# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-054720
**Filing Date:** 2026-5
**Character Count:** 850888
**Document Hash:** a217415140d3510f2e0733d5640f9773
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054720.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054720

**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:** 261031705

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

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

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

## Series and Classes Contracts Data

### Capital Group Core Plus Income ETF (Series ID: S000074251)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000231860 | Share Class  | CGCP            |

## Nport-Ex

![](img1d6731c81.jpg)

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

**Capital Group Core Plus Income ETF**

Investment portfolio

March 31, 2026

**unaudited**

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

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 99.80%<br> **Mortgage-backed obligations 33.84%**<br> **Federal agency mortgage-backed obligations 21.75%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #253907 7.00% 7/1/2031 <sup>(a)</sup>  | USD— <br><sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Fannie Mae Pool #625186 7.00% 1/1/2032 <sup>(a)</sup>  | — <br><sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Fannie Mae Pool #AL9446 3.00% 10/1/2046 <sup>(a)</sup>  | 3634 | $3278 |
| Fannie Mae Pool #AL9521 3.00% 10/1/2046 <sup>(a)</sup>  | 627 | 566 |
| Fannie Mae Pool #CA6078 2.50% 6/1/2050 <sup>(a)</sup>  | 105 | 89 |
| Fannie Mae Pool #FP0034 2.50% 10/1/2050 <sup>(a)</sup>  | 45 | 38 |
| Fannie Mae Pool #FM4870 2.00% 11/1/2050 <sup>(a)</sup>  | 2187 | 1767 |
| Fannie Mae Pool #BQ9291 2.00% 12/1/2050 <sup>(a)</sup>  | 832 | 671 |
| Fannie Mae Pool #CA8026 2.50% 12/1/2050 <sup>(a)</sup>  | 93 | 79 |
| Fannie Mae Pool #CA8587 2.00% 1/1/2051 <sup>(a)</sup>  | 1484 | 1202 |
| Fannie Mae Pool #BR1283 2.00% 1/1/2051 <sup>(a)</sup>  | 671 | 544 |
| Fannie Mae Pool #FM6332 2.00% 2/1/2051 <sup>(a)</sup>  | 2146 | 1731 |
| Fannie Mae Pool #BR3255 2.00% 2/1/2051 <sup>(a)</sup>  | 1005 | 814 |
| Fannie Mae Pool #MA4255 2.00% 2/1/2051 <sup>(a)</sup>  | 65 | 53 |
| Fannie Mae Pool #FM6128 2.50% 2/1/2051 <sup>(a)</sup>  | 927 | 783 |
| Fannie Mae Pool #CA9233 2.50% 2/1/2051 <sup>(a)</sup>  | 463 | 391 |
| Fannie Mae Pool #CA8895 2.50% 2/1/2051 <sup>(a)</sup>  | 365 | 309 |
| Fannie Mae Pool #BR7124 2.00% 4/1/2051 <sup>(a)</sup>  | 5418 | 4371 |
| Fannie Mae Pool #CB0153 2.00% 4/1/2051 <sup>(a)</sup>  | 5047 | 4071 |
| Fannie Mae Pool #FM7512 2.00% 4/1/2051 <sup>(a)</sup>  | 1175 | 952 |
| Fannie Mae Pool #BR7222 2.50% 4/1/2051 <sup>(a)</sup>  | 230 | 193 |
| Fannie Mae Pool #FM7408 2.50% 5/1/2051 <sup>(a)</sup>  | 2130 | 1794 |
| Fannie Mae Pool #CB0396 2.50% 5/1/2051 <sup>(a)</sup>  | 516 | 435 |
| Fannie Mae Pool #FM7222 2.50% 5/1/2051 <sup>(a)</sup>  | 206 | 173 |
| Fannie Mae Pool #CB0844 2.50% 6/1/2051 <sup>(a)</sup>  | 707 | 595 |
| Fannie Mae Pool #FM7943 2.00% 7/1/2051 <sup>(a)</sup>  | 364 | 294 |
| Fannie Mae Pool #CB1050 2.50% 7/1/2051 <sup>(a)</sup>  | 814 | 690 |
| Fannie Mae Pool #CB1134 2.50% 7/1/2051 <sup>(a)</sup>  | 649 | 547 |
| Fannie Mae Pool #FM8662 3.00% 8/1/2051 <sup>(a)</sup>  | 3073 | 2704 |
| Fannie Mae Pool #FM8692 2.50% 9/1/2051 <sup>(a)</sup>  | 1160 | 977 |
| Fannie Mae Pool #FM8745 2.50% 9/1/2051 <sup>(a)</sup>  | 727 | 613 |
| Fannie Mae Pool #FM8436 2.50% 9/1/2051 <sup>(a)</sup>  | 541 | 456 |
| Fannie Mae Pool #FA1591 2.00% 10/1/2051 <sup>(a)</sup>  | 996 | 804 |
| Fannie Mae Pool #FS3298 2.50% 10/1/2051 <sup>(a)</sup>  | 919 | 775 |
| Fannie Mae Pool #BT6781 2.50% 10/1/2051 <sup>(a)</sup>  | 774 | 652 |
| Fannie Mae Pool #FS5045 2.50% 10/1/2051 <sup>(a)</sup>  | 421 | 356 |
| Fannie Mae Pool #FM9195 2.50% 10/1/2051 <sup>(a)</sup>  | 38 | 33 |
| Fannie Mae Pool #CB1868 2.50% 10/1/2051 <sup>(a)</sup>  | 32 | 27 |
| Fannie Mae Pool #FM9067 2.50% 10/1/2051 <sup>(a)</sup>  | 27 | 23 |
| Fannie Mae Pool #BT6823 2.50% 10/1/2051 <sup>(a)</sup>  | 20 | 17 |
| Fannie Mae Pool #BQ7452 2.00% 12/1/2051 <sup>(a)</sup>  | 7 | 5 |
| Fannie Mae Pool #FS2824 2.50% 12/1/2051 <sup>(a)</sup>  | 957 | 806 |
| Fannie Mae Pool #CB2408 2.50% 12/1/2051 <sup>(a)</sup>  | 246 | 208 |
| Fannie Mae Pool #FS6925 2.50% 12/1/2051 <sup>(a)</sup>  | 76 | 64 |
| Fannie Mae Pool #FM9904 2.50% 12/1/2051 <sup>(a)</sup>  | 70 | 60 |

---

Capital Group Core Plus Income ETF — Page 1 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BQ7006 2.00% 1/1/2052 <sup>(a)</sup>  | USD1,965 | $1593 |
| Fannie Mae Pool #FS0369 2.50% 1/1/2052 <sup>(a)</sup>  | 3506 | 2953 |
| Fannie Mae Pool #FS0381 2.50% 1/1/2052 <sup>(a)</sup>  | 934 | 787 |
| Fannie Mae Pool #FS0174 2.50% 1/1/2052 <sup>(a)</sup>  | 812 | 685 |
| Fannie Mae Pool #CB2850 2.00% 2/1/2052 <sup>(a)</sup>  | 473 | 382 |
| Fannie Mae Pool #FS1885 2.50% 2/1/2052 <sup>(a)</sup>  | 910 | 769 |
| Fannie Mae Pool #BV2266 2.50% 2/1/2052 <sup>(a)</sup>  | 374 | 316 |
| Fannie Mae Pool #FS0834 2.50% 2/1/2052 <sup>(a)</sup>  | 29 | 25 |
| Fannie Mae Pool #FS0647 3.00% 2/1/2052 <sup>(a)</sup>  | 3212 | 2885 |
| Fannie Mae Pool #FS0893 3.00% 2/1/2052 <sup>(a)</sup>  | 666 | 587 |
| Fannie Mae Pool #CB3031 2.50% 3/1/2052 <sup>(a)</sup>  | 233 | 198 |
| Fannie Mae Pool #FS4110 2.50% 3/1/2052 <sup>(a)</sup>  | 67 | 57 |
| Fannie Mae Pool #BV2954 3.00% 3/1/2052 <sup>(a)</sup>  | 702 | 618 |
| Fannie Mae Pool #CB3394 2.00% 4/1/2052 <sup>(a)</sup>  | 1102 | 890 |
| Fannie Mae Pool #FS1598 2.00% 4/1/2052 <sup>(a)</sup>  | 1047 | 848 |
| Fannie Mae Pool #MA4577 2.00% 4/1/2052 <sup>(a)</sup>  | 802 | 649 |
| Fannie Mae Pool #BV5370 2.50% 4/1/2052 <sup>(a)</sup>  | 6611 | 5599 |
| Fannie Mae Pool #BV8126 2.50% 4/1/2052 <sup>(a)</sup>  | 871 | 737 |
| Fannie Mae Pool #BV5332 2.50% 4/1/2052 <sup>(a)</sup>  | 218 | 184 |
| Fannie Mae Pool #FS7500 2.50% 4/1/2052 <sup>(a)</sup>  | 35 | 30 |
| Fannie Mae Pool #BV8117 3.00% 4/1/2052 <sup>(a)</sup>  | 2224 | 1959 |
| Fannie Mae Pool #FS4198 3.00% 4/1/2052 <sup>(a)</sup>  | 1010 | 889 |
| Fannie Mae Pool #FS1405 3.00% 4/1/2052 <sup>(a)</sup>  | 632 | 556 |
| Fannie Mae Pool #CB3361 3.00% 4/1/2052 <sup>(a)</sup>  | 609 | 540 |
| Fannie Mae Pool #CB3242 3.00% 4/1/2052 <sup>(a)</sup>  | 403 | 355 |
| Fannie Mae Pool #FS9189 2.00% 5/1/2052 <sup>(a)</sup>  | 2411 | 1957 |
| Fannie Mae Pool #MA4597 2.00% 5/1/2052 <sup>(a)</sup>  | 761 | 616 |
| Fannie Mae Pool #BV9644 2.50% 5/1/2052 <sup>(a)</sup>  | 10370 | 8782 |
| Fannie Mae Pool #BT7826 2.50% 5/1/2052 <sup>(a)</sup>  | 679 | 572 |
| Fannie Mae Pool #BW2204 2.50% 5/1/2052 <sup>(a)</sup>  | 93 | 79 |
| Fannie Mae Pool #FS5387 2.50% 5/1/2052 <sup>(a)</sup>  | 53 | 45 |
| Fannie Mae Pool #CB3586 3.00% 5/1/2052 <sup>(a)</sup>  | 2325 | 2049 |
| Fannie Mae Pool #BV5578 3.00% 5/1/2052 <sup>(a)</sup>  | 939 | 827 |
| Fannie Mae Pool #CB3523 3.00% 5/1/2052 <sup>(a)</sup>  | 689 | 607 |
| Fannie Mae Pool #MA4623 2.50% 6/1/2052 <sup>(a)</sup>  | 1994 | 1688 |
| Fannie Mae Pool #BW7323 2.50% 6/1/2052 <sup>(a)</sup>  | 453 | 384 |
| Fannie Mae Pool #FS4710 2.50% 6/1/2052 <sup>(a)</sup>  | 35 | 30 |
| Fannie Mae Pool #FA2839 2.50% 7/1/2052 <sup>(a)</sup>  | 19843 | 16737 |
| Fannie Mae Pool #MA4652 2.50% 7/1/2052 <sup>(a)</sup>  | 3587 | 3035 |
| Fannie Mae Pool #FS7879 2.50% 7/1/2052 <sup>(a)</sup>  | 33 | 27 |
| Fannie Mae Pool #FS7057 2.50% 7/1/2052 <sup>(a)</sup>  | 26 | 22 |
| Fannie Mae Pool #MA4743 2.50% 8/1/2052 <sup>(a)</sup>  | 227 | 192 |
| Fannie Mae Pool #BV8015 2.50% 8/1/2052 <sup>(a)</sup>  | 184 | 156 |
| Fannie Mae Pool #FA2841 3.00% 8/1/2052 <sup>(a)</sup>  | 274 | 241 |
| Fannie Mae Pool #FS3056 2.00% 10/1/2052 <sup>(a)</sup>  | 9806 | 7949 |
| Fannie Mae Pool #MA4824 2.50% 10/1/2052 <sup>(a)</sup>  | 2003 | 1689 |
| Fannie Mae Pool #BX2469 5.50% 12/1/2052 <sup>(a)</sup>  | 238 | 240 |
| Fannie Mae Pool #FS5520 4.50% 1/1/2053 <sup>(a)</sup>  | 3339 | 3237 |
| Fannie Mae Pool #FS4435 2.50% 2/1/2053 <sup>(a)</sup>  | 1031 | 873 |
| Fannie Mae Pool #BW4985 4.00% 2/1/2053 <sup>(a)</sup>  | 1250 | 1184 |
| Fannie Mae Pool #MA4919 5.50% 2/1/2053 <sup>(a)</sup>  | 1181 | 1192 |
| Fannie Mae Pool #FS5329 3.00% 3/1/2053 <sup>(a)</sup>  | 141 | 125 |
| Fannie Mae Pool #FS4191 5.50% 3/1/2053 <sup>(a)</sup>  | 267 | 271 |
| Fannie Mae Pool #SD3124 2.50% 6/1/2053 <sup>(a)</sup>  | 427 | 361 |

---

Capital Group Core Plus Income ETF — Page 2 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #MA5009 5.00% 5/1/2053 <sup>(a)</sup>  | USD5,097 | $5054 |
| Fannie Mae Pool #MA5010 5.50% 5/1/2053 <sup>(a)</sup>  | 205 | 207 |
| Fannie Mae Pool #BW9777 3.00% 6/1/2053 <sup>(a)</sup>  | 1196 | 1052 |
| Fannie Mae Pool #BW9618 3.00% 6/1/2053 <sup>(a)</sup>  | 119 | 105 |
| Fannie Mae Pool #MA5038 5.00% 6/1/2053 <sup>(a)</sup>  | 2283 | 2263 |
| Fannie Mae Pool #FS6037 2.50% 7/1/2053 <sup>(a)</sup>  | 63 | 53 |
| Fannie Mae Pool #MA5072 5.50% 7/1/2053 <sup>(a)</sup>  | 1580 | 1593 |
| Fannie Mae Pool #BX4574 3.00% 8/1/2053 <sup>(a)</sup>  | 483 | 425 |
| Fannie Mae Pool #MA5107 5.50% 8/1/2053 <sup>(a)</sup>  | 88 | 89 |
| Fannie Mae Pool #MA5165 5.50% 10/1/2053 <sup>(a)</sup>  | 357 | 360 |
| Fannie Mae Pool #MA5166 6.00% 10/1/2053 <sup>(a)</sup>  | 7519 | 7692 |
| Fannie Mae Pool #MA5191 6.00% 11/1/2053 <sup>(a)</sup>  | 1989 | 2039 |
| Fannie Mae Pool #FS6601 3.50% 12/1/2053 <sup>(a)</sup>  | 225 | 207 |
| Fannie Mae Pool #FS6668 5.50% 12/1/2053 <sup>(a)</sup>  | 236 | 237 |
| Fannie Mae Pool #FS7880 2.50% 1/1/2054 <sup>(a)</sup>  | 56 | 47 |
| Fannie Mae Pool #FS6809 5.50% 2/1/2054 <sup>(a)</sup>  | 208 | 210 |
| Fannie Mae Pool #FS7809 7.00% 2/1/2054 <sup>(a)</sup>  | 3518 | 3701 |
| Fannie Mae Pool #MA5296 5.50% 3/1/2054 <sup>(a)</sup>  | 5145 | 5177 |
| Fannie Mae Pool #CB8148 5.50% 3/1/2054 <sup>(a)</sup>  | 2513 | 2542 |
| Fannie Mae Pool #DA7881 5.50% 3/1/2054 <sup>(a)</sup>  | 286 | 288 |
| Fannie Mae Pool #MA5295 6.00% 3/1/2054 <sup>(a)</sup>  | 5268 | 5373 |
| Fannie Mae Pool #MA5328 6.00% 4/1/2054 <sup>(a)</sup>  | 690 | 705 |
| Fannie Mae Pool #MA5388 5.50% 6/1/2054 <sup>(a)</sup>  | 28 | 28 |
| Fannie Mae Pool #CB8755 6.00% 6/1/2054 <sup>(a)</sup>  | 3047 | 3128 |
| Fannie Mae Pool #CB8842 5.50% 7/1/2054 <sup>(a)</sup>  | 5764 | 5833 |
| Fannie Mae Pool #CB8858 6.00% 7/1/2054 <sup>(a)</sup>  | 4737 | 4873 |
| Fannie Mae Pool #FS8318 6.00% 7/1/2054 <sup>(a)</sup>  | 3099 | 3204 |
| Fannie Mae Pool #MA5421 6.00% 7/1/2054 <sup>(a)</sup>  | 1822 | 1858 |
| Fannie Mae Pool #FS8790 6.50% 7/1/2054 <sup>(a)</sup>  | 11997 | 12440 |
| Fannie Mae Pool #CB8876 6.50% 7/1/2054 <sup>(a)</sup>  | 798 | 829 |
| Fannie Mae Pool #FS8317 6.50% 7/1/2054 <sup>(a)</sup>  | 474 | 496 |
| Fannie Mae Pool #DB8381 5.50% 8/1/2054 <sup>(a)</sup>  | 526 | 529 |
| Fannie Mae Pool #MA5445 6.00% 8/1/2054 <sup>(a)</sup>  | 5369 | 5480 |
| Fannie Mae Pool #MA5446 6.50% 8/1/2054 <sup>(a)</sup>  | 4606 | 4765 |
| Fannie Mae Pool #MA5470 5.50% 9/1/2054 <sup>(a)</sup>  | 18712 | 18821 |
| Fannie Mae Pool #DC3262 6.00% 9/1/2054 <sup>(a)</sup>  | 2565 | 2616 |
| Fannie Mae Pool #DC3459 6.00% 9/1/2054 <sup>(a)</sup>  | 1274 | 1299 |
| Fannie Mae Pool #MA5472 6.50% 9/1/2054 <sup>(a)</sup>  | 14344 | 14839 |
| Fannie Mae Pool #DC1349 6.50% 9/1/2054 <sup>(a)</sup>  | 23 | 24 |
| Fannie Mae Pool #MA5531 5.50% 11/1/2054 <sup>(a)</sup>  | 3031 | 3048 |
| Fannie Mae Pool #DC6011 5.50% 11/1/2054 <sup>(a)</sup>  | 460 | 463 |
| Fannie Mae Pool #MA5552 5.00% 12/1/2054 <sup>(a)(c)</sup>  | 126425 | 124849 |
| Fannie Mae Pool #DC4826 5.50% 12/1/2054 <sup>(a)</sup>  | 3728 | 3749 |
| Fannie Mae Pool #DC6842 5.50% 12/1/2054 <sup>(a)</sup>  | 1662 | 1671 |
| Fannie Mae Pool #DC4736 5.50% 12/1/2054 <sup>(a)</sup>  | 1307 | 1318 |
| Fannie Mae Pool #MA5615 6.00% 2/1/2055 <sup>(a)</sup>  | 6067 | 6189 |
| Fannie Mae Pool #FA1000 7.00% 2/1/2055 <sup>(a)</sup>  | 4680 | 4921 |
| Fannie Mae Pool #MA5646 5.50% 3/1/2055 <sup>(a)</sup>  | 5609 | 5640 |
| Fannie Mae Pool #MA5647 6.00% 3/1/2055 <sup>(a)</sup>  | 3746 | 3820 |
| Fannie Mae Pool #FA2843 6.50% 3/1/2055 <sup>(a)</sup>  | 36429 | 37714 |
| Fannie Mae Pool #190445 6.50% 3/1/2055 <sup>(a)</sup>  | 27777 | 28736 |
| Fannie Mae Pool #FA1162 6.00% 4/1/2055 <sup>(a)</sup>  | 1924 | 1962 |
| Fannie Mae Pool #DD4459 6.00% 4/1/2055 <sup>(a)</sup>  | 1912 | 1950 |
| Fannie Mae Pool #DD4167 6.50% 4/1/2055 <sup>(a)</sup>  | 17 | 18 |

