835000 | PA      | $2864914.07   | 0.13%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                               | TIF Funding II LLC                                                                                                    | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    813167 | PA      | $742991.08    | 0.03%             | 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        |   1836029 | PA      | $1836406.29   | 0.09%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                              | TMCL VII Holdings Ltd                                                                                                 | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    968565 | PA      | $967677.68    | 0.05%             | 2050-07-23      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    525000 | PA      | $530110.33    | 0.02%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                           | Takeoff Merger Sub Inc                                                                                                | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2382992.79   | 0.11%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                           | Takeoff Merger Sub Inc                                                                                                | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1898071.34   | 0.09%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                            | TAL Advantage VII LLC                                                                                                 | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    663325 | PA      | $636375.83    | 0.03%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   7106000 | PA      | $7039656.96   | 0.33%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                              | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    685300 | PA      | $644723.45    | 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        |    482300 | PA      | $455531.24    | 0.02%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                         | Thermo Fisher Scientific Inc                                                                                          | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2721895.96   | 0.13%             | 2031-02-12      | Fixed         | 4.22%                 | 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   | 0.15%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $184482.89    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4520000 | PA      | $4532340.59   | 0.21%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    758000 | PA      | $766684.71    | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2168191.21   | 0.10%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                          | TotalEnergies Capital USA LLC                                                                                         | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9316026.23   | 0.44%             | 2031-01-13      | Fixed         | 4.25%                 | 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        |    975082 | PA      | $965209.92    | 0.05%             | 2055-05-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2015-2                                                                                      | CUSIP: 89171YAE1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1224781 | PA      | $1192612.49   | 0.06%             | 2060-11-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2016-2                                                                                      | CUSIP: 89172PAC3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    161069 | PA      | $159554.62    | 0.01%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2016-3                                                                                      | CUSIP: 89172YAD2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    998572 | PA      | $995255.34    | 0.05%             | 2056-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2017-2                                                                                      | CUSIP: 89173HAD8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |   1134000 | PA      | $1103021.84   | 0.05%             | 2057-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2017-2                                                                                      | CUSIP: 89173HAL0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    283423 | PA      | $280840.72    | 0.01%             | 2057-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2017-4                                                                                      | CUSIP: 89173UAB3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1448000 | PA      | $1383974.80   | 0.06%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2017-6                                                                                      | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    187146 | PA      | $184983.14    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2018-1                                                                                      | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     52453 | PA      | $52237.95     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2019-1                                                                                      | CUSIP: 89177BAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    354627 | PA      | $344219.06    | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2019-2                                                                                      | CUSIP: 89177JAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    376706 | PA      | $366031.12    | 0.02%             | 2058-12-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2023-1                                                                                      | CUSIP: 89181JAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    839377 | PA      | $803438.11    | 0.04%             | 2063-01-25      | Fixed         | 3.75%                 | 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        |   1464112 | PA      | $1458212.68   | 0.07%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | Toyota Motor Credit Corp                                                                                              | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905627.61    | 0.04%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | Toyota Motor Credit Corp                                                                                              | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1499360.33   | 0.07%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                              | Toyota Auto Receivables 2024-A Owner Trust                                                                            | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    871007 | PA      | $874913.11    | 0.04%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                              | Toyota Auto Receivables 2024-A Owner Trust                                                                            | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659000 | PA      | $665405.08    | 0.03%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                               | Tricon Residential 2023-SFR2 Trust                                                                                    | CUSIP: 895978AA2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    343365 | PA      | $341243.25    | 0.02%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                               | Tricon Residential 2024-SFR2 Trust                                                                                    | CUSIP: 89616VAA8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1369663 | PA      | $1360322.35   | 0.06%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                               | Tricon Residential 2024-SFR3 Trust                                                                                    | CUSIP: 89616YAA2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   2226783 | PA      | $2196716.83   | 0.10%             | 2041-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                               | Tricolor Auto Securitization Trust 2025-1                                                                             | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3596136 | PA      | $2085759.13   | 0.10%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XII Ltd                                                                                                  | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   2848400 | PA      | $2848225.89   | 0.13%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XII Ltd                                                                                                  | CUSIP: 89641GBA9<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   1318000 | PA      | $1314994.96   | 0.06%             | 2033-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                        | Trinity Rail Leasing 2020 LLC                                                                                         | CUSIP: 89656YAB1<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |   1727000 | PA      | $1665312.60   | 0.08%             | 2050-11-19      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                                     | Triton Container Finance VIII LLC                                                                                     | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798750 | PA      | $751859.06    | 0.04%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                      | Truist Bank                                                                                                           | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450021.96    | 0.02%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                      | Truist Bank                                                                                                           | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3979916.92   | 0.19%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corp                                                                                                 | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7776000 | PA      | $7795912.86   | 0.36%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corp                                                                                                 | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    149000 | PA      | $152532.03    | 0.01%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corp                                                                                                 | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    892000 | PA      | $901960.80    | 0.04%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corp                                                                                                 | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4106679.19   | 0.19%             | 2032-01-27      | Fixed         | 4.60%                 | 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        |   5672495 | PA      | $5673570.21   | 0.27%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                          | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    515000 | PA      | $509479.06    | 0.02%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2330000 | PA      | $2380744.63   | 0.11%             | 2030-02-08      | Fixed         | 5.43%                 | 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        |    300000 | PA      | $296516.37    | 0.01%             | 2050-08-15      | Fixed         | 3.49%                 | 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   | 0.08%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | US Bank NA                                                                                                            | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    938916 | PA      | $945815.97    | 0.04%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                          | United Auto Credit Securitization Trust 2024-1                                                                        | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285483 | PA      | $285658.86    | 0.01%             | 2029-10-10      | Fixed         | 7.06%                 | 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        |   2419000 | PA      | $2422058.10   | 0.11%             | 2028-02-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                 | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1810000 | PA      | $1825385.00   | 0.09%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                                                            | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    266000 | PA      | $273645.46    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                                                            | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102426.76    | 0.00%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1673500 | PA      | $1668959.46   | 0.08%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1609000 | PA      | $1601363.53   | 0.07%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $3084306.56   | 0.14%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1866700 | PA      | $1852225.79   | 0.09%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4647200 | PA      | $4654461.25   | 0.22%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1202435.33   | 0.06%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    985000 | PA      | $997001.47    | 0.05%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $2157113.08   | 0.10%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                                        | CUSIP: 91533VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $755974.66    | 0.04%             | 2034-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                                        | CUSIP: 91533VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $808908.04    | 0.04%             | 2034-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                     | Upstart Securitization Trust 2025-4                                                                                   | CUSIP: 91684AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4012575.20   | 0.19%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                      | VFI ABS 2025-1 LLC                                                                                                    | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694784 | PA      | $697260.34    | 0.03%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                                      | Valley Stream Park CLO LTD                                                                                            | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000446.00   | 0.05%             | 2037-01-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                          | Verdant Receivables 2024-1 LLC                                                                                        | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405146 | PA      | $411628.22    | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                          | Verdant Receivables 2024-1 LLC                                                                                        | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $168918.59    | 0.01%             | 2031-12-12      | Fixed         | 6.25%                 | 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   | 0.16%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                             | Verizon Master Trust                                                                                                  | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    652000 | PA      | $662153.27    | 0.03%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                             | Verizon Master Trust Series 2024-5                                                                                    | CUSIP: 92348KDB6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $638260.00    | 0.03%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                             | Verizon Master Trust                                                                                                  | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1937000 | PA      | $1938011.70   | 0.09%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                             | Verizon Master Trust                                                                                                  | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2825000 | PA      | $2867394.21   | 0.13%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                             | Verizon Master Trust                                                                                                  | CUSIP: 92348KEZ2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2693000 | PA      | $2678127.37   | 0.13%             | 2033-10-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-2                                                                                     | CUSIP: 92490GAF5<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |   3715742 | PA      | $3681971.39   | 0.17%             | 2071-02-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-R1                                                                                    | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |    880792 | PA      | $883633.11    | 0.04%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-3                                                                                     | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   6712036 | PA      | $6765746.70   | 0.32%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-8                                                                                     | CUSIP: 924930AA8<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   2041041 | PA      | $2030307.91   | 0.10%             | 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        |   2600711 | PA      | $2599520.08   | 0.12%             | 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        |    729050 | PA      | $723184.88    | 0.03%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-5                                                                                     | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    389375 | PA      | $389523.20    | 0.02%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-3                                                                                     | CUSIP: 92539GAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    144942 | PA      | $144576.71    | 0.01%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-4                                                                                     | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    558949 | PA      | $558025.58    | 0.03%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-2                                                                                     | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |    784103 | PA      | $788781.21    | 0.04%             | 2069-02-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-4                                                                                     | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    792948 | PA      | $799933.97    | 0.04%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-5                                                                                     | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |   1284267 | PA      | $1296257.55   | 0.06%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-3                                                                                     | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   2403643 | PA      | $2425030.06   | 0.11%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-8                                                                                     | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |   1817816 | PA      | $1821923.20   | 0.09%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-9                                                                                     | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   1645079 | PA      | $1650475.39   | 0.08%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-5                                                                                     | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   3540694 | PA      | $3554662.99   | 0.17%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-6                                                                                     | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |   2189300 | PA      | $2198386.53   | 0.10%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-R1                                                                                    | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |   5269812 | PA      | $5286599.76   | 0.25%             | 2065-05-25      | Variable      | 