---

Capital Group Core Plus Income ETF — Page 3 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #FA4426 7.00% 4/1/2055 <sup>(a)</sup>  | USD128 | $134 |
| Fannie Mae Pool #MA5701 6.00% 5/1/2055 <sup>(a)</sup>  | 7066 | 7207 |
| Fannie Mae Pool #CC1170 6.00% 5/1/2055 <sup>(a)</sup>  | 175 | 178 |
| Fannie Mae Pool #MA5761 6.00% 7/1/2055 <sup>(a)</sup>  | 20944 | 21361 |
| Fannie Mae Pool #MA5762 6.50% 7/1/2055 <sup>(a)</sup>  | 11986 | 12400 |
| Fannie Mae Pool #CC0879 6.00% 8/1/2055 <sup>(a)</sup>  | 14263 | 14693 |
| Fannie Mae Pool #FA4425 7.00% 8/1/2055 <sup>(a)</sup>  | 903 | 951 |
| Fannie Mae Pool #BV6044 3.50% 9/1/2055 <sup>(a)</sup>  | 1202 | 1103 |
| Fannie Mae Pool #MA5823 6.00% 9/1/2055 <sup>(a)</sup>  | 15136 | 15438 |
| Fannie Mae Pool #MA5825 7.00% 9/1/2055 <sup>(a)</sup>  | 1776 | 1869 |
| Fannie Mae Pool #FA4420 7.00% 9/1/2055 <sup>(a)</sup>  | 488 | 514 |
| Farmer Mac Agricultural Real Estate Trust, Series 2025-1, Class A1, 5.22% 8/1/2055 <sup>(a)(d)(e)</sup>  | 22860 | 23049 |
| Freddie Mac Pool #ZS4017 5.50% 9/1/2027 <sup>(a)</sup>  | 1 | 1 |
| Freddie Mac Pool #QB7243 2.00% 1/1/2051 <sup>(a)</sup>  | 1800 | 1452 |
| Freddie Mac Pool #SD0554 2.50% 3/1/2051 <sup>(a)</sup>  | 310 | 261 |
| Freddie Mac Pool #QC0416 2.50% 4/1/2051 <sup>(a)</sup>  | 122 | 102 |
| Freddie Mac Pool #SI2108 2.50% 4/1/2051 <sup>(a)</sup>  | 113 | 95 |
| Freddie Mac Pool #RA5155 2.00% 5/1/2051 <sup>(a)</sup>  | 780 | 629 |
| Freddie Mac Pool #QC4360 3.00% 7/1/2051 <sup>(a)</sup>  | 951 | 838 |
| Freddie Mac Pool #SD0718 2.50% 8/1/2051 <sup>(a)</sup>  | 981 | 826 |
| Freddie Mac Pool #RA5767 2.50% 9/1/2051 <sup>(a)</sup>  | 1504 | 1267 |
| Freddie Mac Pool #SD5485 2.50% 9/1/2051 <sup>(a)</sup>  | 912 | 771 |
| Freddie Mac Pool #RA5841 3.00% 9/1/2051 <sup>(a)</sup>  | 141 | 124 |
| Freddie Mac Pool #RA6136 2.50% 10/1/2051 <sup>(a)</sup>  | 959 | 808 |
| Freddie Mac Pool #QC9251 2.50% 10/1/2051 <sup>(a)</sup>  | 23 | 19 |
| Freddie Mac Pool #QD1841 2.00% 11/1/2051 <sup>(a)</sup>  | 1699 | 1374 |
| Freddie Mac Pool #RA6231 2.50% 11/1/2051 <sup>(a)</sup>  | 841 | 708 |
| Freddie Mac Pool #RA6411 2.50% 11/1/2051 <sup>(a)</sup>  | 123 | 103 |
| Freddie Mac Pool #QD0981 3.00% 11/1/2051 <sup>(a)</sup>  | 2393 | 2107 |
| Freddie Mac Pool #QD2256 3.00% 11/1/2051 <sup>(a)</sup>  | 986 | 869 |
| Freddie Mac Pool #RA6499 2.00% 12/1/2051 <sup>(a)</sup>  | 388 | 313 |
| Freddie Mac Pool #SD1605 2.50% 12/1/2051 <sup>(a)</sup>  | 961 | 810 |
| Freddie Mac Pool #RA6492 2.50% 12/1/2051 <sup>(a)</sup>  | 56 | 47 |
| Freddie Mac Pool #RA6427 3.00% 12/1/2051 <sup>(a)</sup>  | 1496 | 1317 |
| Freddie Mac Pool #QD9124 2.00% 2/1/2052 <sup>(a)</sup>  | 1466 | 1183 |
| Freddie Mac Pool #RA6114 2.00% 2/1/2052 <sup>(a)</sup>  | 1055 | 852 |
| Freddie Mac Pool #RA6771 2.00% 2/1/2052 <sup>(a)</sup>  | 1036 | 836 |
| Freddie Mac Pool #QD7967 2.00% 2/1/2052 <sup>(a)</sup>  | 969 | 783 |
| Freddie Mac Pool #SD0902 2.50% 2/1/2052 <sup>(a)</sup>  | 708 | 596 |
| Freddie Mac Pool #SD2962 2.50% 2/1/2052 <sup>(a)</sup>  | 506 | 428 |
| Freddie Mac Pool #RA6856 3.00% 2/1/2052 <sup>(a)</sup>  | 1414 | 1246 |
| Freddie Mac Pool #QD7819 3.00% 2/1/2052 <sup>(a)</sup>  | 601 | 533 |
| Freddie Mac Pool #SD8199 2.00% 3/1/2052 <sup>(a)</sup>  | 1917 | 1554 |
| Freddie Mac Pool #QD8010 2.00% 3/1/2052 <sup>(a)</sup>  | 883 | 713 |
| Freddie Mac Pool #QE0887 2.00% 3/1/2052 <sup>(a)</sup>  | 804 | 649 |
| Freddie Mac Pool #QE0615 2.50% 3/1/2052 <sup>(a)</sup>  | 800 | 677 |
| Freddie Mac Pool #QD8972 2.50% 3/1/2052 <sup>(a)</sup>  | 416 | 353 |
| Freddie Mac Pool #QE0312 2.00% 4/1/2052 <sup>(a)</sup>  | 886 | 715 |
| Freddie Mac Pool #QE1102 2.50% 4/1/2052 <sup>(a)</sup>  | 9625 | 8148 |
| Freddie Mac Pool #QE0170 2.50% 4/1/2052 <sup>(a)</sup>  | 593 | 502 |
| Freddie Mac Pool #RA8828 2.50% 4/1/2052 <sup>(a)</sup>  | 573 | 484 |
| Freddie Mac Pool #QE0323 2.50% 4/1/2052 <sup>(a)</sup>  | 401 | 339 |
| Freddie Mac Pool #QE0292 2.50% 4/1/2052 <sup>(a)</sup>  | 263 | 223 |
| Freddie Mac Pool #QE2310 2.50% 4/1/2052 <sup>(a)</sup>  | 121 | 102 |

---

Capital Group Core Plus Income ETF — Page 4 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD1156 3.00% 4/1/2052 <sup>(a)</sup>  | USD777 | $684 |
| Freddie Mac Pool #SD8206 3.00% 4/1/2052 <sup>(a)</sup>  | 754 | 664 |
| Freddie Mac Pool #RA7130 3.00% 4/1/2052 <sup>(a)</sup>  | 728 | 640 |
| Freddie Mac Pool #RA7139 2.50% 5/1/2052 <sup>(a)</sup>  | 264 | 223 |
| Freddie Mac Pool #SD8213 3.00% 5/1/2052 <sup>(a)</sup>  | 39966 | 35208 |
| Freddie Mac Pool #QE1237 3.50% 5/1/2052 <sup>(a)</sup>  | 964 | 887 |
| Freddie Mac Pool #QE5301 3.50% 5/1/2052 <sup>(a)</sup>  | 643 | 590 |
| Freddie Mac Pool #QE4044 2.50% 6/1/2052 <sup>(a)</sup>  | 466 | 393 |
| Freddie Mac Pool #SD8219 2.50% 6/1/2052 <sup>(a)</sup>  | 375 | 317 |
| Freddie Mac Pool #SD6203 3.00% 6/1/2052 <sup>(a)</sup>  | 124 | 109 |
| Freddie Mac Pool #QE4383 4.00% 6/1/2052 <sup>(a)</sup>  | 665 | 630 |
| Freddie Mac Pool #SL2621 2.50% 7/1/2052 <sup>(a)</sup>  | 18842 | 15984 |
| Freddie Mac Pool #SD5368 2.50% 7/1/2052 <sup>(a)</sup>  | 3268 | 2753 |
| Freddie Mac Pool #QE6097 2.50% 7/1/2052 <sup>(a)</sup>  | 564 | 476 |
| Freddie Mac Pool #SD3632 2.50% 7/1/2052 <sup>(a)</sup>  | 183 | 155 |
| Freddie Mac Pool #SD8225 3.00% 7/1/2052 <sup>(a)</sup>  | 34984 | 30815 |
| Freddie Mac Pool #SD3117 4.00% 7/1/2052 <sup>(a)</sup>  | 5389 | 5110 |
| Freddie Mac Pool #SD8234 2.50% 8/1/2052 <sup>(a)</sup>  | 1411 | 1194 |
| Freddie Mac Pool #QE8026 2.50% 8/1/2052 <sup>(a)</sup>  | 342 | 289 |
| Freddie Mac Pool #SD8235 3.00% 8/1/2052 <sup>(a)</sup>  | 1203 | 1060 |
| Freddie Mac Pool #SD7346 3.00% 8/1/2052 <sup>(a)</sup>  | 890 | 783 |
| Freddie Mac Pool #QF0923 2.50% 9/1/2052 <sup>(a)</sup>  | 617 | 521 |
| Freddie Mac Pool #SD8271 2.50% 10/1/2052 <sup>(a)</sup>  | 433 | 365 |
| Freddie Mac Pool #SD8291 2.50% 11/1/2052 <sup>(a)</sup>  | 672 | 567 |
| Freddie Mac Pool #SD8263 3.00% 11/1/2052 <sup>(a)</sup>  | 1242 | 1094 |
| Freddie Mac Pool #SD8303 2.50% 1/1/2053 <sup>(a)</sup>  | 359 | 303 |
| Freddie Mac Pool #SD8312 2.50% 1/1/2053 <sup>(a)</sup>  | 307 | 260 |
| Freddie Mac Pool #SD8299 5.00% 2/1/2053 <sup>(a)</sup>  | 3591 | 3561 |
| Freddie Mac Pool #QG1193 5.50% 4/1/2053 <sup>(a)</sup>  | 294 | 297 |
| Freddie Mac Pool #SD8323 5.00% 5/1/2053 <sup>(a)</sup>  | 2273 | 2254 |
| Freddie Mac Pool #SD8331 5.50% 6/1/2053 <sup>(a)</sup>  | 3026 | 3052 |
| Freddie Mac Pool #SD3417 2.50% 7/1/2053 <sup>(a)</sup>  | 1009 | 853 |
| Freddie Mac Pool #SD8342 5.50% 6/1/2053 <sup>(a)</sup>  | 1746 | 1761 |
| Freddie Mac Pool #RA9735 2.50% 8/1/2053 <sup>(a)</sup>  | 166 | 140 |
| Freddie Mac Pool #SD8362 5.50% 9/1/2053 <sup>(a)</sup>  | 18048 | 18200 |
| Freddie Mac Pool #SD8363 6.00% 9/1/2053 <sup>(a)</sup>  | 4276 | 4382 |
| Freddie Mac Pool #SD4077 2.50% 10/1/2053 <sup>(a)</sup>  | 2852 | 2412 |
| Freddie Mac Pool #SD4550 2.50% 10/1/2053 <sup>(a)</sup>  | 172 | 146 |
| Freddie Mac Pool #SD8367 5.50% 10/1/2053 <sup>(a)</sup>  | 1343 | 1354 |
| Freddie Mac Pool #SD4977 5.00% 11/1/2053 <sup>(a)</sup>  | 90236 | 89412 |
| Freddie Mac Pool #SD8372 5.50% 11/1/2053 <sup>(a)</sup>  | 4785 | 4822 |
| Freddie Mac Pool #SD8396 6.00% 1/1/2054 <sup>(a)</sup>  | 236 | 242 |
| Freddie Mac Pool #SD8401 5.50% 2/1/2054 <sup>(a)</sup>  | 21147 | 21286 |
| Freddie Mac Pool #SD8402 6.00% 2/1/2054 <sup>(a)</sup>  | 18001 | 18386 |
| Freddie Mac Pool #SD8403 6.50% 2/1/2054 <sup>(a)</sup>  | 20 | 20 |
| Freddie Mac Pool #SD8408 5.50% 3/1/2054 <sup>(a)</sup>  | 40391 | 40638 |
| Freddie Mac Pool #SD8432 6.00% 5/1/2054 <sup>(a)</sup>  | 2174 | 2218 |
| Freddie Mac Pool #SD8438 5.50% 6/1/2054 <sup>(a)</sup>  | 806 | 811 |
| Freddie Mac Pool #QI7522 5.50% 6/1/2054 <sup>(a)</sup>  | 15 | 15 |
| Freddie Mac Pool #SD8439 6.00% 6/1/2054 <sup>(a)</sup>  | 29 | 30 |
| Freddie Mac Pool #RJ1963 5.50% 7/1/2054 <sup>(a)</sup>  | 1534 | 1552 |
| Freddie Mac Pool #RJ1964 6.00% 7/1/2054 <sup>(a)</sup>  | 9529 | 9898 |
| Freddie Mac Pool #RJ1975 6.00% 7/1/2054 <sup>(a)</sup>  | 7380 | 7595 |
| Freddie Mac Pool #SD8447 6.00% 7/1/2054 <sup>(a)</sup>  | 1678 | 1713 |

---

Capital Group Core Plus Income ETF — Page 5 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #QJ3296 6.00% 8/1/2054 <sup>(a)</sup>  | USD1,337 | $1365 |
| Freddie Mac Pool #SD6700 6.00% 8/1/2054 <sup>(a)</sup>  | 719 | 734 |
| Freddie Mac Pool #SD8462 5.50% 9/1/2054 <sup>(a)</sup>  | 32681 | 32864 |
| Freddie Mac Pool #SD6578 6.00% 9/1/2054 <sup>(a)</sup>  | 1071 | 1107 |
| Freddie Mac Pool #QJ5643 6.50% 9/1/2054 <sup>(a)</sup>  | 4815 | 4981 |
| Freddie Mac Pool #QJ3931 6.50% 9/1/2054 <sup>(a)</sup>  | 14 | 15 |
| Freddie Mac Pool #SD8469 5.50% 10/1/2054 <sup>(a)</sup>  | 207 | 209 |
| Freddie Mac Pool #QJ6165 5.50% 10/1/2054 <sup>(a)</sup>  | 204 | 205 |
| Freddie Mac Pool #SD6585 5.50% 10/1/2054 <sup>(a)</sup>  | 44 | 44 |
| Freddie Mac Pool #SD8471 6.50% 10/1/2054 <sup>(a)</sup>  | 1000 | 1034 |
| Freddie Mac Pool #SD8475 5.50% 11/1/2054 <sup>(a)</sup>  | 44061 | 44312 |
| Freddie Mac Pool #SD8491 5.00% 12/1/2054 <sup>(a)</sup>  | 37041 | 36579 |
| Freddie Mac Pool #SD8493 5.50% 12/1/2054 <sup>(a)</sup>  | 1662 | 1672 |
| Freddie Mac Pool #SD8494 5.50% 1/1/2055 <sup>(a)</sup>  | 6487 | 6523 |
| Freddie Mac Pool #SI2134 6.50% 1/1/2055 <sup>(a)</sup>  | 3705 | 3833 |
| Freddie Mac Pool #SL2928 7.00% 1/1/2055 <sup>(a)</sup>  | 783 | 823 |
| Freddie Mac Pool #SD8506 5.50% 2/1/2055 <sup>(a)</sup>  | 1727 | 1737 |
| Freddie Mac Pool #SD8507 6.00% 2/1/2055 <sup>(a)</sup>  | 2561 | 2612 |
| Freddie Mac Pool #SL0588 3.50% 3/1/2055 <sup>(a)</sup>  | 228 | 209 |
| Freddie Mac Pool #SL0799 5.00% 3/1/2055 <sup>(a)</sup>  | 9013 | 8900 |
| Freddie Mac Pool #SD8516 6.00% 3/1/2055 <sup>(a)</sup>  | 38347 | 39111 |
| Freddie Mac Pool #QX8785 6.50% 3/1/2055 <sup>(a)</sup>  | 124 | 129 |
| Freddie Mac Pool #SD8525 6.00% 4/1/2055 <sup>(a)</sup>  | 34116 | 34796 |
| Freddie Mac Pool #QY2186 6.50% 4/1/2055 <sup>(a)</sup>  | 7082 | 7328 |
| Freddie Mac Pool #SD8534 6.00% 5/1/2055 <sup>(a)</sup>  | 42880 | 43733 |
| Freddie Mac Pool #QY3774 6.00% 5/1/2055 <sup>(a)</sup>  | 18412 | 18778 |
| Freddie Mac Pool #SD8535 6.50% 5/1/2055 <sup>(a)</sup>  | 1000 | 1034 |
| Freddie Mac Pool #QY2656 6.50% 5/1/2055 <sup>(a)</sup>  | 954 | 987 |
| Freddie Mac Pool #QY4677 6.50% 6/1/2055 <sup>(a)</sup>  | 462 | 478 |
| Freddie Mac Pool #RQ0028 6.00% 7/1/2055 <sup>(a)</sup>  | 3876 | 3953 |
| Freddie Mac Pool #RQ0041 6.00% 8/1/2055 <sup>(a)</sup>  | 17451 | 17799 |
| Freddie Mac Pool #RJ5632 6.00% 8/1/2055 <sup>(a)</sup>  | 7402 | 7549 |
| Freddie Mac Pool #RQ0043 7.00% 8/1/2055 <sup>(a)</sup>  | 592 | 622 |
| Freddie Mac Pool #RQ0050 6.00% 9/1/2055 <sup>(a)</sup>  | 8447 | 8617 |
| Freddie Mac Pool #RJ6300 6.50% 1/1/2056 <sup>(a)</sup>  | 73 | 76 |
| Government National Mortgage Assn. 2.50% 4/1/2056 <sup>(a)</sup>  | 2100 | 1807 |
| Government National Mortgage Assn. 4.50% 4/1/2056 <sup>(a)(f)</sup>  | 2600 | 2512 |
| Government National Mortgage Assn. 5.00% 4/1/2056 <sup>(a)(f)</sup>  | 2600 | 2575 |
| Government National Mortgage Assn. Pool #MA8266 3.50% 9/20/2052 <sup>(a)</sup>  | 4400 | 4062 |
| Government National Mortgage Assn. Pool #MB0024 4.50% 11/20/2054 <sup>(a)</sup>  | 11153 | 10802 |
| Government National Mortgage Assn. Pool #MB0202 4.00% 2/20/2055 <sup>(a)</sup>  | 898 | 843 |
| Government National Mortgage Assn. Pool #MB0256 4.00% 3/20/2055 <sup>(a)</sup>  | 1564 | 1467 |
| Government National Mortgage Assn. Pool #MB0553 4.00% 8/20/2055 <sup>(a)</sup>  | 74 | 69 |
| Uniform Mortgage-Backed Security 2.00% 4/1/2056 <sup>(a)(f)</sup>  | 18502 | 14907 |
| Uniform Mortgage-Backed Security 2.50% 4/1/2056 <sup>(a)(f)</sup>  | 50067 | 42104 |
| Uniform Mortgage-Backed Security 3.50% 4/1/2056 <sup>(a)(f)</sup>  | 57090 | 52345 |
| Uniform Mortgage-Backed Security 4.00% 4/1/2056 <sup>(a)(f)</sup>  | 14939 | 14099 |
| Uniform Mortgage-Backed Security 5.00% 4/1/2056 <sup>(a)(f)</sup>  | 20000 | 19727 |
| Uniform Mortgage-Backed Security 5.50% 4/1/2056 <sup>(a)(f)</sup>  | 19663 | 19756 |
| Uniform Mortgage-Backed Security 2.00% 5/1/2056 <sup>(a)</sup>  | 31867 | 25661 |
| Uniform Mortgage-Backed Security 2.50% 5/1/2056 <sup>(a)(f)</sup>  | 42289 | 35544 |

---

Capital Group Core Plus Income ETF — Page 6 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Uniform Mortgage-Backed Security 4.00% 5/1/2056 <sup>(a)(f)</sup>  | USD20,030 | $18887 |
| Uniform Mortgage-Backed Security 5.50% 5/1/2056 <sup>(a)(f)</sup>  | 51547 | 51718 |
|  |  | 1589208 |
| **Commercial mortgage-backed securities 9.76%** |  |  |
| 3650R Commercial Mortgage Trust, Series 2022-PF2, Class B, 5.289% 11/15/2055 <sup>(a)(e)</sup>  | 1690 | 1617 |
| ALA Trust, Series 2025-OANA, Class C, (1-month USD CME Term SOFR + 2.092%) 5.765% 6/15/2040 <sup>(a)(d)(e)</sup>  | 14282 | 14345 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class D, 7.935% 11/10/2029 <sup>(a)(d)(e)</sup>  | 5000 | 5106 |
| Bank Commercial Mortgage Trust, Series 2023-BNK45, Class B, 6.148% 2/15/2056 <sup>(a)(e)</sup>  | 1873 | 1940 |
| Bank Commercial Mortgage Trust, Series 2023-5YR1, Class AS, 6.677% 4/15/2056 <sup>(a)(e)</sup>  | 3787 | 3888 |
| Bank Commercial Mortgage Trust, Series 2023-5YR1, Class B, 6.412% 4/15/2056 <sup>(a)(e)</sup>  | 1418 | 1447 |
| Bank Commercial Mortgage Trust, Series 2023-BNK46, Class B, 6.999% 8/15/2056 <sup>(a)(e)</sup>  | 2242 | 2355 |
| Bank Commercial Mortgage Trust, Series 2023-5YR4, Class B, 7.605% 12/15/2056 <sup>(a)(e)</sup>  | 2989 | 3161 |
| Bank Commercial Mortgage Trust, Series 2024-5YR9, Class B, 6.483% 8/15/2057 <sup>(a)(e)</sup>  | 6530 | 6740 |
| Bank Commercial Mortgage Trust, Series 2024-5YR11, Class B, 6.322% 11/15/2057 <sup>(a)(e)</sup>  | 7100 | 7285 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class B, 6.277% 12/15/2057 <sup>(a)(e)</sup>  | 7925 | 8137 |
| Bank Commercial Mortgage Trust, Series 2019-BN19, Class B, 3.647% 8/15/2061 <sup>(a)</sup>  | 1000 | 871 |
| Bank Commercial Mortgage Trust, Series 2019-BN24, Class B, 3.455% 11/15/2062 <sup>(a)(e)</sup>  | 1033 | 948 |
| Bank Commercial Mortgage Trust, Series 2022-BNK40, Class B, 3.507% 3/15/2064 <sup>(a)(e)</sup>  | 273 | 239 |
| Bank Commercial Mortgage Trust, Series 2022-BNK40, Class AS, 3.507% 3/15/2064 <sup>(a)(e)</sup>  | 250 | 227 |
| Bank5, Series 2025-5YR17, Class B, 5.992% 11/15/2058 <sup>(a)(e)</sup>  | 2303 | 2358 |
| &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)(d)(e)</sup>  | 2927 | 2778 |
| Barclays Commercial Mortgage Securities, LLC, Series 2022-C18, Class C, 6.148% 12/15/2055 <sup>(a)(e)</sup>  | 1355 | 1339 |
| Barclays Commercial Mortgage Securities, LLC, Series 2024-C24, Class C, 6.00% 2/15/2057 <sup>(a)</sup>  | 276 | 272 |
| Barclays Commercial Mortgage Securities, LLC, Series 2024-C30, Class B, 6.031% 11/15/2057 <sup>(a)(e)</sup>  | 4242 | 4371 |
| Barclays Commercial Mortgage Securities, LLC, Series 2024-5C31, Class B, 6.002% 12/15/2057 <sup>(a)(e)</sup>  | 7000 | 7199 |
| Barclays Commercial Mortgage Securities, LLC, Series 2025-5C33, Class B, 6.435% 3/15/2058 <sup>(a)(e)</sup>  | 4464 | 4641 |
| Barclays Commercial Mortgage Securities, LLC, Series 2025-5C34, Class B, 6.542% 5/15/2058 <sup>(a)(e)</sup>  | 2265 | 2370 |
| Barclays Commercial Mortgage Securities, LLC, Series 2025-C32, Class B, 6.13% 2/15/2062 <sup>(a)</sup>  | 8000 | 8250 |
| Benchmark Mortgage Trust, Series 2020-B21, Class AS, 2.254% 12/17/2053 <sup>(a)</sup>  | 250 | 219 |
| Benchmark Mortgage Trust, Series 2021-B23, Class A5, 2.07% 2/15/2054 <sup>(a)</sup>  | 1200 | 1054 |
| Benchmark Mortgage Trust, Series 2022-B35, Class C, 4.594% 5/15/2055 <sup>(a)(e)</sup>  | 2005 | 1619 |
| Benchmark Mortgage Trust, Series 2023-V2, Class B, 6.77% 5/15/2055 <sup>(a)(e)</sup>  | 2988 | 3056 |
| Benchmark Mortgage Trust, Series 2023-V2, Class C, 6.77% 5/15/2055 <sup>(a)(e)</sup>  | 1994 | 2017 |
| Benchmark Mortgage Trust, Series 2023-V3, Class B, 6.924% 7/15/2056 <sup>(a)(e)</sup>  | 1499 | 1534 |
| Benchmark Mortgage Trust, Series 2023-V3, Class C, 7.411% 7/15/2056 <sup>(a)(e)</sup>  | 2644 | 2661 |
| Benchmark Mortgage Trust, Series 2024-V5, Class AM, 6.417% 1/10/2057 <sup>(a)(e)</sup>  | 1681 | 1744 |
| Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.602% 8/15/2057 <sup>(a)</sup>  | 3496 | 3589 |
| Benchmark Mortgage Trust, Series 2024-V9, Class B, 6.466% 8/15/2057 <sup>(a)(e)</sup>  | 2600 | 2687 |
| Benchmark Mortgage Trust, Series 2024-V10, Class B, 5.977% 9/15/2057 <sup>(a)(e)</sup>  | 6000 | 6072 |
| Benchmark Mortgage Trust, Series 2024-V11, Class B, 6.586% 11/15/2057 <sup>(a)(e)</sup>  | 7298 | 7565 |
| Benchmark Mortgage Trust, Series 2024-V12, Class B, 6.282% 12/15/2057 <sup>(a)(e)</sup>  | 3868 | 3940 |
| Benchmark Mortgage Trust, Series 2025-V15, Class B, 6.425% 6/15/2058 <sup>(a)(e)</sup>  | 3244 | 3375 |
| Benchmark Mortgage Trust, Series 2025-V18, Class C, 6.139% 10/15/2058 <sup>(a)</sup>  | 6713 | 6702 |
| BFLD Trust, Series 2025-5MW, Class A, 4.83% 10/10/2042 <sup>(a)(d)(e)</sup>  | 15553 | 15446 |
| BFLD Trust, Series 2025-5MW, Class D, 6.583% 10/10/2042 <sup>(a)(d)(e)</sup>  | 1482 | 1505 |
| &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)(d)(e)</sup>  | 2688 | 2691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BLP Commercial Mortgage Trust, Series 2024-IND2, Class D, (1-month USD CME Term SOFR + 2.59%) 6.263% <br> 3/15/2041 <sup>(a)(d)(e)</sup>  | 1156 | 1155 |
| BMO Mortgage Trust, Series 2023-C4, Class B, 5.396% 2/15/2056 <sup>(a)(e)</sup>  | 711 | 709 |
| BMO Mortgage Trust, Series 2023-5C1, Class B, 6.96% 8/15/2056 <sup>(a)(e)</sup>  | 3505 | 3610 |
| BMO Mortgage Trust, Series 2023-5C1, Class C, 7.355% 8/15/2056 <sup>(a)(e)</sup>  | 1075 | 1096 |

---

Capital Group Core Plus Income ETF — Page 7 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| 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>|
| BMO Mortgage Trust, Series 2024-5C5, Class B, 6.98% 2/15/2057 <sup>(a)(e)</sup>  | USD7,774 | $8013 |
| BMO Mortgage Trust, Series 2024-5C3, Class C, 6.859% 2/15/2057 <sup>(a)(e)</sup>  | 443 | 450 |
| BMO Mortgage Trust, Series 2024-5C6, Class B, 6.086% 9/15/2057 <sup>(a)(e)</sup>  | 1159 | 1178 |
| BMO Mortgage Trust, Series 2024-C10, Class B, 6.079% 11/15/2057 <sup>(a)(e)</sup>  | 3470 | 3503 |
| BMO Mortgage Trust, Series 2024-5C7, Class B, 6.411% 11/15/2057 <sup>(a)(e)</sup>  | 9000 | 9209 |
| BMO Mortgage Trust, Series 2024-5C8, Class B, 6.091% 12/15/2057 <sup>(a)(e)</sup>  | 4000 | 4063 |
| BMP Trust, Series 2024-MF23, Class D, (1-month USD CME Term SOFR + 2.39%) 6.063% 6/15/2041 <sup>(a)(d)(e)</sup>  | 5000 | 5009 |
| BMP Trust, Series 2024-MF23, Class E, (1-month USD CME Term SOFR + 3.389%) 7.062% 6/15/2041 <sup>(a)(d)(e)</sup>  | 2408 | 2405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-GPA3, Class C, (1-month USD CME Term SOFR + 1.892%) 5.565% <br> 12/15/2039 <sup>(a)(d)(e)</sup>  | 7540 | 7552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-AIR2, Class C, (1-month USD CME Term SOFR + 2.241%) 5.914% <br> 10/15/2041 <sup>(a)(d)(e)</sup>  | 1918 | 1924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-FNX, Class C, (1-month USD CME Term SOFR + 2.291%) 5.964% <br> 11/15/2041 <sup>(a)(d)(e)</sup>  | 10726 | 10739 |
| BX Commercial Mortgage Trust, Series 2025-BIO3, Class C, 7.193% 2/10/2042 <sup>(a)(d)(e)</sup>  | 13850 | 13953 |
| BX Commercial Mortgage Trust, Series 2020-VIV3, Class B, 3.544% 3/9/2044 <sup>(a)(d)(e)</sup>  | 989 | 933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2026-VLT9, Class B, (1-month USD CME Term SOFR + 2.15%) 5.823% <br> 3/15/2045 <sup>(a)(d)(e)</sup>  | 24208 | 24085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2026-VLT9, Class C, (1-month USD CME Term SOFR + 2.55%) 6.223% <br> 3/15/2045 <sup>(a)(d)(e)</sup>  | 10883 | 10832 |
| BX Trust, Series 2024-KING, Class C, (1-month USD CME Term SOFR + 1.94%) 5.613% 5/15/2034 <sup>(a)(d)(e)</sup>  | 5325 | 5332 |
| BX Trust, Series 2021-SDMF, Class D, (1-month USD CME Term SOFR + 1.501%) 5.174% 9/15/2034 <sup>(a)(d)(e)</sup>  | 464 | 464 |
| BX Trust, Series 2022-IND, Class D, (1-month USD CME Term SOFR + 2.839%) 6.512% 4/15/2037 <sup>(a)(d)(e)</sup>  | 110 | 110 |
| BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 4.663% 1/17/2039 <sup>(a)(d)(e)</sup>  | 4808 | 4809 |
| BX Trust, Series 2025-VLT6, Class C, (1-month USD CME Term SOFR + 2.192%) 5.865% 3/15/2042 <sup>(a)(d)(e)</sup>  | 8955 | 8884 |
| BX Trust, Series 2025-VLT6, Class D, (1-month USD CME Term SOFR + 2.592%) 6.264% 3/15/2042 <sup>(a)(d)(e)</sup>  | 14062 | 13938 |
| BX Trust, Series 2025-GW, Class A, (1-month USD CME Term SOFR + 1.60%) 5.273% 7/15/2042 <sup>(a)(d)(e)</sup>  | 20000 | 20037 |
| BX Trust, Series 2025-GW, Class B, (1-month USD CME Term SOFR + 1.85%) 5.523% 7/15/2042 <sup>(a)(d)(e)</sup>  | 5170 | 5176 |
| BX Trust, Series 2020-VIV2, Class C, 3.542% 3/9/2044 <sup>(a)(d)(e)</sup>  | 2000 | 1866 |
| BX Trust, Series 2025-VLT7, Class A, (1-month USD CME Term SOFR + 1.70%) 5.373% 7/15/2044 <sup>(a)(d)(e)</sup>  | 19000 | 18949 |
| BX Trust, Series 2025-VLT7, Class B, (1-month USD CME Term SOFR + 2.00%) 5.673% 7/15/2044 <sup>(a)(d)(e)</sup>  | 18989 | 18914 |
| BX Trust, Series 2025-VLT7, Class C, (1-month USD CME Term SOFR + 2.35%) 6.023% 7/15/2044 <sup>(a)(d)(e)</sup>  | 7106 | 7067 |
| BX Trust, Series 2025-VOLT, Class A, (1-month USD CME Term SOFR + 1.70%) 5.373% 12/15/2044 <sup>(a)(d)(e)</sup>  | 9945 | 9932 |
| BX Trust, Series 2025-VOLT, Class C, (1-month USD CME Term SOFR + 2.10%) 5.773% 12/15/2044 <sup>(a)(d)(e)</sup>  | 19984 | 19880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BXSC Commercial Mortgage Trust, Series 2022-WSS, Class B, (1-month USD CME Term SOFR + 2.092%) 5.765% <br> 3/15/2035 <sup>(a)(d)(e)</sup>  | 2887 | 2888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BXSC Commercial Mortgage Trust, Series 2022-WSS, Class D, (1-month USD CME Term SOFR + 3.188%) 6.861% <br> 3/15/2035 <sup>(a)(d)(e)</sup>  | 241 | 241 |
| CART, Series 2024-DFW1, Class D, (1-month USD CME Term SOFR + 3.04%) 6.72% 8/15/2041 <sup>(a)(d)(e)</sup>  | 5768 | 5727 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class D, 6.048% 6/10/2028 <sup>(a)(d)(e)</sup>  | 3950 | 3934 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class C, 6.048% 10/12/2040 <sup>(a)(d)(e)</sup>  | 1225 | 1232 |
| Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class B, 3.15% 2/15/2053 <sup>(a)(e)</sup>  | 840 | 740 |
| DATA 2023-CNTR Mortgage Trust, Series 2023-CNTR, Class D, 5.728% 8/12/2043 <sup>(a)(d)(e)</sup>  | 3984 | 3626 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class D, 7.379% 9/12/2040 <sup>(a)(d)(e)</sup>  | 5155 | 5199 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317% 8/10/2042 <sup>(a)(d)(e)</sup>  | 10935 | 11047 |
| ELM Trust 2024, Series 2024-ELM, Class D10, 6.626% 6/10/2039 <sup>(a)(d)(e)</sup>  | 973 | 974 |
| ELM Trust 2024, Series 2024-ELM, Class D15, 6.674% 6/10/2039 <sup>(a)(d)(e)</sup>  | 875 | 876 |
| &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)(d)(e)</sup>  | 4976 | 4983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class D, (1-month USD CME Term SOFR + 2.60%) 6.273% <br> 10/15/2042 <sup>(a)(d)(e)</sup>  | 5246 | 5266 |
| FIVE Mortgage Trust, Series 2023-V1, Class B, 6.559% 2/10/2056 <sup>(a)(e)</sup>  | 1982 | 2017 |
| FIVE Mortgage Trust, Series 2023-V1, Class C, 6.559% 2/10/2056 <sup>(a)(e)</sup>  | 973 | 975 |

---

Capital Group Core Plus Income ETF — Page 8 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| 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; Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class E, (1-month USD CME Term SOFR + 3.15%) 6.823% <br> 12/15/2039 <sup>(a)(d)(e)</sup>  | USD2,568 | $2581 |
| Great Wolf Trust, Series 2024-WOLF, Class A, (1-month USD CME Term SOFR + 1.542%) 5.215% 3/15/2039 <sup>(a)(d)(e)</sup>  | 10650 | 10658 |
| Great Wolf Trust, Series 2024-WOLF, Class C, (1-month USD CME Term SOFR + 2.391%) 6.064% 3/15/2039 <sup>(a)(d)(e)</sup>  | 3963 | 3976 |
| Great Wolf Trust, Series 2024-WOLF, Class D, (1-month USD CME Term SOFR + 2.89%) 6.563% 3/15/2039 <sup>(a)(d)(e)</sup>  | 1744 | 1751 |
| GS Mortgage Securities Trust, Series 2024-70P, Class B, 5.507% 3/10/2041 <sup>(a)(d)(e)</sup>  | 2174 | 2192 |
| GS Mortgage Securities Trust, Series 2024-70P, Class C, 5.881% 3/10/2041 <sup>(a)(d)(e)</sup>  | 3769 | 3801 |
| &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)(d)(e)</sup>  | 2987 | 2992 |
| Hawaii Hotel Trust, Series 2025-MAUI, Class E, (1-month USD CME Term SOFR + 3.29%) 6.963% 3/15/2042 <sup>(a)(d)(e)</sup>  | 4897 | 4813 |
| Hilton USA Trust, Series 2024-ORL, Class A, (1-month USD CME Term SOFR + 1.541%) 5.214% 5/15/2037 <sup>(a)(d)(e)</sup>  | 6000 | 6003 |
| Hilton USA Trust, Series 2024-ORL, Class B, (1-month USD CME Term SOFR + 1.941%) 5.613% 5/15/2037 <sup>(a)(d)(e)</sup>  | 2000 | 2002 |
| Hilton USA Trust, Series 2024-ORL, Class C, (1-month USD CME Term SOFR + 2.44%) 6.112% 5/15/2037 <sup>(a)(d)(e)</sup>  | 996 | 997 |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.462% 2/5/2045 <sup>(a)(d)(e)</sup>  | 5381 | 5509 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class C, 7.324% 5/10/2039 <sup>(a)(d)(e)</sup>  | 1260 | 1272 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class D, 8.471% 5/10/2039 <sup>(a)(d)(e)</sup>  | 2564 | 2599 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class D, 6.591% 1/13/2040 <sup>(a)(d)(e)</sup>  | 20000 | 20552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class C, (1-month USD CME Term SOFR + 2.25%) 5.923% <br>3/15/2042 <sup>(a)(d)(e)</sup>  | 11000 | 11001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class D, (1-month USD CME Term SOFR + 2.85%) 6.523% <br>3/15/2042 <sup>(a)(d)(e)</sup>  | 11000 | 10999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class C, (1-month USD CME Term SOFR + <br> 2.242%) 5.915% 11/15/2039 <sup>(a)(d)(e)</sup>  | 6779 | 6800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KSL Commercial Mortgage Trust, Series 2024-HT2, Class D, (1-month USD CME Term SOFR + 3.29%) 6.962% <br> 12/15/2039 <sup>(a)(d)(e)</sup>  | 8912 | 8878 |
| Manhattan West, Series 2020-1MW, Class C, 2.412% 9/10/2039 <sup>(a)(d)(e)</sup>  | 5640 | 5419 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class B, 6.513% 3/15/2030 <sup>(a)(e)</sup>  | 4500 | 4689 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class C, 6.859% 3/15/2030 <sup>(a)(e)</sup>  | 7473 | 7716 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class C, 5.743% 11/15/2058 <sup>(a)(e)</sup>  | 950 | 933 |
| Morgan Stanley Capital I Trust, Series 2019-L3, Class B, 3.662% 11/15/2052 <sup>(a)(e)</sup>  | 750 | 682 |
| MSWF Commercial Mortgage Trust, Series 2023-1, Class B, 6.906% 5/15/2033 <sup>(a)(e)</sup>  | 1642 | 1724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2020-01, Class M10, (30-day Average USD-SOFR + 3.864%) <br> 7.526% 3/25/2050 <sup>(a)(d)(e)</sup>  | 2405 | 2446 |
| &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)(d)(e)</sup>  | 1535 | 1578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2023-01, Class M10, (30-day Average USD-SOFR + 6.50%) <br> 10.162% 11/25/2053 <sup>(a)(d)(e)</sup>  | 2699 | 3102 |
| &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)(d)(e)</sup>  | 8864 | 9015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M2, (30-day Average USD-SOFR + 3.10%) <br> 6.762% 5/25/2055 <sup>(a)(d)(e)</sup>  | 2421 | 2430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Structured Credit Risk, Series 2021-MN1, Class M2, (30-day Average USD-SOFR + 3.75%) 7.412% <br> 1/25/2051 <sup>(a)(d)(e)</sup>  | 910 | 946 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class A, 4.668% 11/5/2038 <sup>(a)(d)(e)</sup>  | 6121 | 6099 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class B, 5.007% 11/5/2038 <sup>(a)(d)(e)</sup>  | 6218 | 6217 |
| NYC Commercial Mortgage Trust, Series 2025-28L, Class D, 6.213% 11/5/2038 <sup>(a)(d)(e)</sup>  | 14407 | 14395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NYC Commercial Mortgage Trust, Series 2025-3BP, Class C, (1-month USD CME Term SOFR + 1.892%) 5.565% <br> 2/15/2042 <sup>(a)(d)(e)</sup>  | 1626 | 1622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NYC Commercial Mortgage Trust, Series 2025-3BP, Class D, (1-month USD CME Term SOFR + 2.441%) 6.114% <br> 2/15/2042 <sup>(a)(d)(e)</sup>  | 1824 | 1823 |
| ROCC Trust, Series 2024-CNTR, Class A, 5.388% 11/13/2041 <sup>(a)(d)</sup>  | 435 | 442 |
| &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)(d)(e)</sup>  | 15083 | 15105 |