5.40%                 | 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        |     91751 | PA      | $92017.51     | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                   | WMRK Commercial Mortgage Trust 2022-WMRK                                                                              | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180197 | PA      | $180617.10    | 0.01%             | 2027-11-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC Energy Group Inc                                                                                                  | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3526916.44   | 0.17%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                                       | WSTN Trust 2023-MAUI                                                                                                  | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $174627.26    | 0.01%             | 2037-07-05      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                                       | WSTN Trust 2023-MAUI                                                                                                  | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100877.40    | 0.00%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                             | Waste Management Inc                                                                                                  | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1514358.42   | 0.07%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                              | Wells Fargo Bank NA                                                                                                   | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1705802.81   | 0.08%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                      | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1747615.32   | 0.08%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3158837.25   | 0.15%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5672995.35   | 0.27%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634881.81    | 0.03%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9825000 | PA      | $9953249.75   | 0.47%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5835000 | PA      | $5935775.18   | 0.28%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                      | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1809112.48   | 0.08%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2017-C39                                                                        | CUSIP: 95000XAF4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $497063.47    | 0.02%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                        | CUSIP: 95003UAD2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $233837.64    | 0.01%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                        | CUSIP: 95003UAG5<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    358000 | PA      | $371289.89    | 0.02%             | 2057-11-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                        | CUSIP: 95003VAF5<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $41646.01     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | 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    | 0.03%             | 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        |   1947000 | PA      | $1957684.75   | 0.09%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                  | Western Funding Auto Loan Trust 2025-1                                                                                | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1019000 | PA      | $1025513.45   | 0.05%             | 2035-09-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2023-3                                                                          | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597000 | PA      | $600433.76    | 0.03%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2025-2                                                                          | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1176000 | PA      | $1181382.90   | 0.06%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2025-2                                                                          | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945000 | PA      | $1953338.60   | 0.09%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2025-2                                                                          | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3000883.80   | 0.14%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2023-1                                                                          | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204328 | PA      | $204926.76    | 0.01%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2026-P1                                                                         | CUSIP: 96043AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1738563.75   | 0.08%             | 2031-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2026-P1                                                                         | CUSIP: 96043AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1489043.25   | 0.07%             | 2031-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2026-1                                                                          | CUSIP: 96043BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1343000 | PA      | $1337605.71   | 0.06%             | 2031-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                   | Westlake Flooring Master Trust                                                                                        | CUSIP: 96043GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4669000 | PA      | $4669146.61   | 0.22%             | 2029-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2025-3                                                                          | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1797000 | PA      | $1794768.49   | 0.08%             | 2031-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2025-3                                                                          | CUSIP: 96043QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1738000 | PA      | $1738305.89   | 0.08%             | 2031-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515872 | PA      | $516905.60    | 0.02%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523000 | PA      | $527434.62    | 0.02%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703000 | PA      | $716238.90    | 0.03%             | 2029-10-15      | Fixed         | 6.02%                 | 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        |   1505097 | PA      | $1516104.62   | 0.07%             | 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        |   1080910 | PA      | $1088235.79   | 0.05%             | 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        |    208628 | PA      | $209598.93    | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                                  | Wingspire Equipment Finance 2024-1 LLC                                                                                | CUSIP: 97415AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667000 | PA      | $671842.95    | 0.03%             | 2032-09-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                                  | Wingspire Equipment Finance 2024-1 LLC                                                                                | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    708000 | PA      | $713699.19    | 0.03%             | 2032-09-20      | Fixed         | 5.28%                 | 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    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                                  | Wingspire Equipment Finance 2025-1 LLC                                                                                | CUSIP: 97415CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2105000 | PA      | $2097567.03   | 0.10%             | 2033-09-20      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                                  | Wingspire Equipment Finance 2025-1 LLC                                                                                | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $318683.94    | 0.01%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                         | Wisconsin Public Service Corp                                                                                         | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104760.10   | 0.05%             | 2029-12-01      | Fixed         | 4.55%                 | 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        |   2157000 | PA      | $2186623.81   | 0.10%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust                 | World Financial Network Credit Card Master Note Trust 2024-B                                                          | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3374000 | PA      | $3395787.27   | 0.16%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | Xcel Energy Inc                                                                                                       | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   5945000 | PA      | $5910522.03   | 0.28%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | Xcel Energy Inc                                                                                                       | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   3777000 | PA      | $3797996.46   | 0.18%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: BCGBEZXR4 IRS USD R V 00MSOFR BCGBEZXR4_FLO CCPOIS / Short: BCGBEZXR4 IRS USD P F  3.16650 BCGBEZXR4_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56900000 | OU      | $2593314.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: BCGH3GKS7 IRS USD R V 12MSOFR BCGH3GKS7_FLO CCPOIS / Short: BCGH3GKS7 IRS USD P F  3.74500 BCGH3GKS7_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  91000000 | OU      | $901300.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: SCGH3GKR9 IRS USD R F  3.45000 BCGH3GKR9_FIX CCPOIS / Short: SCGH3GKR9 IRS USD P V 12MSOFR BCGH3GKR9_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 800000000 | OU      | $-2674880.00  | -0.13%            |  |  |  | No            |                  2 | 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        |   1534454 | PA      | $1534454.30   | 0.07%             | 2029-11-17      | Variable      | 6.42%                 | No            |                  3 | 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