---

Capital Group Core Plus Income ETF — Page 9 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| 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; 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)(d)(e)</sup>  | USD1,943 | $1942 |
| &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)(d)(g)</sup>  | 8900 | 8891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class D, (1-month USD CME Term SOFR + 1.95%) <br> 5.623% 1/15/2039 <sup>(a)(d)(e)</sup>  | 3000 | 2992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class D, (1-month USD CME Term SOFR + 2.591%) <br> 6.314% 2/15/2042 <sup>(a)(d)(e)</sup>  | 7732 | 7624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class E, (1-month USD CME Term SOFR + 3.29%) 7.013% <br> 2/15/2042 <sup>(a)(d)(e)</sup>  | 3469 | 3418 |
| UBS Commercial Mortgage Trust, Series 2017-C1, Class AS, 3.724% 6/15/2050 <sup>(a)</sup>  | 6702 | 6567 |
| UBS Commercial Mortgage Trust, Series 2017-C3, Class C, 4.264% 8/15/2050 <sup>(a)(e)</sup>  | 1583 | 1494 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class A, 5.575% 9/15/2040 <sup>(a)(d)(e)</sup>  | 2072 | 2063 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class C, 4.176% 7/15/2048 <sup>(a)(e)</sup>  | 3000 | 2970 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class B, 6.334% 11/15/2057 <sup>(a)(e)</sup>  | 1997 | 2049 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-5C3, Class B, 6.541% 1/15/2058 <sup>(a)(e)</sup>  | 10000 | 10374 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class B, 6.394% 5/15/2058 <sup>(a)(e)</sup>  | 1723 | 1780 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-5C5, Class B, 6.219% 7/15/2058 <sup>(a)(e)</sup>  | 2000 | 2057 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class C, 4.541% 9/15/2058 <sup>(a)(e)</sup>  | 25 | 24 |
| &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)(d)(e)</sup>  | 1440 | 1443 |
| WSTN Trust, Series 2023-MAUI, Class C, 7.958% 7/5/2037 <sup>(a)(d)(e)</sup>  | 594 | 599 |
| WSTN Trust, Series 2023-MAUI, Class D, 8.748% 7/5/2037 <sup>(a)(d)(e)</sup>  | 5875 | 5881 |
|  |  | 712788 |
| **Collateralized mortgage-backed obligations (privately originated) 2.33%** |  |  |
| &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)(d)(g)</sup>  | 3164 | 3169 |
| Cascade Funding Mortgage Trust, Series 2023-HB12, Class M1, 4.25% 4/25/2033 <sup>(a)(d)(e)</sup>  | 1425 | 1416 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M1, 4.00% 8/25/2034 <sup>(a)(d)(e)</sup>  | 969 | 951 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 <sup>(a)(d)(e)</sup>  | 412 | 411 |
| Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054 <sup>(a)(d)(e)</sup>  | 5602 | 5475 |
| CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028) <sup>(a)(d)(g)</sup>  | 2130 | 2109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1, (30-day Average USD-SOFR + 1.10%) 7.176% <br> 10/25/2039 <sup>(a)(d)(e)</sup>  | 14060 | 14208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1, (30-day Average USD-SOFR + 0.114%) 6.776% <br> 1/25/2040 <sup>(a)(d)(e)</sup>  | 9656 | 9782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1, (30-day Average USD-SOFR + 3.364%) 7.026% <br> 1/25/2040 <sup>(a)(d)(e)</sup>  | 22212 | 22523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M2, (30-day Average USD-SOFR + 3.55%) 7.212% <br> 5/25/2043 <sup>(a)(d)(e)</sup>  | 813 | 847 |
| &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)(d)(e)</sup>  | 1486 | 1483 |
| Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075 <sup>(a)(d)</sup>  | 8590 | 8213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA6, Class M2, (30-day Average <br> USD-SOFR + 1.50%) 5.162% 10/25/2041 <sup>(a)(d)(e)</sup>  | 595 | 595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA1, Class B2, (30-day Average <br> USD-SOFR + 5.214%) 8.876% 1/25/2050 <sup>(a)(d)(e)</sup>  | 3055 | 3380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA2, Class B2, (30-day Average <br> USD-SOFR + 7.714%) 11.376% 3/25/2050 <sup>(a)(d)(e)</sup>  | 360 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA3, Class B2, (30-day Average <br> USD-SOFR + 9.464%) 13.126% 6/25/2050 <sup>(a)(d)(e)</sup>  | 8401 | 10810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA4, Class B2, (30-day Average <br> USD-SOFR + 10.114%) 13.776% 8/25/2050 <sup>(a)(d)(e)</sup>  | 8110 | 10725 |

---

Capital Group Core Plus Income ETF — Page 10 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| 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; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA5, Class B2, (30-day Average <br> USD-SOFR + 11.50%) 15.179% 10/25/2050 <sup>(a)(d)(e)</sup>  | USD7,475 | $10282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2, (30-day Average <br> USD-SOFR + 7.40%) 11.062% 11/25/2050 <sup>(a)(d)(e)</sup>  | 13730 | 16793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA6, Class B2, (30-day Average <br> USD-SOFR + 5.65%) 9.312% 12/25/2050 <sup>(a)(d)(e)</sup>  | 4360 | 5082 |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1, 4.10% 7/25/2065 (5.10% on 6/1/2029) <sup>(a)(d)(g)</sup>  | 9154 | 8899 |
| IRV Trust, Series 2025-200P, Class A, 5.295% 3/14/2047 <sup>(a)(d)(e)</sup>  | 12740 | 12863 |
| IRV Trust, Series 2025-200P, Class C, 5.73% 3/14/2047 <sup>(a)(d)(e)</sup>  | 6390 | 6346 |
| PRP Advisors, LLC, Series 2025-RPL3, Class A1, 3.25% 4/25/2055 (4.25% on 4/1/2028) <sup>(a)(d)(g)</sup>  | 3395 | 3286 |
| Sequoia Mortgage Trust, Series 2025-HYB1, Class A1A, 5.069% 10/25/2055 <sup>(a)(d)(e)</sup>  | 10372 | 10374 |
|  |  | 170454 |
| **Total mortgage-backed obligations** |  | 2472450 |
| **Corporate bonds and notes 32.42%**<br> **Financials 7.32%**<br>|  |  |
| Air Lease Corp. 4.85% 3/24/2031 <sup>(d)</sup>  | 1185 | 1171 |
| Air Lease Corp. 5.50% 3/24/2036 <sup>(d)</sup>  | 985 | 971 |
| Alpha Bank SA 6.875% 6/27/2029 (1-year EUR-ICE Swap EURIBOR + 3.793% on 6/27/2028) <sup>(g)</sup>  | EUR520 | 644 |
| Alpha Bank SA 5.00% 5/12/2030 (1-year EUR-ICE Swap EURIBOR + 2.432% on 5/12/2029) <sup>(g)</sup>  | 300 | 359 |
| American Express Co. 5.043% 5/1/2034 (USD-SOFR + 1.835% on 5/1/2033) <sup>(g)</sup>  | USD71 | 71 |
| Aon Corp. 3.90% 2/28/2052  | 2567 | 1876 |
| Aon North America, Inc. 5.45% 3/1/2034  | 2975 | 3039 |
| Apollo Debt Solutions BDC 5.70% 1/23/2031 <sup>(d)</sup>  | 3350 | 3270 |
| Ardonagh Group Finance, Ltd. 8.875% 2/15/2032 <sup>(d)</sup>  | 3740 | 3668 |
| Ares Capital Corp. 5.25% 4/12/2031  | 6700 | 6481 |
| Ares Strategic Income Fund 5.55% 4/15/2031 <sup>(d)</sup>  | 11710 | 11223 |
| Aretec Group, Inc. 7.50% 4/1/2029 <sup>(d)</sup>  | 175 | 174 |
| Aretec Group, Inc. 10.00% 8/15/2030 <sup>(d)</sup>  | 319 | 339 |
| Athene Global Funding 5.543% 8/22/2035 <sup>(d)</sup>  | 3810 | 3743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank Public Co., Ltd. 3.733% 9/25/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.90% <br> on 9/25/2029) <sup>(g)</sup>  | 1080 | 1020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank Public Co., Ltd. 3.466% 9/23/2036 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.15% <br> on 9/23/2031) <sup>(g)</sup>  | 1000 | 900 |
| Bank of America Corp. 5.288% 4/25/2034 (USD-SOFR + 1.91% on 4/25/2033) <sup>(g)</sup>  | 4110 | 4162 |
| Bank of America Corp. 5.872% 9/15/2034 (USD-SOFR + 1.84% on 9/15/2033) <sup>(g)</sup>  | 1080 | 1131 |
| Bank of America Corp. 5.464% 5/9/2036 (USD-SOFR + 1.64% on 5/9/2035) <sup>(g)</sup>  | 2425 | 2474 |
| Bank of America Corp. 5.045% 2/6/2037 (USD-SOFR + 1.13% on 2/6/2036) <sup>(g)</sup>  | 12110 | 11954 |
| Banque Federative du Credit Mutuel 5.106% 1/15/2036 <sup>(d)</sup>  | 6878 | 6733 |
| BlackRock Funding, Inc. 5.25% 3/14/2054  | 2190 | 2039 |
| Block, Inc. 5.625% 8/15/2030 <sup>(d)</sup>  | 1410 | 1403 |
| Block, Inc. 6.50% 5/15/2032  | 2200 | 2221 |
| Block, Inc. 6.00% 8/15/2033 <sup>(d)</sup>  | 3025 | 2978 |
| BNP Paribas SA 2.591% 1/20/2028 (USD-SOFR + 1.228% on 1/20/2027) <sup>(d)(g)</sup>  | 200 | 197 |
| BPCE SA 6.293% 1/14/2036 (USD-SOFR + 2.04% on 1/14/2035) <sup>(d)(g)</sup>  | 11015 | 11536 |
| BPCE SA 5.417% 1/13/2037 (USD-SOFR + 1.568% on 1/13/2036) <sup>(d)(g)</sup>  | 8190 | 7988 |
| Bread Financial Holdings, Inc. 6.75% 5/15/2031 <sup>(d)</sup>  | 1725 | 1714 |
| Brown & Brown, Inc. 5.25% 6/23/2032  | 5664 | 5657 |
| Brown & Brown, Inc. 5.55% 6/23/2035  | 5779 | 5774 |
| CaixaBank SA 5.581% 7/3/2036 (USD-SOFR + 1.79% on 7/3/2035) <sup>(d)(g)</sup>  | 2837 | 2855 |
| Capital One Financial Corp. 5.70% 2/1/2030 (USD-SOFR + 1.905% on 2/1/2029) <sup>(g)</sup>  | 1700 | 1744 |
| Capital One Financial Corp. 6.051% 2/1/2035 (USD-SOFR + 2.26% on 2/1/2034) <sup>(g)</sup>  | 6851 | 7083 |
| Capital One Financial Corp. 5.884% 7/26/2035 (USD-SOFR + 1.99% on 7/26/2034) <sup>(g)</sup>  | 1674 | 1715 |

---

Capital Group Core Plus Income ETF — Page 11 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Capital One Financial Corp. 5.399% 1/30/2037 (USD-SOFR + 1.508% on 1/30/2036) <sup>(g)</sup>  | USD6,700 | $6568 |
| Charles Schwab Corp. (The) 5.853% 5/19/2034 (USD-SOFR + 2.50% on 5/19/2033) <sup>(g)</sup>  | 675 | 709 |
| Chubb INA Holdings, LLC 5.00% 3/15/2034  | 8745 | 8797 |
| Chubb INA Holdings, LLC 4.90% 8/15/2035  | 2170 | 2138 |
| Citigroup, Inc. 2.572% 6/3/2031 (USD-SOFR + 2.107% on 6/3/2030) <sup>(g)</sup>  | 500 | 458 |
| Citigroup, Inc. 2.52% 11/3/2032 (USD-SOFR + 1.177% on 11/3/2031) <sup>(g)</sup>  | 1238 | 1092 |
| Citigroup, Inc. 3.057% 1/25/2033 (USD-SOFR + 1.351% on 1/25/2032) <sup>(g)</sup>  | 415 | 375 |
| Citigroup, Inc. 6.27% 11/17/2033 (USD-SOFR + 2.338% on 11/17/2032) <sup>(g)</sup>  | 1087 | 1162 |
| Citigroup, Inc. 5.827% 2/13/2035 (USD-SOFR + 2.056% on 2/13/2034) <sup>(g)</sup>  | 100 | 101 |
| Citigroup, Inc. 6.02% 1/24/2036 (USD-SOFR + 1.83% on 1/24/2035) <sup>(g)</sup>  | 1788 | 1826 |
| Citigroup, Inc. 5.333% 3/27/2036 (USD-SOFR + 1.465% on 3/27/2035) <sup>(g)</sup>  | 15590 | 15643 |
| Coinbase Global, Inc. 3.625% 10/1/2031 <sup>(d)</sup>  | 1000 | 846 |
| Compass Group Diversified Holdings, LLC 5.25% 4/15/2029 <sup>(d)</sup>  | 10828 | 10082 |
| Compass Group Diversified Holdings, LLC 5.00% 1/15/2032 <sup>(d)</sup>  | 2141 | 1863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danske Bank AS 4.298% 4/1/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on <br>4/1/2027) <sup>(d)(g)</sup>  | 600 | 599 |
| Deutsche Bank AG 5.706% 2/8/2028 (USD-SOFR + 1.594% on 2/8/2027) <sup>(g)</sup>  | 943 | 951 |
| Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028) <sup>(g)</sup>  | 750 | 788 |
| Eurobank SA 4.00% 9/24/2030 (1-year EUR Mid-Swap + 2.127% on 9/24/2029) <sup>(g)</sup>  | EUR100 | 116 |
| Eurobank SA 4.875% 4/30/2031 (5-year EUR Mid-Swap + 2.165% on 4/30/2030) <sup>(g)</sup>  | 3050 | 3639 |
| FS KKR Capital Corp. 6.125% 1/15/2030  | USD2,065 | 1967 |
| Goldman Sachs Group, Inc. 4.369% 10/21/2031 (USD-SOFR + 1.06% on 10/21/2030) <sup>(g)</sup>  | 150 | 147 |
| Goldman Sachs Group, Inc. 2.65% 10/21/2032 (USD-SOFR + 1.264% on 10/21/2031) <sup>(g)</sup>  | 415 | 369 |
| Goldman Sachs Group, Inc. 5.851% 4/25/2035 (USD-SOFR + 1.552% on 4/25/2034) <sup>(g)</sup>  | 8505 | 8828 |
| Goldman Sachs Group, Inc. 5.33% 7/23/2035 (USD-SOFR + 1.55% on 7/23/2034) <sup>(g)</sup>  | 8650 | 8682 |
| Goldman Sachs Group, Inc. 5.016% 10/23/2035 (USD-SOFR + 1.42% on 10/23/2034) <sup>(g)</sup>  | 500 | 491 |
| Goldman Sachs Group, Inc. 4.939% 10/21/2036 (USD-SOFR + 1.33% on 10/21/2035) <sup>(g)</sup>  | 15180 | 14706 |
| Goldman Sachs Group, Inc. 5.065% 1/21/2037 (USD-SOFR + 1.19% on 1/21/2036) <sup>(g)</sup>  | 1310 | 1281 |
| Goldman Sachs Group, Inc. 3.436% 2/24/2043 (USD-SOFR + 1.632% on 2/24/2042) <sup>(g)</sup>  | 4293 | 3233 |
| Goldman Sachs Group, Inc. 5.734% 1/25/2056 (USD-SOFR + 1.696% on 1/28/2055) <sup>(g)</sup>  | 1450 | 1417 |
| Goldman Sachs Private Credit Corp. 5.875% 1/31/2031 <sup>(d)</sup>  | 8450 | 8204 |
| Golub Capital Private Credit Fund 5.60% 4/15/2031 <sup>(d)</sup>  | 1985 | 1895 |
| HSBC Holdings PLC 5.402% 8/11/2033 (USD-SOFR + 2.87% on 8/11/2032) <sup>(g)</sup>  | 600 | 610 |
| ING Groep NV 4.017% 3/28/2028 (USD-SOFR + 1.83% on 3/28/2027) <sup>(g)</sup>  | 375 | 373 |
| ION Platform Finance US, Inc. 8.75% 5/1/2029 <sup>(d)</sup>  | 13270 | 12355 |
| ION Platform Finance US, Inc. 9.50% 5/30/2029 <sup>(d)</sup>  | 7202 | 6787 |
| ION Platform Finance US, Inc. 9.00% 8/1/2029 <sup>(d)</sup>  | 9850 | 9142 |
| ION Platform Finance US, Inc. 7.875% 9/30/2032 <sup>(d)</sup>  | 2390 | 1853 |
| Jane Street Group, LLC 7.125% 4/30/2031 <sup>(d)</sup>  | 510 | 525 |
| Jane Street Group, LLC 6.125% 11/1/2032 <sup>(d)</sup>  | 1715 | 1697 |
| Jane Street Group, LLC 6.75% 5/1/2033 <sup>(d)</sup>  | 1820 | 1848 |
| Jefferies Financial Group, Inc. 5.50% 2/15/2036  | 12240 | 11755 |
| JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031) <sup>(g)</sup>  | 30 | 26 |
| JPMorgan Chase & Co. 5.572% 4/22/2036 (USD-SOFR + 1.68% on 4/22/2035) <sup>(g)</sup>  | 15969 | 16462 |
| JPMorgan Chase & Co. 4.81% 10/22/2036 (USD-SOFR + 1.19% on 10/22/2035) <sup>(g)</sup>  | 11149 | 10829 |
| JPMorgan Chase & Co. 4.898% 1/22/2037 (USD-SOFR + 1.07% on 1/22/2036) <sup>(g)</sup>  | 200 | 196 |
| JPMorgan Chase & Co. 5.193% 2/5/2037 (USD-SOFR + 1.30% on 2/5/2036) <sup>(g)</sup>  | 8260 | 8120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL (Hong Kong Branch) 3.343% 10/2/2031 (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 1.70% on 10/2/2026) <sup>(g)</sup>  | 950 | 941 |
| Marsh & McLennan Cos., Inc. 5.00% 3/15/2035  | 14074 | 14022 |
| Marsh & McLennan Cos., Inc. 4.95% 3/15/2036  | 1100 | 1090 |
| Marsh & McLennan Cos., Inc. 5.40% 3/15/2055  | 9320 | 8747 |
| Mastercard, Inc. 4.55% 1/15/2035  | 2525 | 2481 |
| MetLife, Inc. 5.375% 7/15/2033  | 300 | 310 |

---

Capital Group Core Plus Income ETF — Page 12 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Metropolitan Life Global Funding I 5.15% 3/28/2033 <sup>(d)</sup>  | USD2,522 | $2550 |
| Metropolitan Life Global Funding I 5.05% 1/8/2034 <sup>(d)</sup>  | 6105 | 6139 |
| Morgan Stanley 4.21% 4/20/2028 (USD-SOFR + 1.61% on 4/20/2027) <sup>(g)</sup>  | 471 | 470 |
| Morgan Stanley 4.994% 4/12/2029 (USD-SOFR + 1.38% on 4/12/2028) <sup>(g)</sup>  | 160 | 162 |
| Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) <sup>(g)</sup>  | 289 | 289 |
| Morgan Stanley 5.25% 4/21/2034 (USD-SOFR + 1.87% on 4/21/2033) <sup>(g)</sup>  | 1411 | 1416 |
| Morgan Stanley 5.466% 1/18/2035 (USD-SOFR + 1.73% on 1/18/2034) <sup>(g)</sup>  | 463 | 471 |
| Morgan Stanley 5.831% 4/19/2035 (USD-SOFR + 1.58% on 4/19/2034) <sup>(g)</sup>  | 5821 | 6045 |
| Morgan Stanley 4.892% 10/22/2036 (USD-SOFR + 1.314% on 10/22/2035) <sup>(g)</sup>  | 22484 | 21744 |
| Morgan Stanley 5.073% 1/30/2037 (USD-SOFR + 1.184% on 1/30/2036) <sup>(g)</sup>  | 13000 | 12741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley 5.942% 2/7/2039 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.80% on <br>2/7/2039) <sup>(g)</sup>  | 1750 | 1790 |
| Morgan Stanley 5.516% 11/19/2055 (USD-SOFR + 1.71% on 11/19/2054) <sup>(g)</sup>  | 1063 | 1010 |
| Navient Corp. 5.50% 3/15/2029  | 1620 | 1486 |
| Navient Corp. 5.625% 8/1/2033  | 30231 | 23601 |
| OneMain Finance Corp. 7.50% 5/15/2031  | 6938 | 6979 |
| OneMain Finance Corp. 7.125% 11/15/2031  | 5305 | 5261 |
| OneMain Finance Corp. 7.125% 9/15/2032  | 5010 | 4940 |
| Osaic Holdings, Inc. 8.00% 8/1/2033 <sup>(d)</sup>  | 2335 | 2307 |
| Piraeus Bank SA 6.75% 12/5/2029 (1-year EUR Mid-Swap + 3.837% on 12/5/2028) <sup>(g)</sup>  | EUR210 | 261 |
| Piraeus Bank SA 5.00% 4/16/2030 (1-year EUR-ICE Swap EURIBOR + 2.245% on 4/16/2029) <sup>(g)</sup>  | 1900 | 2273 |
| PNC Bank, NA 5.373% 7/21/2036 (USD-SOFR + 1.417% on 7/21/2035) <sup>(g)</sup>  | USD500 | 502 |
| PNC Financial Services Group, Inc. 6.875% 10/20/2034 (USD-SOFR + 2.284% on 10/20/2033) <sup>(g)</sup>  | 7445 | 8227 |
| PNC Financial Services Group, Inc. 5.676% 1/22/2035 (USD-SOFR + 1.902% on 1/22/2034) <sup>(g)</sup>  | 273 | 281 |
| PNC Financial Services Group, Inc. 5.401% 7/23/2035 (USD-SOFR + 1.599% on 7/23/2034) <sup>(g)</sup>  | 11521 | 11672 |
| PNC Financial Services Group, Inc. 5.575% 1/29/2036 (USD-SOFR + 1.394% on 1/29/2035) <sup>(g)</sup>  | 2750 | 2808 |
| Starwood Property Trust, Inc. 5.75% 1/15/2031 <sup>(d)</sup>  | 2785 | 2754 |
| State Street Corp. 5.159% 5/18/2034 (USD-SOFR + 1.89% on 5/18/2033) <sup>(g)</sup>  | 276 | 280 |
| Synchrony Financial 5.45% 3/6/2031 (USD-SOFR + 1.68% on 3/6/2030) <sup>(g)</sup>  | 6564 | 6566 |
| Synchrony Financial 7.25% 2/2/2033  | 6199 | 6336 |
| Synchrony Financial 6.00% 7/29/2036 (USD-SOFR Index + 2.07% on 7/29/2035) <sup>(g)</sup>  | 9270 | 9150 |
| Truist Financial Corp. 5.153% 8/5/2032 (USD-SOFR + 1.571% on 8/5/2031) <sup>(g)</sup>  | 1755 | 1779 |
| Truist Financial Corp. 5.867% 6/8/2034 (USD-SOFR + 2.361% on 6/8/2033) <sup>(g)</sup>  | 1972 | 2056 |
| Truist Financial Corp. 5.711% 1/24/2035 (USD-SOFR + 1.922% on 1/24/2034) <sup>(g)</sup>  | 8242 | 8505 |
| Truist Financial Corp. 4.964% 10/23/2036 (USD-SOFR + 1.395% on 10/23/2035) <sup>(g)</sup>  | 3048 | 2954 |
| U.S. Bancorp 5.836% 6/12/2034 (USD-SOFR + 2.26% on 6/10/2033) <sup>(g)</sup>  | 25 | 26 |
| U.S. Bancorp 5.678% 1/23/2035 (USD-SOFR + 1.86% on 1/23/2034) <sup>(g)</sup>  | 4505 | 4655 |
| U.S. Bancorp 5.424% 2/12/2036 (USD-SOFR + 1.411% on 2/12/2035) <sup>(g)</sup>  | 8660 | 8853 |
| UBS Group AG 3.091% 5/14/2032 (USD-SOFR + 1.73% on 5/14/2031) <sup>(d)(g)</sup>  | 2520 | 2312 |
| Wells Fargo & Co. 4.808% 7/25/2028 (USD-SOFR + 1.98% on 7/25/2027) <sup>(g)</sup>  | 1050 | 1055 |
| Wells Fargo & Co. 5.605% 4/23/2036 (USD-SOFR + 1.74% on 4/23/2035) <sup>(g)</sup>  | 11843 | 12124 |
| Wells Fargo & Co. 4.892% 9/15/2036 (USD-SOFR + 1.34% on 9/15/2035) <sup>(g)</sup>  | 150 | 146 |
| Wells Fargo & Co. 4.96% 1/23/2037 (USD-SOFR + 1.10% on 1/23/2036) <sup>(g)</sup>  | 200 | 195 |
|  |  | 534620 |
| **Health care 3.89%** |  |  |
| 1261229 B.C., Ltd. 10.00% 4/15/2032 <sup>(d)</sup>  | 2865 | 2936 |
| AbbVie, Inc. 5.05% 3/15/2034  | 10649 | 10812 |
| AbbVie, Inc. 4.75% 3/15/2036  | 2664 | 2615 |
| AbbVie, Inc. 5.35% 3/15/2044  | 625 | 609 |
| AbbVie, Inc. 5.55% 3/15/2056  | 2656 | 2599 |
| AbbVie, Inc. 5.50% 3/15/2064  | 1164 | 1111 |
| Accendra Health, Inc. 4.50% 3/31/2029 <sup>(d)</sup>  | 2300 | 1391 |
| Accendra Health, Inc. 6.625% 4/1/2030 <sup>(d)</sup>  | 8345 | 3977 |

---

Capital Group Core Plus Income ETF — Page 13 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| 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>|
| Amgen, Inc. 4.20% 3/1/2033  | USD8,830 | $8526 |
| Amgen, Inc. 5.25% 3/2/2033  | 7403 | 7600 |
| Amgen, Inc. 4.85% 2/19/2036  | 11293 | 11100 |
| Amgen, Inc. 4.875% 3/1/2053  | 725 | 629 |
| Amgen, Inc. 5.65% 3/2/2053  | 15022 | 14559 |
| Amgen, Inc. 5.75% 3/2/2063  | 6950 | 6690 |
| Ascension Health 4.923% 11/15/2035  | 1635 | 1616 |
| Baxter International, Inc. 5.65% 12/15/2035  | 7428 | 7258 |
| Baxter International, Inc. 3.132% 12/1/2051  | 12859 | 7367 |
| BioMarin Pharmaceutical, Inc. 5.50% 2/15/2034 <sup>(d)</sup>  | 2350 | 2315 |
| Bristol-Myers Squibb Co. 5.20% 2/22/2034  | 846 | 868 |
| Bristol-Myers Squibb Co. 5.50% 2/22/2044  | 325 | 319 |
| Bristol-Myers Squibb Co. 5.55% 2/22/2054  | 11113 | 10708 |
| Centene Corp. 2.50% 3/1/2031  | 9950 | 8355 |
| Centene Corp. 2.625% 8/1/2031  | 7221 | 6042 |
| CHS / Community Health Systems, Inc. 5.25% 5/15/2030 <sup>(d)</sup>  | 75 | 71 |
| Cigna Group (The) 5.25% 1/15/2036  | 4100 | 4107 |
| Cigna Group (The) 6.00% 1/15/2056  | 2000 | 2005 |
| CVS Health Corp. 1.875% 2/28/2031  | 50 | 44 |
| CVS Health Corp. 5.45% 9/15/2035  | 13938 | 13997 |
| CVS Health Corp. 6.00% 6/1/2044  | 3100 | 3054 |
| CVS Health Corp. 6.05% 6/1/2054  | 9310 | 9041 |
| CVS Health Corp. 6.20% 9/15/2055  | 9859 | 9774 |
| CVS Health Corp. 6.00% 6/1/2063  | 1210 | 1149 |
| CVS Health Corp. 6.25% 9/15/2065  | 1500 | 1467 |
| DaVita, Inc. 6.75% 7/15/2033 <sup>(d)</sup>  | 1990 | 2026 |
| Elevance Health, Inc. 5.00% 1/15/2036  | 8500 | 8330 |
| Elevance Health, Inc. 4.55% 5/15/2052  | 203 | 164 |
| Elevance Health, Inc. 5.70% 9/15/2055  | 3000 | 2855 |
| Endo Finance Holdings, LP 8.50% 4/15/2031 <sup>(d)</sup>  | 2455 | 2572 |
| Gilead Sciences, Inc. 5.25% 10/15/2033  | 650 | 672 |
| Gilead Sciences, Inc. 5.10% 6/15/2035  | 4558 | 4607 |
| Grifols SA 7.50% 5/1/2030  | EUR2,500 | 2997 |
| HCA, Inc. 3.625% 3/15/2032  | USD79 | 73 |
| Humana, Inc. 5.75% 4/15/2054  | 4267 | 3840 |
| Molina Healthcare, Inc. 6.50% 2/15/2031 <sup>(d)</sup>  | 2555 | 2515 |
| Pfizer Investment Enterprises Pte., Ltd. 5.11% 5/19/2043  | 1750 | 1653 |
| Pfizer Investment Enterprises Pte., Ltd. 5.30% 5/19/2053  | 13236 | 12310 |
| Sotera Health Holdings, LLC 7.375% 6/1/2031 <sup>(d)</sup>  | 1700 | 1758 |
| Takeda U.S. Financing, Inc. 5.20% 7/7/2035  | 10934 | 10939 |
| Takeda U.S. Financing, Inc. 5.90% 7/7/2055  | 1337 | 1333 |
| Tenet Healthcare Corp. 6.75% 5/15/2031  | 1200 | 1227 |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  | 460 | 456 |
| Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027  | 1121 | 1120 |
| Teva Pharmaceutical Finance Netherlands III BV 6.75% 3/1/2028  | 982 | 1007 |
| Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029  | 5513 | 5499 |
| Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029  | 1300 | 1394 |
| Teva Pharmaceutical Finance Netherlands III BV 8.125% 9/15/2031  | 2338 | 2617 |
| Teva Pharmaceutical Finance Netherlands III BV 6.00% 12/1/2032  | 2664 | 2736 |
| Teva Pharmaceutical Finance Netherlands III BV 4.10% 10/1/2046  | 2000 | 1485 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 7390 | 7489 |
| Thermo Fisher Scientific, Inc. 4.902% 2/12/2036  | 904 | 898 |
| UnitedHealth Group, Inc. 4.20% 5/15/2032  | 230 | 224 |
| UnitedHealth Group, Inc. 5.00% 4/15/2034  | 1500 | 1502 |

---

Capital Group Core Plus Income ETF — Page 14 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| UnitedHealth Group, Inc. 5.30% 6/15/2035  | USD14,956 | $15264 |
| UnitedHealth Group, Inc. 5.50% 7/15/2044  | 5420 | 5234 |
| UnitedHealth Group, Inc. 4.75% 5/15/2052  | 455 | 383 |
| UnitedHealth Group, Inc. 5.95% 6/15/2055  | 12417 | 12518 |
|  |  | 284408 |
| **Communication services 3.48%** |  |  |
| Alphabet, Inc. 4.375% 11/15/2032  | 878 | 873 |
| Alphabet, Inc. 4.70% 11/15/2035  | 2416 | 2388 |
| Alphabet, Inc. 4.80% 2/15/2036  | 2245 | 2236 |
| Altice France 6.50% 3/15/2032 <sup>(d)</sup>  | 346 | 329 |
| Altice France 6.875% 7/15/2032 <sup>(d)</sup>  | 2623 | 2488 |
| AT&T, Inc. 2.55% 12/1/2033  | 1850 | 1566 |
| AT&T, Inc. 3.50% 9/15/2053  | 4270 | 2802 |
| AT&T, Inc. 3.55% 9/15/2055  | 1900 | 1237 |
| CCO Holdings, LLC 4.75% 2/1/2032 <sup>(d)</sup>  | 1789 | 1619 |
| CCO Holdings, LLC 4.50% 5/1/2032  | 800 | 715 |
| CCO Holdings, LLC 7.00% 2/1/2033 <sup>(d)</sup>  | 4900 | 4918 |
| CCO Holdings, LLC 4.50% 6/1/2033 <sup>(d)</sup>  | 2785 | 2427 |
| CCO Holdings, LLC 4.25% 1/15/2034 <sup>(d)</sup>  | 2967 | 2541 |
| CCO Holdings, LLC 7.375% 2/1/2036 <sup>(d)</sup>  | 8220 | 8193 |
| Charter Communications Operating, LLC 4.40% 4/1/2033  | 890 | 833 |
| Charter Communications Operating, LLC 6.65% 2/1/2034  | 580 | 605 |
| Charter Communications Operating, LLC 4.80% 3/1/2050  | 9173 | 6787 |
| Charter Communications Operating, LLC 3.70% 4/1/2051  | 23220 | 14385 |
| Charter Communications Operating, LLC 3.90% 6/1/2052  | 21063 | 13422 |
| Charter Communications Operating, LLC 5.25% 4/1/2053  | 23768 | 18658 |
| Charter Communications Operating, LLC 6.70% 12/1/2055  | 3593 | 3436 |
| Comcast Corp. 5.65% 6/1/2054  | 6574 | 6063 |
| Connect Finco SARL 9.00% 9/15/2029 <sup>(d)</sup>  | 12980 | 13652 |
| DIRECTV Financing, LLC 8.875% 2/1/2030 <sup>(d)</sup>  | 2675 | 2672 |
| DISH Network Corp. 11.75% 11/15/2027 <sup>(d)</sup>  | 1450 | 1495 |
| EchoStar Corp. 10.75% 11/30/2029  | 3478 | 3759 |
| Frontier Communications Holdings, LLC 5.00% 5/1/2028 <sup>(d)</sup>  | 711 | 711 |
| Gray Media, Inc. 10.50% 7/15/2029 <sup>(d)</sup>  | 7311 | 7773 |
| Gray Media, Inc. 4.75% 10/15/2030 <sup>(d)</sup>  | 140 | 108 |
| Gray Media, Inc. 5.375% 11/15/2031 <sup>(d)</sup>  | 1829 | 1360 |
| Gray Media, Inc. 9.625% 7/15/2032 <sup>(d)</sup>  | 1390 | 1391 |
| Lindblad Expeditions, LLC 7.00% 9/15/2030 <sup>(d)</sup>  | 1070 | 1093 |
| Meta Platforms, Inc. 4.875% 11/15/2035  | 12019 | 11796 |
| Meta Platforms, Inc. 5.50% 11/15/2045  | 2343 | 2219 |
| Meta Platforms, Inc. 4.45% 8/15/2052  | 725 | 571 |
| Meta Platforms, Inc. 5.40% 8/15/2054  | 7613 | 6901 |
| Meta Platforms, Inc. 5.625% 11/15/2055  | 10701 | 10038 |
| Meta Platforms, Inc. 5.75% 11/15/2065  | 2408 | 2238 |
| News Corp. 3.875% 5/15/2029 <sup>(d)</sup>  | 369 | 356 |
| Nexstar Media, Inc. 6.50% 9/15/2033 <sup>(d)</sup>  | 7300 | 7360 |
| Nexstar Media, Inc. 7.25% 4/15/2034 <sup>(d)</sup>  | 6287 | 6312 |
| Oak-Eagle AcquireCo, Inc. 7.25% 7/1/2033 <sup>(d)</sup>  | 1360 | 1410 |
| Oak-Eagle AcquireCo, Inc. 8.75% 7/1/2034 <sup>(d)</sup>  | 1615 | 1692 |
| Orange 5.00% 1/13/2036 <sup>(d)</sup>  | 11043 | 10851 |
| Orange 5.75% 1/13/2056 <sup>(d)</sup>  | 253 | 252 |
| Sirius XM Radio, LLC 4.00% 7/15/2028 <sup>(d)</sup>  | 944 | 912 |
| Sirius XM Radio, LLC 4.125% 7/1/2030 <sup>(d)</sup>  | 1950 | 1827 |

---

Capital Group Core Plus Income ETF — Page 15 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| 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>|
| Sirius XM Radio, LLC 3.875% 9/1/2031 <sup>(d)</sup>  | USD13,689 | $12441 |
| Snap, Inc. 6.875% 3/1/2033 <sup>(d)</sup>  | 6090 | 5756 |
| T-Mobile USA, Inc. 5.15% 4/15/2034  | 150 | 151 |
| T-Mobile USA, Inc. 3.40% 10/15/2052  | 3345 | 2193 |
| T-Mobile USA, Inc. 5.75% 1/15/2054  | 252 | 242 |
| Univision Communications, Inc. 8.00% 8/15/2028 <sup>(d)</sup>  | 3460 | 3514 |
| Univision Communications, Inc. 4.50% 5/1/2029 <sup>(d)</sup>  | 5802 | 5455 |
| Univision Communications, Inc. 7.375% 6/30/2030 <sup>(d)</sup>  | 10131 | 9934 |
| Univision Communications, Inc. 8.50% 7/31/2031 <sup>(d)</sup>  | 8664 | 8713 |
| Univision Communications, Inc. 9.375% 8/1/2032 <sup>(d)</sup>  | 2400 | 2475 |
| Verizon Communications, Inc. 1.75% 1/20/2031  | 300 | 263 |
| Verizon Communications, Inc. 5.25% 4/2/2035  | 240 | 240 |
| Verizon Communications, Inc. 5.00% 1/15/2036  | 2000 | 1959 |
| Verizon Communications, Inc. 5.401% 7/2/2037  | 40 | 40 |
| Verizon Communications, Inc. 2.85% 9/3/2041  | 52 | 37 |
| Verizon Communications, Inc. 3.55% 3/22/2051  | 200 | 140 |
| Verizon Communications, Inc. 3.875% 3/1/2052  | 782 | 572 |
| Verizon Communications, Inc. 5.875% 11/30/2055  | 340 | 331 |
| Verizon Communications, Inc. 2.987% 10/30/2056  | 337 | 198 |
| WarnerMedia Holdings, Inc. 5.05% 3/15/2042  | 3438 | 2274 |
| WarnerMedia Holdings, Inc. 5.141% 3/15/2052  | 33 | 20 |
|  |  | 254218 |
| **Energy 3.09%** |  |  |
| 3R Lux SARL 9.75% 2/5/2031 <sup>(d)</sup>  | 585 | 601 |
| Antero Resources Corp. 5.40% 2/1/2036  | 2445 | 2406 |
| APA Corp. 5.25% 2/1/2042  | 615 | 527 |
| Ascent Resources Utica Holdings, LLC 5.875% 6/30/2029 <sup>(d)</sup>  | 2565 | 2564 |
| Ascent Resources Utica Holdings, LLC 6.625% 10/15/2032 <sup>(d)</sup>  | 1050 | 1066 |
| Ascent Resources Utica Holdings, LLC 6.625% 7/15/2033 <sup>(d)</sup>  | 1660 | 1690 |
| Blue Racer Midstream, LLC 7.00% 7/15/2029 <sup>(d)</sup>  | 675 | 698 |
| Borr IHC, Ltd. 10.00% 11/15/2028 <sup>(d)</sup>  | 1814 | 1862 |
| Borr IHC, Ltd. 10.375% 11/15/2030 <sup>(d)</sup>  | 505 | 513 |
| Cheniere Energy, Inc. 4.625% 10/15/2028  | 175 | 175 |
| CNX Resources Corp. 7.375% 1/15/2031 <sup>(d)</sup>  | 185 | 190 |
| CNX Resources Corp. 7.25% 3/1/2032 <sup>(d)</sup>  | 5171 | 5332 |
| CNX Resources Corp. 5.875% 3/1/2034 <sup>(d)</sup>  | 820 | 799 |
| Comstock Resources, Inc. 5.875% 1/15/2030 <sup>(d)</sup>  | 4207 | 4076 |
| ConocoPhillips Co. 3.80% 3/15/2052  | 5420 | 3963 |
| Constellation Oil Services Holding SA 9.375% 11/7/2029 <sup>(d)</sup>  | 4290 | 4465 |
| Crescent Energy Finance, LLC 7.625% 4/1/2032 <sup>(d)</sup>  | 1440 | 1462 |
| Crescent Energy Finance, LLC 7.875% 4/15/2032 <sup>(d)</sup>  | 1955 | 1999 |
| Crescent Energy Finance, LLC 7.375% 1/15/2033 <sup>(d)</sup>  | 6979 | 6982 |
| Devon Energy Corp. 5.75% 9/15/2054  | 2770 | 2605 |
| Diamondback Energy, Inc. 5.15% 1/30/2030  | 731 | 746 |
| Diamondback Energy, Inc. 5.75% 4/18/2054  | 3367 | 3186 |
| Diamondback Energy, Inc. 5.90% 4/18/2064  | 1777 | 1683 |
| Ecopetrol SA 7.75% 2/1/2032  | 1750 | 1769 |
| Ecopetrol SA 8.875% 1/13/2033  | 3408 | 3590 |
| Ecopetrol SA 8.375% 1/19/2036  | 2555 | 2593 |
| Energean Israel Finance, Ltd. 5.875% 3/30/2031 <sup>(d)</sup>  | 1055 | 983 |
| EQT Corp. 7.50% 6/1/2030  | 25 | 27 |
| EQT Corp. 4.75% 1/15/2031  | 1994 | 1984 |
| Expand Energy Corp. 5.875% 2/1/2029 <sup>(d)</sup>  | 425 | 425 |

---

Capital Group Core Plus Income ETF — Page 16 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Expand Energy Corp. 6.75% 4/15/2029 <sup>(d)</sup>  | USD860 | $861 |
| Exxon Mobil Corp. 3.452% 4/15/2051  | 3405 | 2428 |
| Genesis Energy, LP 8.25% 1/15/2029  | 1017 | 1051 |
| Genesis Energy, LP 7.875% 5/15/2032  | 2795 | 2876 |
| Genesis Energy, LP 6.75% 3/15/2034  | 1080 | 1076 |
| GeoPark, Ltd. 8.75% 1/31/2030 <sup>(d)</sup>  | 4750 | 4683 |
| Global Partners, LP 8.25% 1/15/2032 <sup>(d)</sup>  | 285 | 296 |
| GreenSaif Pipelines Bidco SARL 5.852% 2/23/2036 <sup>(d)</sup>  | 5000 | 5023 |
| Gulfport Energy Operating Corp. 6.75% 9/1/2029 <sup>(d)</sup>  | 845 | 865 |
| Harvest Midstream I, LP 7.50% 9/1/2028 <sup>(d)</sup>  | 75 | 76 |
| Hilcorp Energy I, LP 6.00% 4/15/2030 <sup>(d)</sup>  | 135 | 131 |
| Hilcorp Energy I, LP 6.25% 4/15/2032 <sup>(d)</sup>  | 3312 | 3208 |
| Kodiak Gas Services, LLC 6.50% 10/1/2033 <sup>(d)</sup>  | 995 | 1006 |
| Kodiak Gas Services, LLC 6.75% 10/1/2035 <sup>(d)</sup>  | 995 | 1012 |
| Kraken Oil & Gas Partners, LLC 7.625% 8/15/2029 <sup>(d)</sup>  | 825 | 843 |
| Leviathan Bond, Ltd. 6.75% 6/30/2030 <sup>(d)</sup>  | 650 | 661 |
| Matador Resources Co. 6.25% 4/15/2033 <sup>(d)</sup>  | 2080 | 2083 |
| MPLX, LP 5.40% 9/15/2035  | 1637 | 1630 |
| Murphy Oil Corp. 6.00% 10/1/2032  | 675 | 671 |
| MV24 Capital BV 6.748% 6/1/2034  | 625 | 624 |
| Nabors Industries, Inc. 8.875% 8/15/2031 <sup>(d)</sup>  | 3160 | 3294 |
| NFE Brazil Financing, Ltd. 15.00% PIK or 15.00% Cash 8/30/2029 <sup>(h)(i)(j)</sup>  | 2177 | 2177 |
| NFE Financing, LLC 12.00% 11/15/2029 <sup>(d)(k)(l)</sup>  | 19686 | 8920 |
| NGL Energy Operating, LLC 8.125% 2/15/2029 <sup>(d)</sup>  | 773 | 797 |
| NGL Energy Operating, LLC 8.375% 2/15/2032 <sup>(d)</sup>  | 2020 | 2083 |
| Noble Finance II, LLC 8.00% 4/15/2030 <sup>(d)</sup>  | 3425 | 3528 |
| Northern Oil and Gas, Inc. 8.75% 6/15/2031 <sup>(d)</sup>  | 1215 | 1264 |
| Odebrecht Drilling Services, LLC 7.50% 12/1/2030 <sup>(d)</sup>  | 1600 | 1572 |
| ONEOK, Inc. 4.00% 7/13/2027  | 50 | 50 |
| ONEOK, Inc. 6.35% 1/15/2031  | 40 | 43 |
| Permian Resources Operating, LLC 7.00% 1/15/2032 <sup>(d)</sup>  | 285 | 295 |
| Petroleos Mexicanos 8.75% 6/2/2029  | 3575 | 3760 |
| Petroleos Mexicanos 6.84% 1/23/2030  | 6846 | 6865 |
| Petroleos Mexicanos 5.95% 1/28/2031  | 8060 | 7712 |
| Petroleos Mexicanos 6.70% 2/16/2032  | 4300 | 4212 |
| Petroleos Mexicanos 6.375% 1/23/2045  | 35 | 28 |
| Petroleos Mexicanos 6.75% 9/21/2047  | 305 | 244 |
| Petroleos Mexicanos 6.35% 2/12/2048  | 77 | 59 |
| Petroleos Mexicanos 7.69% 1/23/2050  | 110 | 95 |
| Petroleos Mexicanos 6.95% 1/28/2060  | 381 | 300 |
| Pluspetrol SA 8.50% 5/30/2032 <sup>(d)</sup>  | 3884 | 4039 |
| Raizen Fuels Finance SA 6.70% 2/25/2037 <sup>(d)</sup>  | 4230 | 2287 |
| Repsol E&P Capital Markets US, LLC 5.976% 9/16/2035 <sup>(d)</sup>  | 3198 | 3257 |
| Seadrill Finance, Ltd. 8.375% 8/1/2030 <sup>(d)</sup>  | 210 | 217 |
| Shell Finance US, Inc. 2.75% 4/6/2030  | 75 | 71 |
| Shell Finance US, Inc. 3.00% 11/26/2051 <sup>(d)</sup>  | 4726 | 3012 |
| SM Energy Co. 8.375% 7/1/2028 <sup>(d)</sup>  | 1625 | 1671 |
| SM Energy Co. 8.625% 11/1/2030 <sup>(d)</sup>  | 4025 | 4249 |
| SM Energy Co. 8.75% 7/1/2031 <sup>(d)</sup>  | 4445 | 4649 |
| SM Energy Co. 9.625% 6/15/2033 <sup>(d)</sup>  | 630 | 696 |
| Summit Midstream Holdings, LLC 8.625% 10/31/2029 <sup>(d)</sup>  | 1360 | 1400 |
| Sunoco, LP 7.00% 5/1/2029 <sup>(d)</sup>  | 1250 | 1284 |
| Sunoco, LP 4.50% 4/30/2030  | 150 | 145 |
| Sunoco, LP 5.625% 3/15/2031 <sup>(d)</sup>  | 595 | 593 |

---

Capital Group Core Plus Income ETF — Page 17 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Sunoco, LP 5.375% 7/15/2031 <sup>(d)</sup>  | USD1,975 | $1961 |
| Sunoco, LP 7.25% 5/1/2032 <sup>(d)</sup>  | 2551 | 2641 |
| Sunoco, LP 6.25% 7/1/2033 <sup>(d)</sup>  | 1724 | 1733 |
| Sunoco, LP 5.875% 3/15/2034 <sup>(d)</sup>  | 630 | 623 |
| Sunoco, LP 5.625% 7/15/2034 <sup>(d)</sup>  | 1555 | 1532 |
| Talos Production, Inc. 9.00% 2/1/2029 <sup>(d)</sup>  | 705 | 734 |
| Talos Production, Inc. 9.375% 2/1/2031 <sup>(d)</sup>  | 1685 | 1787 |
| Targa Resources Corp. 5.40% 7/30/2036  | 1990 | 1976 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 760 | 730 |
| Transocean Aquila, Ltd. 8.00% 9/30/2028 <sup>(d)</sup>  | 763 | 785 |
| Transocean International, Ltd. 8.75% 2/15/2030 <sup>(d)</sup>  | 475 | 496 |
| Transocean International, Ltd. 8.50% 5/15/2031 <sup>(d)</sup>  | 1210 | 1270 |
| Transocean International, Ltd. 7.875% 10/15/2032 <sup>(d)</sup>  | 645 | 690 |
| Transportadora de Gas del Sur SA 8.50% 7/24/2031 <sup>(d)</sup>  | 1630 | 1721 |
| USA Compression Partners, LP 7.125% 3/15/2029 <sup>(d)</sup>  | 1340 | 1372 |
| Venture Global Calcasieu Pass, LLC 6.25% 1/15/2030 <sup>(d)</sup>  | 1549 | 1585 |
| Venture Global Calcasieu Pass, LLC 4.125% 8/15/2031 <sup>(d)</sup>  | 2019 | 1874 |
| Venture Global LNG, Inc. 8.125% 6/1/2028 <sup>(d)</sup>  | 750 | 767 |
| Venture Global LNG, Inc. 8.375% 6/1/2031 <sup>(d)</sup>  | 6933 | 7214 |
| Venture Global Plaquemines LNG, LLC 6.125% 12/15/2030 <sup>(d)</sup>  | 1025 | 1055 |
| Venture Global Plaquemines LNG, LLC 7.50% 5/1/2033 <sup>(d)</sup>  | 6865 | 7550 |
| Venture Global Plaquemines LNG, LLC 6.50% 1/15/2034 <sup>(d)</sup>  | 2875 | 2999 |
| Venture Global Plaquemines LNG, LLC 6.50% 6/15/2034 <sup>(d)</sup>  | 1200 | 1250 |
| Venture Global Plaquemines LNG, LLC 7.75% 5/1/2035 <sup>(d)</sup>  | 2400 | 2691 |
| Venture Global Plaquemines LNG, LLC 6.875% 1/31/2036 <sup>(d)</sup>  | 2325 | 2464 |
| Vista Energy Argentina S.A.U. 8.50% 6/10/2033 <sup>(d)</sup>  | 3425 | 3585 |
| Vista Energy Argentina S.A.U. 7.625% 12/10/2035 <sup>(d)</sup>  | 3637 | 3685 |
| Weatherford International, Ltd. 8.625% 4/30/2030 <sup>(d)</sup>  | 46 | 47 |
| Wildfire Intermediate Holdings, LLC 7.50% 10/15/2029 <sup>(d)</sup>  | 2195 | 2226 |
|  |  | 225976 |
| **Consumer discretionary 3.00%** |  |  |
| Advance Auto Parts, Inc. 3.90% 4/15/2030  | 1555 | 1429 |
| Advance Auto Parts, Inc. 3.50% 3/15/2032  | 9340 | 8066 |
| Advance Auto Parts, Inc. 7.375% 8/1/2033 <sup>(d)</sup>  | 6541 | 6630 |
| Allied Universal Holdco, LLC 4.625% 6/1/2028 <sup>(d)</sup>  | 802 | 784 |
| Allied Universal Holdco, LLC 6.875% 6/15/2030 <sup>(d)</sup>  | 5235 | 5311 |
| Amazon.com, Inc. 4.875% 3/13/2036  | 2990 | 2964 |
| Amazon.com, Inc. 3.95% 4/13/2052  | 400 | 307 |
| Amazon.com, Inc. 5.80% 3/13/2056  | 5078 | 5077 |
| AutoNation, Inc. 5.89% 3/15/2035  | 9050 | 9241 |
| Caesars Entertainment, Inc. 6.50% 2/15/2032 <sup>(d)</sup>  | 2000 | 1978 |
| Carnival Corp. 5.125% 5/1/2029 <sup>(d)</sup>  | 1945 | 1932 |
| Carnival Corp. 7.00% 8/15/2029 <sup>(d)</sup>  | 5370 | 5573 |
| Carnival Corp. 5.75% 3/15/2030 <sup>(d)</sup>  | 7957 | 8024 |
| Carnival Corp. 6.125% 2/15/2033 <sup>(d)</sup>  | 9565 | 9666 |
| Cougar JV Subsidiary, LLC 8.00% 5/15/2032 <sup>(d)</sup>  | 465 | 481 |
| Fertitta Entertainment, LLC 4.625% 1/15/2029 <sup>(d)</sup>  | 350 | 335 |
| Ford Motor Co. 3.25% 2/12/2032  | 940 | 817 |
| Ford Motor Co. 6.10% 8/19/2032  | 770 | 777 |
| Ford Motor Co. 4.75% 1/15/2043  | 995 | 752 |
| Ford Motor Credit Co., LLC 6.95% 6/10/2026  | 600 | 601 |
| Ford Motor Credit Co., LLC 2.70% 8/10/2026  | 1475 | 1464 |
| Ford Motor Credit Co., LLC 5.85% 5/17/2027  | 1700 | 1713 |

---

Capital Group Core Plus Income ETF — Page 18 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Ford Motor Credit Co., LLC 4.95% 5/28/2027  | USD1,065 | $1065 |
| Ford Motor Credit Co., LLC 5.918% 3/20/2028  | 4926 | 4990 |
| Ford Motor Credit Co., LLC 6.798% 11/7/2028  | 1000 | 1035 |
| Ford Motor Credit Co., LLC 5.113% 5/3/2029  | 250 | 248 |
| Ford Motor Credit Co., LLC 7.20% 6/10/2030  | 5590 | 5892 |
| Ford Motor Credit Co., LLC 5.73% 9/5/2030  | 4241 | 4238 |
| Ford Motor Credit Co., LLC 6.054% 11/5/2031  | 8166 | 8206 |
| Ford Motor Credit Co., LLC 6.532% 3/19/2032  | 3469 | 3562 |
| Ford Motor Credit Co., LLC 5.753% 4/6/2033  | 10200 | 10015 |
| Ford Motor Credit Co., LLC 7.122% 11/7/2033  | 1578 | 1658 |
| Ford Motor Credit Co., LLC 6.125% 3/8/2034  | 3347 | 3317 |
| Ford Motor Credit Co., LLC 6.50% 2/7/2035  | 2856 | 2883 |
| General Motors Financial Co., Inc. 2.35% 2/26/2027  | 75 | 74 |
| General Motors Financial Co., Inc. 5.625% 4/4/2032  | 2134 | 2184 |
| General Motors Financial Co., Inc. 5.45% 9/6/2034  | 2003 | 1988 |
| General Motors Financial Co., Inc. 5.90% 1/7/2035  | 5592 | 5695 |
| General Motors Financial Co., Inc. 6.15% 7/15/2035  | 3561 | 3684 |
| GENM Capital Labuan, Ltd. 3.882% 4/19/2031  | 4300 | 3819 |
| Genting New York, LLC 7.25% 10/1/2029 <sup>(d)</sup>  | 625 | 628 |
| Gildan Activewear, Inc. 5.40% 10/7/2035 <sup>(d)</sup>  | 1290 | 1259 |
| Great Canadian Gaming Corp. 8.75% 11/15/2029 <sup>(d)</sup>  | 1275 | 1245 |
| Hilton Domestic Operating Co., Inc. 4.00% 5/1/2031 <sup>(d)</sup>  | 600 | 564 |
| Home Depot, Inc. 4.95% 6/25/2034  | 1150 | 1159 |
| Home Depot, Inc. 4.65% 9/15/2035  | 7107 | 6932 |
| Home Depot, Inc. 5.40% 6/25/2064  | 9221 | 8686 |
| Hyundai Capital America 1.65% 9/17/2026 <sup>(d)</sup>  | 100 | 99 |
| International Game Technology PLC 5.25% 1/15/2029 <sup>(d)</sup>  | 650 | 645 |
| LCM Investments Holdings II, LLC 4.875% 5/1/2029 <sup>(d)</sup>  | 1335 | 1300 |
| LCM Investments Holdings II, LLC 8.25% 8/1/2031 <sup>(d)</sup>  | 1350 | 1406 |
| Lithia Motors, Inc. 3.875% 6/1/2029 <sup>(d)</sup>  | 308 | 293 |
| Lithia Motors, Inc. 4.375% 1/15/2031 <sup>(d)</sup>  | 900 | 846 |
| Macys Retail Holdings, LLC 5.875% 3/15/2030 <sup>(d)</sup>  | 17 | 17 |
| McDonald's Corp. 4.95% 3/3/2035  | 778 | 774 |
| Newell Brands, Inc. 8.50% 6/1/2028 <sup>(d)</sup>  | 1265 | 1306 |
| Newell Brands, Inc. 6.375% 5/15/2030  | 5251 | 5045 |
| Newell Brands, Inc. 6.625% 5/15/2032  | 11113 | 10647 |
| Newell Brands, Inc. 7.375% 4/1/2036  | 2045 | 1885 |
| Nissan Motor Acceptance Co., LLC 5.55% 9/13/2029 <sup>(d)</sup>  | 2884 | 2782 |
| Nissan Motor Co., Ltd. 8.125% 7/17/2035 <sup>(d)</sup>  | 11709 | 12057 |
| Party City Holdings, Inc. 0% 8/27/2030 <sup>(h)</sup>  | 148 | 3 |
| Prosus NV 4.987% 1/19/2052  | 320 | 244 |
| RHP Hotel Properties, LP 5.75% 3/15/2034 <sup>(d)</sup>  | 645 | 637 |
| Royal Caribbean Cruises, Ltd. 5.375% 7/15/2027 <sup>(d)</sup>  | 400 | 402 |
| Royal Caribbean Cruises, Ltd. 4.75% 5/15/2033  | 2627 | 2537 |
| Royal Caribbean Cruises, Ltd. 5.375% 1/15/2036  | 8001 | 7864 |
| Royal Caribbean Cruises, Ltd. 5.25% 2/27/2038  | 3700 | 3521 |
| Sonic Automotive, Inc. 4.875% 11/15/2031 <sup>(d)</sup>  | 3463 | 3290 |
| Universal Entertainment Corp. 9.875% 8/1/2029 <sup>(d)</sup>  | 3130 | 3032 |
|  |  | 219580 |
| **Consumer staples 2.29%** |  |  |
| Albertsons Cos., Inc. 5.50% 3/31/2031 <sup>(d)</sup>  | 3850 | 3811 |
| Albertsons Cos., Inc. 5.75% 3/31/2034 <sup>(d)</sup>  | 7050 | 6906 |
| B&G Foods, Inc. 5.25% 9/15/2027  | 400 | 386 |

---

Capital Group Core Plus Income ETF — Page 19 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| 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>|
| BAT Capital Corp. 2.259% 3/25/2028  | USD100 | $96 |
| BAT Capital Corp. 4.742% 3/16/2032  | 450 | 449 |
| BAT Capital Corp. 4.625% 3/22/2033  | 1095 | 1072 |
| BAT Capital Corp. 6.421% 8/2/2033  | 673 | 730 |
| BAT Capital Corp. 6.00% 2/20/2034  | 8232 | 8704 |
| BAT Capital Corp. 5.625% 8/15/2035  | 12088 | 12436 |
| BAT Capital Corp. 4.758% 9/6/2049  | 1551 | 1287 |
| BAT Capital Corp. 5.65% 3/16/2052  | 929 | 861 |
| BAT Capital Corp. 7.081% 8/2/2053  | 15344 | 16971 |
| Coca-Cola Co. 5.20% 1/14/2055  | 1995 | 1891 |
| Constellation Brands, Inc. 4.35% 5/9/2027  | 326 | 326 |
| Constellation Brands, Inc. 4.75% 5/9/2032  | 1683 | 1671 |
| Constellation Brands, Inc. 4.90% 5/1/2033  | 886 | 875 |
| Coty, Inc. 6.625% 7/15/2030 <sup>(d)</sup>  | 490 | 486 |
| Coty, Inc. 5.60% 1/15/2031 <sup>(d)</sup>  | 7749 | 7506 |
| Imperial Brands Finance PLC 5.875% 7/1/2034 <sup>(d)</sup>  | 7490 | 7707 |
| Industrial F&B Investments III, Inc. 7.75% 2/11/2033 <sup>(d)</sup>  | 2010 | 2033 |
| Keurig Dr Pepper, Inc. 3.20% 5/1/2030  | 40 | 38 |
| Keurig Dr Pepper, Inc. 5.15% 5/15/2035  | 2949 | 2875 |
| Kronos Acquisition Holdings, Inc. 10.75% 6/30/2032 <sup>(d)</sup>  | 905 | 305 |
| Lamb Weston Holdings, Inc. 4.375% 1/31/2032 <sup>(d)</sup>  | 250 | 233 |
| Mars, Inc. 5.20% 3/1/2035 <sup>(d)</sup>  | 16746 | 16912 |
| Mars, Inc. 5.65% 5/1/2045 <sup>(d)</sup>  | 2039 | 2015 |
| Mars, Inc. 5.70% 5/1/2055 <sup>(d)</sup>  | 12870 | 12558 |
| Mars, Inc. 5.80% 5/1/2065 <sup>(d)</sup>  | 730 | 717 |
| Minerva Luxembourg SA 8.875% 9/13/2033 <sup>(d)</sup>  | 2030 | 2171 |
| Mondelez International, Inc. 5.125% 5/6/2035  | 1140 | 1143 |
| Philip Morris International, Inc. 5.75% 11/7/2032  | 1297 | 1366 |
| Philip Morris International, Inc. 5.375% 2/15/2033  | 400 | 411 |
| Philip Morris International, Inc. 5.625% 9/7/2033  | 14100 | 14717 |
| Philip Morris International, Inc. 5.25% 2/13/2034  | 7230 | 7366 |
| Philip Morris International, Inc. 4.90% 11/1/2034  | 12973 | 12909 |
| Philip Morris International, Inc. 4.625% 10/29/2035  | 6367 | 6127 |
| Post Holdings, Inc. 4.625% 4/15/2030 <sup>(d)</sup>  | 650 | 624 |
| Post Holdings, Inc. 6.25% 2/15/2032 <sup>(d)</sup>  | 540 | 546 |
| Post Holdings, Inc. 6.375% 3/1/2033 <sup>(d)</sup>  | 4500 | 4437 |
| Post Holdings, Inc. 6.25% 10/15/2034 <sup>(d)</sup>  | 3380 | 3313 |
|  |  | 166987 |
| **Information technology 2.19%** |  |  |
| Amphenol Corp. 4.625% 2/15/2036  | 200 | 194 |
| ams-OSRAM AG 12.25% 3/30/2029 <sup>(d)</sup>  | 2365 | 2517 |
| APLD ComputeCo 2, LLC 6.75% 3/15/2031 <sup>(d)</sup>  | 2115 | 2101 |
| Black Pearl Compute, LLC 6.125% 2/15/2031 <sup>(d)</sup>  | 1075 | 1096 |
| Broadcom, Inc. 5.15% 11/15/2031  | 2302 | 2362 |
| Broadcom, Inc. 4.80% 10/15/2034  | 4372 | 4308 |
| Broadcom, Inc. 5.20% 7/15/2035  | 4730 | 4769 |
| Broadcom, Inc. 3.187% 11/15/2036 <sup>(d)</sup>  | 450 | 376 |
| Broadcom, Inc. 4.926% 5/15/2037 <sup>(d)</sup>  | 6076 | 5897 |
| Cloud Software Group, Inc. 9.00% 9/30/2029 <sup>(d)</sup>  | 10315 | 9960 |
| Cloud Software Group, Inc. 8.25% 6/30/2032 <sup>(d)</sup>  | 5793 | 5499 |
| Diebold Nixdorf, Inc. 7.75% 3/31/2030 <sup>(d)</sup>  | 5250 | 5472 |
| Intel Corp. 3.05% 8/12/2051  | 2050 | 1245 |
| Intel Corp. 5.60% 2/21/2054  | 10469 | 9612 |

---

Capital Group Core Plus Income ETF — Page 20 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Information technology (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Microchip Technology, Inc. 5.05% 2/15/2030  | USD2,541 | $2564 |
| NCR Atleos Corp. 9.50% 4/1/2029 <sup>(d)</sup>  | 900 | 964 |
| Oracle Corp. 4.95% 2/4/2031  | 4623 | 4525 |
| Oracle Corp. 5.35% 5/4/2033  | 3093 | 3012 |
| Oracle Corp. 5.50% 8/3/2035  | 9656 | 9223 |
| Oracle Corp. 5.20% 9/26/2035  | 19500 | 18301 |
| Oracle Corp. 5.70% 2/4/2036  | 6453 | 6207 |
| Oracle Corp. 6.50% 2/4/2046  | 3509 | 3276 |
| Oracle Corp. 3.95% 3/25/2051  | 450 | 285 |
| Oracle Corp. 5.95% 9/26/2055  | 14810 | 12468 |
| Oracle Corp. 6.70% 2/4/2056  | 9019 | 8377 |
| Roper Technologies, Inc. 4.90% 10/15/2034  | 2525 | 2439 |
| Roper Technologies, Inc. 5.10% 9/15/2035  | 3985 | 3876 |
| Synopsys, Inc. 5.15% 4/1/2035  | 3800 | 3809 |
| Synopsys, Inc. 5.70% 4/1/2055  | 10845 | 10376 |
| UKG, Inc. 6.875% 2/1/2031 <sup>(d)</sup>  | 2150 | 2103 |
| Unisys Corp. 10.625% 1/15/2031 <sup>(d)</sup>  | 7646 | 6585 |
| Viasat, Inc. 5.625% 4/15/2027 <sup>(d)</sup>  | 2410 | 2396 |
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(i)(j)</sup>  | 703 | 771 |
| WULF Compute, LLC 7.75% 10/15/2030 <sup>(d)</sup>  | 2845 | 3008 |
|  |  | 159973 |
| **Utilities 2.05%** |  |  |
| Aegea Finance SARL 9.00% 1/20/2031 <sup>(d)</sup>  | 300 | 301 |
| AES Panama Generation Holdings, SRL 4.375% 5/31/2030 <sup>(d)</sup>  | 187 | 173 |
| Alabama Power Co. 5.85% 11/15/2033  | 300 | 318 |
| Comision Federal de Electricidad 6.043% 1/28/2034 <sup>(d)</sup>  | 492 | 477 |
| Duke Energy Corp. 6.10% 9/15/2053  | 300 | 301 |
| Edison International 4.125% 3/15/2028  | 250 | 246 |
| Edison International 5.25% 11/15/2028  | 339 | 342 |
| Edison International 5.25% 3/15/2032  | 7636 | 7565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edison International, junior subordinated, 7.875% 6/15/2054 (5-year UST Yield Curve Rate T Note Constant <br> Maturity + 3.658% on 6/15/2029) <sup>(g)</sup>  | 3425 | 3511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T <br> Note Constant Maturity + 5.411% on 6/15/2033) <sup>(d)(g)</sup>  | 1100 | 1274 |
| Florida Power & Light Co. 5.30% 6/15/2034  | 150 | 154 |
| Florida Power & Light Co. 4.70% 2/15/2036  | 1400 | 1365 |
| Florida Power & Light Co. 5.30% 4/1/2053  | 60 | 56 |
| Florida Power & Light Co. 5.60% 6/15/2054  | 2300 | 2253 |
| Florida Power & Light Co. 5.70% 3/15/2055  | 1825 | 1819 |
| Jersey Central Power & Light Co. 5.10% 1/15/2035  | 450 | 450 |
| Long Ridge Energy, LLC 8.75% 2/15/2032 <sup>(d)</sup>  | 4085 | 4289 |
| NiSource, Inc. 5.40% 6/30/2033  | 250 | 256 |
| Pacific Gas and Electric Co. 4.65% 8/1/2028  | 600 | 601 |
| Pacific Gas and Electric Co. 4.55% 7/1/2030  | 755 | 745 |
| Pacific Gas and Electric Co. 6.15% 1/15/2033  | 400 | 419 |
| Pacific Gas and Electric Co. 5.80% 5/15/2034  | 375 | 384 |
| Pacific Gas and Electric Co. 5.70% 3/1/2035  | 2930 | 2971 |
| Pacific Gas and Electric Co. 5.20% 5/1/2036  | 2477 | 2415 |
| Pacific Gas and Electric Co. 4.95% 7/1/2050  | 9705 | 8046 |
| Pacific Gas and Electric Co. 3.50% 8/1/2050  | 18900 | 12507 |
| Pacific Gas and Electric Co. 6.70% 4/1/2053  | 9899 | 10256 |
| Pacific Gas and Electric Co. 5.90% 10/1/2054  | 1750 | 1632 |
| Pacific Gas and Electric Co. 6.15% 3/1/2055  | 9110 | 8808 |

---

Capital Group Core Plus Income ETF — Page 21 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| PacifiCorp 5.45% 2/15/2034  | USD5,538 | $5520 |
| PacifiCorp 5.80% 4/15/2036  | 2125 | 2143 |
| PacifiCorp 5.35% 12/1/2053  | 7337 | 6298 |
| PacifiCorp 5.50% 5/15/2054  | 6461 | 5671 |
| PacifiCorp 5.80% 1/15/2055  | 11170 | 10211 |
| PG&E Corp. 5.25% 7/1/2030  | 546 | 539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PG&E Corp., junior subordinated, 6.85% 9/15/2056 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.225% on 9/15/2031) <sup>(g)</sup>  | 6375 | 6302 |
| Public Service Electric and Gas Co. 5.625% 1/1/2056  | 1500 | 1477 |
| Public Service Enterprise Group, Inc. 5.40% 3/15/2035  | 200 | 203 |
| Southern California Edison Co. 5.45% 6/1/2031  | 300 | 307 |
| Southern California Edison Co. 4.80% 3/15/2033  | 3275 | 3218 |
| Southern California Edison Co. 6.00% 1/15/2034  | 400 | 417 |
| Southern California Edison Co. 5.20% 6/1/2034  | 9584 | 9517 |
| Southern California Edison Co. 4.00% 4/1/2047  | 485 | 361 |
| Southern California Edison Co. 3.65% 2/1/2050  | 1947 | 1337 |
| Southern California Edison Co. 2.95% 2/1/2051  | 12940 | 7794 |
| Southern California Edison Co. 3.45% 2/1/2052  | 12630 | 8275 |
| Southern California Edison Co. 6.20% 9/15/2055  | 1650 | 1638 |
| Talen Energy Supply, LLC 8.625% 6/1/2030 <sup>(d)</sup>  | 1567 | 1645 |
| YPF Energia Electrica SA 7.875% 10/16/2032 <sup>(d)</sup>  | 2790 | 2836 |
|  |  | 149643 |
| **Materials 1.79%** |  |  |
| Ball Corp. 6.00% 6/15/2029  | 200 | 203 |
| Ball Corp. 5.50% 9/15/2033  | 5490 | 5498 |
| BHP Billiton Finance (USA), Ltd. 4.90% 2/28/2033  | 314 | 315 |
| BHP Billiton Finance (USA), Ltd. 5.25% 9/8/2033  | 1546 | 1579 |
| Braskem Netherlands Finance BV 8.75% 1/12/2031 <sup>(d)</sup>  | 1530 | 727 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033  | 6107 | 2839 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033 <sup>(d)</sup>  | 475 | 221 |
| Braskem Netherlands Finance BV 8.00% 10/15/2034 <sup>(d)</sup>  | 6715 | 3127 |
| Braskem Netherlands Finance BV 8.00% 10/15/2034  | 750 | 349 |
| Braskem Netherlands Finance BV 5.875% 1/31/2050  | 150 | 63 |
| Celanese US Holdings, LLC 6.85% 11/15/2028  | 1194 | 1242 |
| Celanese US Holdings, LLC 6.50% 4/15/2030  | 7554 | 7714 |
| Celanese US Holdings, LLC 7.00% 2/15/2031  | 685 | 704 |
| Celanese US Holdings, LLC 6.879% 7/15/2032  | 1921 | 2007 |
| Celanese US Holdings, LLC 7.20% 11/15/2033  | 7175 | 7661 |
| Celanese US Holdings, LLC 7.375% 2/15/2034  | 3665 | 3758 |
| Celulosa Arauco y Constitucion SA 6.18% 5/5/2032 <sup>(d)</sup>  | 1755 | 1745 |
| Cleveland-Cliffs, Inc. 6.875% 11/1/2029 <sup>(d)</sup>  | 2723 | 2725 |
| Cleveland-Cliffs, Inc. 4.875% 3/1/2031 <sup>(d)</sup>  | 600 | 540 |
| Cleveland-Cliffs, Inc. 7.50% 9/15/2031 <sup>(d)</sup>  | 7075 | 7064 |
| Cleveland-Cliffs, Inc. 7.375% 5/1/2033 <sup>(d)</sup>  | 5150 | 5042 |
| Cleveland-Cliffs, Inc. 7.625% 1/15/2034 <sup>(d)</sup>  | 7464 | 7299 |
| Consolidated Energy Finance SA 12.00% 2/15/2031 <sup>(d)</sup>  | 5800 | 5720 |
| Dow Chemical Co. (The) 5.35% 3/15/2035  | 1849 | 1824 |
| Dow Chemical Co. (The) 5.65% 3/15/2036  | 3787 | 3753 |
| Dow Chemical Co. (The) 4.375% 11/15/2042  | 2266 | 1778 |
| Dow Chemical Co. (The) 5.55% 11/30/2048  | 571 | 494 |
| Dow Chemical Co. (The) 4.80% 5/15/2049  | 1513 | 1174 |
| Dow Chemical Co. (The) 3.60% 11/15/2050  | 3162 | 2036 |
| Dow Chemical Co. (The) 6.90% 5/15/2053  | 107 | 109 |

---

Capital Group Core Plus Income ETF — Page 22 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Materials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Dow Chemical Co. (The) 5.60% 2/15/2054  | USD7,582 | $6526 |
| Dow Chemical Co. (The) 5.95% 3/15/2055  | 1782 | 1615 |
| FXI Holdings, Inc. 16.00% PIK 11/15/2029 (14.00% on 11/15/2028) <sup>(d)(g)(i)</sup>  | 2117 | 1111 |
| FXI Holdings, Inc. 11.00% 11/15/2030 <sup>(d)</sup>  | 3620 | 3222 |
| International Flavors & Fragrances, Inc. 2.30% 11/1/2030 <sup>(d)</sup>  | 113 | 101 |
| JH North America Holdings, Inc. 5.875% 1/31/2031 <sup>(d)</sup>  | 665 | 660 |
| JH North America Holdings, Inc. 6.125% 7/31/2032 <sup>(d)</sup>  | 645 | 643 |
| Limak Cimento Sanayi ve Ticaret A.S. 9.75% 7/25/2029  | 1909 | 1886 |
| LYB International Finance III, LLC 5.125% 1/15/2031  | 203 | 203 |
| LYB International Finance III, LLC 5.50% 3/1/2034  | 1461 | 1453 |
| LYB International Finance III, LLC 6.15% 5/15/2035  | 690 | 711 |
| LYB International Finance III, LLC 5.875% 1/15/2036  | 1510 | 1516 |
| LYB International Finance III, LLC 3.375% 10/1/2040  | 105 | 76 |
| Ma'aden Sukuk, Ltd. 5.25% 1/29/2036 <sup>(d)</sup>  | 2885 | 2808 |
| Magnera Corp. 7.25% 11/15/2031 <sup>(d)</sup>  | 6550 | 6070 |
| Mauser Packaging Solutions Holding Co. 7.875% 4/15/2030 <sup>(d)</sup>  | 1395 | 1396 |
| Minera Mexico, SA de CV, 5.625% 2/12/2032 <sup>(d)</sup>  | 2700 | 2734 |
| NOVA Chemicals Corp. 4.25% 5/15/2029 <sup>(d)</sup>  | 1385 | 1348 |
| PT Krakatau Posco 6.375% 6/11/2029  | 2900 | 2918 |
| Quikrete Holdings, Inc. 6.75% 3/1/2033 <sup>(d)</sup>  | 880 | 894 |
| Sasol Financing USA, LLC 8.75% 5/3/2029 <sup>(d)</sup>  | 365 | 380 |
| SCIH Salt Holdings, Inc. 4.875% 5/1/2028 <sup>(d)</sup>  | 742 | 734 |
| Sealed Air Corp. 6.125% 2/1/2028 <sup>(d)</sup>  | 607 | 615 |
| Stillwater Mining Co. 4.00% 11/16/2026 <sup>(j)</sup>  | 600 | 596 |
| Vale Overseas, Ltd. 6.40% 6/28/2054  | 3971 | 4025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vale Overseas, Ltd. 6.00% 2/25/2056 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.431% on <br> 2/25/2031) <sup>(d)(g)</sup>  | 3050 | 3004 |
| Veritiv Operating Co. 10.50% 11/30/2030 <sup>(d)</sup>  | 1680 | 1748 |
| Westlake Corp. 5.55% 11/15/2035  | 2254 | 2248 |
|  |  | 130551 |
| **Real estate 1.77%** |  |  |
| Boston Properties, LP 2.55% 4/1/2032  | 2281 | 1958 |
| Boston Properties, LP 2.45% 10/1/2033  | 10612 | 8592 |
| Boston Properties, LP 6.50% 1/15/2034  | 3916 | 4105 |
| Boston Properties, LP 5.75% 1/15/2035  | 8199 | 8157 |
| Highwoods Realty, LP 5.35% 1/15/2033  | 5200 | 5080 |
| Howard Hughes Corp. (The) 4.125% 2/1/2029 <sup>(d)</sup>  | 930 | 880 |
| Howard Hughes Corp. (The) 4.375% 2/1/2031 <sup>(d)</sup>  | 5522 | 5074 |
| Howard Hughes Corp. (The) 5.875% 3/1/2032 <sup>(d)</sup>  | 3955 | 3810 |
| Howard Hughes Corp. (The) 6.125% 3/1/2034 <sup>(d)</sup>  | 4695 | 4513 |
| Hudson Pacific Properties, LP 3.25% 1/15/2030  | 5680 | 4597 |
| Kennedy-Wilson, Inc. 4.75% 3/1/2029  | 2925 | 2885 |
| Kennedy-Wilson, Inc. 4.75% 2/1/2030  | 7142 | 7150 |
| Kennedy-Wilson, Inc. 5.00% 3/1/2031  | 8950 | 8964 |
| Kilroy Realty, LP 2.65% 11/15/2033  | 1500 | 1194 |
| Kilroy Realty, LP 6.25% 1/15/2036  | 3959 | 3926 |
| Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030  | 1160 | 1163 |
| MPT Operating Partnership, LP 5.00% 10/15/2027  | 8763 | 8165 |
| MPT Operating Partnership, LP 8.50% 2/15/2032 <sup>(d)</sup>  | 10955 | 11115 |
| Piedmont Operating Partnership, LP 5.625% 1/15/2033  | 1262 | 1227 |
| Prologis, LP 5.125% 1/15/2034  | 3375 | 3413 |
| Prologis, LP 5.00% 1/31/2035  | 747 | 746 |
| Prologis, LP 5.25% 3/15/2054  | 580 | 541 |

---

Capital Group Core Plus Income ETF — Page 23 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Real estate (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Service Properties Trust 0% 9/30/2027 <sup>(d)</sup>  | USD940 | $856 |
| Service Properties Trust 3.95% 1/15/2028  | 1554 | 1488 |
| Service Properties Trust 4.95% 10/1/2029  | 5550 | 5033 |
| Service Properties Trust 4.375% 2/15/2030  | 11729 | 10428 |
| Service Properties Trust 8.625% 11/15/2031 <sup>(d)</sup>  | 10718 | 11201 |
| Trust 2401 7.70% 1/23/2032 <sup>(d)</sup>  | 226 | 242 |
| VICI Properties, LP 4.125% 8/15/2030 <sup>(d)</sup>  | 250 | 240 |
| VICI Properties, LP 5.125% 5/15/2032  | 930 | 917 |
| VICI Properties, LP 5.625% 4/1/2035  | 1668 | 1661 |
|  |  | 129321 |
| **Industrials 1.54%** |  |  |
| Ambipar Lux SARL 9.875% 2/6/2031 <sup>(d)</sup>  | 800 | 151 |
| Ambipar Lux SARL 10.875% 2/5/2033 <sup>(d)</sup>  | 1575 | 242 |
| Amentum Holdings, Inc. 7.25% 8/1/2032 <sup>(d)</sup>  | 1440 | 1491 |
| BAE Systems PLC 5.30% 3/26/2034 <sup>(d)</sup>  | 2264 | 2320 |
| Bidvest Group (UK) PLC 6.20% 9/17/2032  | 933 | 933 |
| Boeing Co. (The) 3.625% 2/1/2031  | 1642 | 1562 |
| Boeing Co. (The) 6.388% 5/1/2031  | 1201 | 1281 |
| Boeing Co. (The) 5.705% 5/1/2040  | 655 | 656 |
| Boeing Co. (The) 5.805% 5/1/2050  | 13712 | 13264 |
| Boeing Co. (The) 6.858% 5/1/2054  | 6472 | 7129 |
| Boeing Co. (The) 5.93% 5/1/2060  | 1200 | 1153 |
| Canadian Pacific Railway Co. 5.20% 3/30/2035  | 3650 | 3718 |
| Canadian Pacific Railway Co. 3.00% 12/2/2041  | 880 | 647 |
| Canadian Pacific Railway Co. 3.10% 12/2/2051  | 2745 | 1798 |
| Clean Harbors, Inc. 6.375% 2/1/2031 <sup>(d)</sup>  | 533 | 542 |
| Clean Harbors, Inc. 5.75% 10/15/2033 <sup>(d)</sup>  | 2540 | 2536 |
| CoreLogic, Inc. 4.50% 5/1/2028 <sup>(d)</sup>  | 300 | 282 |
| Eaton Corp. 4.50% 3/6/2033  | 1894 | 1869 |
| Eaton Corp. 4.80% 3/6/2036  | 3161 | 3122 |
| EquipmentShare.com, Inc. 8.625% 5/15/2032 <sup>(d)</sup>  | 1880 | 1965 |
| EquipmentShare.com, Inc. 8.00% 3/15/2033 <sup>(d)</sup>  | 4820 | 4981 |
| FTAI Aviation Investors, LLC 5.875% 4/15/2033 <sup>(d)</sup>  | 3000 | 2939 |
| Herc Holdings, Inc. 6.625% 6/15/2029 <sup>(d)</sup>  | 1340 | 1363 |
| Herc Holdings, Inc. 7.00% 6/15/2030 <sup>(d)</sup>  | 1905 | 1955 |
| Herc Holdings, Inc. 5.75% 3/15/2031 <sup>(d)</sup>  | 1545 | 1523 |
| Herc Holdings, Inc. 7.25% 6/15/2033 <sup>(d)</sup>  | 1110 | 1138 |
| Herc Holdings, Inc. 6.00% 3/15/2034 <sup>(d)</sup>  | 1615 | 1563 |
| Icahn Enterprises, LP 5.25% 5/15/2027  | 3330 | 3266 |
| Icahn Enterprises, LP 9.75% 1/15/2029  | 9178 | 9030 |
| Icahn Enterprises, LP 10.00% 11/15/2029 <sup>(d)</sup>  | 1615 | 1593 |
| IRB Infrastructure Developers, Ltd. 7.11% 3/11/2032 <sup>(d)</sup>  | 685 | 688 |
| LATAM Airlines Group SA 7.875% 4/15/2030 <sup>(d)</sup>  | 830 | 839 |
| Norfolk Southern Corp. 4.45% 3/1/2033  | 78 | 77 |
| Norfolk Southern Corp. 5.35% 8/1/2054  | 7164 | 6684 |
| QXO Building Products, Inc. 6.75% 4/30/2032 <sup>(d)</sup>  | 2955 | 3017 |
| Regal Rexnord Corp. 6.40% 4/15/2033  | 2197 | 2323 |
| RTX Corp. 2.82% 9/1/2051  | 925 | 566 |
| RTX Corp. 5.375% 2/27/2053  | 1117 | 1050 |
| Science Applications International Corp. 5.875% 11/1/2033 <sup>(d)</sup>  | 925 | 904 |
| TransDigm, Inc. 6.25% 1/31/2034 <sup>(d)</sup>  | 2100 | 2125 |
| TransDigm, Inc. 6.75% 1/31/2034 <sup>(d)</sup>  | 4750 | 4816 |
| TransDigm, Inc. 6.125% 7/31/2034 <sup>(d)</sup>  | 2166 | 2133 |

---

Capital Group Core Plus Income ETF — Page 24 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds and notes (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Union Pacific Corp. 5.10% 2/20/2035  | USD1,736 | $1768 |
| Union Pacific Corp. 2.95% 3/10/2052  | 1930 | 1205 |
| Union Pacific Corp. 4.95% 5/15/2053  | 6371 | 5702 |
| Union Pacific Corp. 5.60% 12/1/2054  | 238 | 233 |
| Waste Connections, Inc. 4.80% 7/15/2036  | 2696 | 2642 |
|  |  | 112784 |
| **Municipals 0.01%** |  |  |
| Texas Combined Tirz I, LLC 0% 12/7/2062 <sup>(d)(h)</sup>  | 589 | 589 |
| **Total corporate bonds and notes** |  | 2368650 |
| **U.S. Treasury bonds & notes 24.64%**<br> **U.S. Treasury 24.38%**<br>|  |  |
| U.S. Treasury 4.875% 4/30/2026  | 46247 | 46291 |
| U.S. Treasury 4.125% 10/31/2026  | 6325 | 6337 |
| U.S. Treasury 4.625% 6/15/2027  | 30490 | 30781 |
| U.S. Treasury 3.625% 8/31/2027  | 67339 | 67157 |
| U.S. Treasury 3.50% 9/30/2027  | 3310 | 3294 |
| U.S. Treasury 3.375% 11/30/2027  | 44 | 44 |
| U.S. Treasury 3.50% 1/31/2028  | 297910 | 296257 |
| U.S. Treasury 4.25% 2/15/2028  | 28213 | 28435 |
| U.S. Treasury 3.375% 2/29/2028  | 5988 | 5941 |
| U.S. Treasury 3.875% 3/31/2028  | 62179 | 62276 |
| U.S. Treasury 3.50% 3/15/2029  | 141747 | 140524 |
| U.S. Treasury 4.00% 5/31/2030  | 81744 | 82041 |
| U.S. Treasury 3.625% 8/31/2030  | 4600 | 4544 |
| U.S. Treasury 3.625% 10/31/2030  | 10500 | 10366 |
| U.S. Treasury 3.75% 1/31/2031  | 158249 | 156926 |
| U.S. Treasury 3.50% 2/28/2031  | 3533 | 3465 |
| U.S. Treasury 3.875% 3/31/2031  | 3629 | 3618 |
| U.S. Treasury 4.00% 1/31/2033  | 47352 | 46999 |
| U.S. Treasury 4.125% 2/15/2036  | 22875 | 22519 |
| U.S. Treasury 4.75% 2/15/2041  | 38980 | 39175 |
| U.S. Treasury 4.375% 5/15/2041  | 150000 | 144516 |
| U.S. Treasury 4.75% 11/15/2043  | 50000 | 49375 |
| U.S. Treasury 4.625% 11/15/2044  | 60065 | 58089 |
| U.S. Treasury 4.875% 8/15/2045  | 13200 | 13153 |
| U.S. Treasury 4.625% 2/15/2046  | 213100 | 205425 |
| U.S. Treasury 4.00% 11/15/2052  | 35000 | 30067 |
| U.S. Treasury 4.625% 2/15/2055  | 29700 | 28319 |
| U.S. Treasury 4.75% 5/15/2055 <sup>(c)</sup>  | 156152 | 152016 |
| U.S. Treasury 4.625% 11/15/2055  | 3400 | 3247 |
| U.S. Treasury 4.75% 2/15/2056  | 40760 | 39744 |
|  |  | 1780941 |
| **U.S. Treasury inflation-protected securities 0.26%** |  |  |
| U.S. Treasury Inflation-Protected Security 1.625% 10/15/2027 <sup>(m)</sup>  | 18773 | 19075 |
| **Total U.S. Treasury bonds & notes** |  | 1800016 |
| **Asset-backed obligations 6.98%**<br> **Other asset-backed securities 2.87%**<br>|  |  |
| ACHD Trust, Series 2025-DS1, Class A, 5.978% 1/9/2034 <sup>(a)(d)</sup>  | 1304 | 1306 |
| ACHD Trust, Series 2025-DS1, Class B, 9.38% 1/9/2034 <sup>(a)(d)</sup>  | 800 | 809 |
| Ansley Park Capital, LLC, Series 2025-A, Class C, 4.82% 4/20/2035 <sup>(a)(d)</sup>  | 3660 | 3615 |

---

Capital Group Core Plus Income ETF — Page 25 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| 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>|
| Auxilior Term Funding, LLC, Series 24-1, Class C, 6.01% 7/15/2031 <sup>(a)(d)</sup>  | USD4,786 | $4875 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class B, 5.41% 3/15/2030 <sup>(a)(d)</sup>  | 713 | 719 |
| Capteris Equipment Finance, Series 2026-1A, Class A2, 4.44% 9/20/2033 <sup>(a)(d)</sup>  | 7384 | 7380 |
| CCG Receivables Trust, Series 2025-1, Class D, 5.28% 10/14/2032 <sup>(a)(d)</sup>  | 544 | 545 |
| CF Hippolyta, LLC, Series 2020-1, Class B1, 2.28% 7/15/2060 <sup>(a)(d)</sup>  | 486 | 305 |
| CFG Investments, Ltd., Series 2025-1, Class A, 6.47% 3/25/2036 <sup>(a)(d)</sup>  | 8561 | 8650 |
| Clarus Capital Funding, LLC, Series 2024-1A, Class C, 5.01% 8/20/2032 <sup>(a)(d)</sup>  | 7083 | 7090 |
| Commercial Equipment Finance, Series 2025-1A, Class A, 4.83% 5/15/2031 <sup>(a)(d)</sup>  | 6031 | 6037 |
| Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031 <sup>(a)(d)</sup>  | 3051 | 3090 |
| EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032 <sup>(a)(d)</sup>  | 3600 | 3627 |
| EquipmentShare, Series 2025-1M, Class A, 5.48% 9/26/2033 <sup>(a)(d)</sup>  | 8384 | 8386 |
| Global SC Finance SRL, Series 2025-1H, Class A, 6.169% 9/20/2045 <sup>(a)(d)</sup>  | 7915 | 7895 |
| Global SC Finance SRL, Series 2025-1H, Class B, 7.848% 9/20/2045 <sup>(a)(d)</sup>  | 5653 | 5640 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2025-1, Class A4, 4.58% 1/15/2032 <sup>(a)(d)</sup>  | 11834 | 11953 |
| Ledn Issuer Trust, Series 2026-1A, Class A, 6.748% 2/25/2041 <sup>(a)(d)</sup>  | 5942 | 5971 |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A, 6.56% 7/20/2029 <sup>(a)(d)</sup>  | 5734 | 5744 |
| Merit DAC, Series 2026-1A, Class A, 4.852% 2/15/2040 <sup>(a)(d)</sup>  | 11745 | 11593 |
| MMP Capital, Series 2025-A, Class A, 5.36% 12/15/2031 <sup>(a)(d)</sup>  | 858 | 864 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061 <sup>(a)(d)</sup>  | 156 | 131 |
| NMEF Funding, LLC, Series 2025-A, Class B, 5.18% 7/15/2032 <sup>(a)(d)</sup>  | 8617 | 8682 |
| NMEF Funding, LLC, Series 2025-B, Class A2, 4.64% 1/18/2033 <sup>(a)(d)</sup>  | 7789 | 7816 |
| NMEF Funding, LLC, Series 2025-B, Class B, 4.73% 1/18/2033 <sup>(a)(d)</sup>  | 2648 | 2656 |
| Oaktree ABF Equipment ST, LLC, Series 2026-1A, Class A2, 4.50% 10/17/2033 <sup>(a)(d)</sup>  | 1862 | 1867 |
| OWN Equipment Fund III, Series 2025-2M, Class A, 5.42% 3/27/2034 <sup>(a)(d)</sup>  | 27802 | 27743 |
| OWN Equipment Fund III, Series 2025-2M, Class B, 6.49% 3/27/2034 <sup>(a)(d)</sup>  | 1760 | 1764 |
| OWN Equipment Fund III, Series 2025-2M, Class C, 8.77% 3/27/2034 <sup>(a)(d)</sup>  | 967 | 982 |
| PEAC Solutions Receivables, LLC, Series 2024-1A, Class B, 5.79% 11/20/2030 <sup>(a)(d)</sup>  | 7274 | 7430 |
| PK ALIFT Loan Funding 4, LP, Series 2024-2, Class A, 5.052% 10/15/2039 <sup>(a)(d)</sup>  | 2329 | 2336 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class D, 5.88% 11/20/2035 <sup>(a)(d)</sup>  | 866 | 888 |
| SCF Equipment Trust, LLC, Series 2025-2A, Class B, 4.51% 6/20/2036 <sup>(a)(d)</sup>  | 9044 | 8985 |
| SCF Equipment Trust, LLC, Series 2025-2A, Class D, 5.33% 6/20/2036 <sup>(a)(d)</sup>  | 1041 | 1034 |
| SCF Equipment Trust, LLC, Series 2025-2A, Class E, 6.21% 6/20/2036 <sup>(a)(d)</sup>  | 2556 | 2573 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 <sup>(a)(d)</sup>  | 1671 | 1603 |
| Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045 <sup>(a)(d)</sup>  | 1629 | 1536 |
| Textainer Marine Containers, Ltd., Series 2020-3, Class A, 2.11% 9/20/2045 <sup>(a)(d)</sup>  | 2909 | 2791 |
| Textainer Marine Containers, Ltd., Series 2025-1H, Class A, 6.43% 7/23/2050 <sup>(a)(d)</sup>  | 7649 | 7650 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045 <sup>(a)(d)</sup>  | 928 | 874 |
| U.S. Bank National Association, Series 2025-SUP1, Class B, 5.582% 2/25/2032 <sup>(a)(d)</sup>  | 1502 | 1513 |
| Verdant Receivables, LLC, Series 2024-1, Class C, 6.25% 12/12/2031 <sup>(a)(d)</sup>  | 771 | 794 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class B, 5.06% 9/20/2032 <sup>(a)(d)</sup>  | 2333 | 2350 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class C, 5.28% 9/20/2032 <sup>(a)(d)</sup>  | 1653 | 1666 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class C, 4.76% 9/20/2033 <sup>(a)(d)</sup>  | 640 | 637 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class D, 5.45% 9/20/2033 <sup>(a)(d)</sup>  | 1563 | 1556 |
| Zayo Issuer, LLC, Series 2025-2A, Class A2, 5.953% 6/20/2055 <sup>(a)(d)</sup>  | 3000 | 3057 |
| Zayo Issuer, LLC, Series 2025-2A, Class B, 6.586% 6/20/2055 <sup>(a)(d)</sup>  | 3000 | 3074 |
|  |  | 210082 |
| **Auto loan 2.45%** |  |  |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class D, 6.53% 4/12/2030 <sup>(a)(d)</sup>  | 7281 | 7418 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class C, 5.42% 12/15/2031 <sup>(a)(d)</sup>  | 1922 | 1930 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-5, Class B, 7.09% 4/20/2027 <sup>(a)(d)</sup>  | 399 | 400 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class C, 6.85% 4/20/2028 <sup>(a)(d)</sup>  | 3333 | 3380 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-1A, Class D, 6.36% 8/21/2028 <sup>(a)(d)</sup>  | 16706 | 16742 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4A, Class B, 6.32% 6/20/2029 <sup>(a)(d)</sup>  | 2369 | 2436 |

---

Capital Group Core Plus Income ETF — Page 26 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4A, Class C, 7.24% 6/20/2029 <sup>(a)(d)</sup>  | USD890 | $920 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4A, Class D, 7.31% 6/20/2029 <sup>(a)(d)</sup>  | 1155 | 1173 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class C, 7.03% 12/20/2029 <sup>(a)(d)</sup>  | 4000 | 4139 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6A, Class D, 7.37% 12/20/2029 <sup>(a)(d)</sup>  | 1994 | 2027 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8A, Class D, 7.52% 2/20/2030 <sup>(a)(d)</sup>  | 3081 | 3120 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1A, Class D, 7.20% 6/20/2030 <sup>(a)(d)</sup>  | 6695 | 6720 |
| CPS Auto Receivables Trust, Series 2024-A, Class E, 8.42% 8/15/2031 <sup>(a)(d)</sup>  | 700 | 726 |
| CPS Auto Receivables Trust, Series 2024-C, Class E, 8.04% 3/15/2032 <sup>(a)(d)</sup>  | 1500 | 1549 |
| CPS Auto Receivables Trust, Series 2025-C, Class E, 6.59% 2/15/2033 <sup>(a)(d)</sup>  | 2777 | 2726 |
| CPS Auto Receivables Trust, Series 2026-A, Class E, 6.66% 8/15/2033 <sup>(a)(d)</sup>  | 8205 | 8005 |
| Credit Acceptance Auto Loan Trust, Series 2024-2, Class C, 6.70% 10/16/2034 <sup>(a)(d)</sup>  | 5769 | 5956 |
| Credit Acceptance Auto Loan Trust, Series 2025-2A, Class C, 5.38% 3/17/2036 <sup>(a)(d)</sup>  | 2919 | 2939 |
| Exeter Automobile Receivables Trust, Series 2022-2A, Class D, 4.56% 7/17/2028 <sup>(a)</sup>  | 14 | 14 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class E, 12.07% 9/16/2030 <sup>(a)(d)</sup>  | 4000 | 4391 |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class E, 9.75% 11/15/2030 <sup>(a)(d)</sup>  | 848 | 911 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class E, 9.98% 1/15/2031 <sup>(a)(d)</sup>  | 1022 | 1094 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class E, 9.57% 2/18/2031 <sup>(a)(d)</sup>  | 3010 | 3213 |
| Exeter Automobile Receivables Trust, Series 2023-5A, Class E, 9.58% 6/16/2031 <sup>(a)(d)</sup>  | 5403 | 5806 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class E, 7.89% 8/15/2031 <sup>(a)(d)</sup>  | 4799 | 4947 |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class D, 5.16% 3/15/2032 <sup>(a)</sup>  | 4431 | 4402 |
| Ford Credit Floorplan Master Owner Trust, Series 2023-1, Class D, 6.62% 5/15/2028 <sup>(a)(d)</sup>  | 2335 | 2340 |
| GLS Auto Receivables Trust, Series 2023-3, Class E, 9.27% 8/15/2030 <sup>(a)(d)</sup>  | 950 | 1004 |
| GLS Auto Receivables Trust, Series 2023-4, Class E, 9.72% 8/15/2030 <sup>(a)(d)</sup>  | 1900 | 2049 |
| GLS Auto Receivables Trust, Series 2024-2, Class E, 7.98% 5/15/2031 <sup>(a)(d)</sup>  | 1170 | 1220 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class C, 6.91% 6/25/2027 <sup>(a)(d)</sup>  | 1833 | 1837 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class 1D, 9.13% 6/25/2027 <sup>(a)(d)</sup>  | 336 | 338 |
| Hertz Vehicle Financing III, LLC, Series 2022-2A, Class C, 2.95% 6/26/2028 <sup>(a)(d)</sup>  | 300 | 293 |
| Hertz Vehicle Financing III, LLC, Series 2022-2, Class D, 5.16% 6/26/2028 <sup>(a)(d)</sup>  | 2389 | 2345 |
| Hertz Vehicle Financing III, LLC, Series 2023-2, Class C, 7.13% 9/25/2029 <sup>(a)(d)</sup>  | 2167 | 2229 |
| Hertz Vehicle Financing III, LLC, Series 2023-4, Class C, 7.51% 3/25/2030 <sup>(a)(d)</sup>  | 3950 | 4118 |
| Hertz Vehicle Financing, LLC, Series 2021-2, Class D, 4.34% 12/27/2027 <sup>(a)(d)</sup>  | 5000 | 4938 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class C, 6.03% 9/25/2029 <sup>(a)(d)</sup>  | 4947 | 4972 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class D, 7.98% 9/25/2029 <sup>(a)(d)</sup>  | 2121 | 2101 |
| Hertz Vehicle Financing, LLC, Series 2025-2A, Class C, 6.40% 9/25/2031 <sup>(a)(d)</sup>  | 5746 | 5834 |
| Hertz Vehicle Financing, LLC, Series 2025-2A, Class D, 8.34% 9/25/2031 <sup>(a)(d)</sup>  | 1966 | 1973 |
| LAD Auto Receivables Trust, Series 2023-1, Class C, 6.18% 12/15/2027 <sup>(a)(d)</sup>  | 577 | 578 |
| LAD Auto Receivables Trust, Series 2024-3A, Class D, 5.18% 2/17/2032 <sup>(a)(d)</sup>  | 537 | 539 |
| Prestige Auto Receivables Trust, Series 2023-1, Class D, 6.33% 4/16/2029 <sup>(a)(d)</sup>  | 1912 | 1916 |
| Prestige Auto Receivables Trust, Series 2024-1, Class E, 7.94% 4/15/2031 <sup>(a)(d)</sup>  | 1196 | 1196 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2022-3, Class B, 6.58% 11/25/2030 <sup>(a)(d)</sup>  | 194 | 195 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-4A, Class B, 5.497% 4/25/2034 <sup>(a)(d)</sup>  | 8785 | 8755 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class C, 6.69% 3/17/2031 <sup>(a)</sup>  | 737 | 749 |
| Santander Drive Auto Receivables Trust, Series 2025-4, Class D, 4.95% 1/15/2032 <sup>(a)</sup>  | 5526 | 5492 |
| Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728% 9/26/2033 <sup>(a)(d)</sup>  | 4538 | 4539 |
| United Auto Credit Securitization Trust, Series 2024-1, Class D, 8.30% 11/12/2029 <sup>(a)(d)</sup>  | 6000 | 6083 |
| Westlake Automobile Receivables Trust, Series 2022-2A, Class D, 5.48% 9/15/2027 <sup>(a)(d)</sup>  | 613 | 614 |
| Westlake Automobile Receivables Trust, Series 2025-1A, Class D, 5.54% 11/15/2030 <sup>(a)(d)</sup>  | 3798 | 3830 |
| Westlake Automobile Receivables Trust, Series 2026-1A, Class D, 4.75% 7/15/2031 <sup>(a)(d)</sup>  | 9759 | 9670 |
|  |  | 178831 |
| **Credit card 0.87%** |  |  |
| Avant Credit Card Master Trust, Series 2024-2A, Class B, 5.73% 5/15/2029 <sup>(a)(d)</sup>  | 11000 | 11020 |
| Avant Credit Card Master Trust, Series 2024-2A, Class C, 6.41% 5/15/2029 <sup>(a)(d)</sup>  | 5000 | 4998 |
| Evergreen Credit Card Trust, Series 2025-CRT5, Class C, 5.53% 5/15/2029 <sup>(a)(d)</sup>  | 765 | 770 |

---

Capital Group Core Plus Income ETF — Page 27 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Credit card (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029 <sup>(a)(d)</sup>  | USD2,021 | $2026 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class B, 6.58% 8/15/2029 <sup>(a)(d)</sup>  | 1996 | 2002 |
| Mission Lane Credit Card Master Trust, Series 2025-A, Class D, 8.89% 5/15/2030 <sup>(a)(d)</sup>  | 7000 | 6928 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 <sup>(a)(d)</sup>  | 3176 | 3175 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class C, 5.37% 12/16/2030 <sup>(a)(d)</sup>  | 2701 | 2698 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class D, 5.71% 12/16/2030 <sup>(a)(d)</sup>  | 2418 | 2403 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class F, 10.55% 12/16/2030 <sup>(a)(d)</sup>  | 4000 | 3928 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 <sup>(a)(d)</sup>  | 10363 | 10408 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class B, 5.21% 9/15/2031 <sup>(a)(d)</sup>  | 1658 | 1665 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class C, 5.41% 9/15/2031 <sup>(a)(d)</sup>  | 996 | 1000 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class D, 5.80% 9/15/2031 <sup>(a)(d)</sup>  | 953 | 939 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class F, 11.21% 9/15/2031 <sup>(a)(d)</sup>  | 9789 | 9601 |
|  |  | 63561 |
| **Student loan 0.79%** |  |  |
| Navient Education Loan Trust, Series 2025-A, Class A, 5.02% 7/15/2055 <sup>(a)(d)</sup>  | 4307 | 4319 |
| Navient Education Loan Trust, Series 2025-A, Class B, 5.32% 7/15/2055 <sup>(a)(d)</sup>  | 4506 | 4530 |
| Nelnet Student Loan Trust, Series 2025-AA, Class A1A, 5.07% 3/15/2057 <sup>(a)(d)</sup>  | 16538 | 16659 |
| Nelnet Student Loan Trust, Series 2026-A, Class D, 5.84% 2/21/2061 <sup>(a)(d)</sup>  | 11890 | 11685 |
| SMB Private Education Loan Trust, Series 2021-A, Class D1, 3.86% 1/15/2053 <sup>(a)(d)</sup>  | 1331 | 1205 |
| SMB Private Education Loan Trust, Series 2021-A, Class D2, 3.86% 1/15/2053 <sup>(a)(d)</sup>  | 678 | 615 |
| SMB Private Education Loan Trust, Series 2023-A, Class B, 5.88% 1/15/2053 <sup>(a)(d)</sup>  | 2490 | 2525 |
| SMB Private Education Loan Trust, Series 2022-A, Class D, 4.75% 11/16/2054 <sup>(a)(d)</sup>  | 77 | 74 |
| SMB Private Education Loan Trust, Series 2024-A, Class D, 8.22% 3/15/2056 <sup>(a)(d)</sup>  | 8883 | 9383 |
| SMB Private Education Loan Trust, Series 2023-B, Class D, 7.56% 10/16/2056 <sup>(a)(d)</sup>  | 5000 | 5159 |
| SMB Private Education Loan Trust, Series 2022-D, Class D, 7.23% 10/15/2058 <sup>(a)(d)</sup>  | 1680 | 1713 |
|  |  | 57867 |
| **Total asset-backed obligations** |  | 510341 |
| **Bonds & notes of governments & government agencies outside the U.S. 1.66%**<br> **Mexico 0.53%**<br>|  |  |
| Eagle Funding LuxCo SARL 5.50% 8/17/2030 <sup>(d)</sup> <br>| 22541 | 22687 |
| United Mexican States 4.75% 4/27/2032  | 860 | 827 |
| United Mexican States 5.85% 7/2/2032  | 445 | 447 |
| United Mexican States 5.625% 9/22/2035  | 1193 | 1156 |
| United Mexican States 6.00% 5/7/2036  | 6610 | 6583 |
| United Mexican States 6.875% 5/13/2037  | 4340 | 4557 |
| United Mexican States 6.625% 1/29/2038  | 2165 | 2212 |
|  |  | 38469 |
| **Colombia 0.34%** |  |  |
| Colombia (Republic of) 5.375% 1/21/2029  | 3705 | 3675 |
| Colombia (Republic of) 6.125% 1/21/2031  | 1935 | 1906 |
| Colombia (Republic of) 8.00% 4/20/2033  | 430 | 454 |
| Colombia (Republic of) 7.50% 2/2/2034  | 7000 | 7172 |
| Colombia (Republic of) 8.00% 11/14/2035  | 3185 | 3341 |
| Colombia (Republic of) 7.75% 11/7/2036  | 8344 | 8544 |
|  |  | 25092 |
| **Egypt 0.22%** |  |  |
| Egypt (Arab Republic of) 5.80% 9/30/2027  | 200 | 198 |
| Egypt (Arab Republic of) 5.875% 2/16/2031  | 600 | 554 |
| Egypt (Arab Republic of) 8.50% 1/31/2047  | 5663 | 4896 |

---

Capital Group Core Plus Income ETF — Page 28 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Bonds & notes of governments & government agencies outside the U.S. (continued)**<br> **Egypt (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Egypt (Arab Republic of) 8.70% 3/1/2049  | USD1,700 | $1493 |
| Egypt (Arab Republic of) 8.75% 9/30/2051  | 1050 | 923 |
| Egypt (Arab Republic of) 8.15% 11/20/2059  | 600 | 491 |
| Egypt (Arab Republic of) 7.50% 2/16/2061  | 10330 | 7874 |
|  |  | 16429 |
| **Brazil 0.11%** |  |  |
| Brazil (Federative Republic of) 6.25% 5/22/2036  | 8290 | 8128 |
| **Panama 0.10%** |  |  |
| Panama (Republic of) 7.50% 3/1/2031  | 315 | 345 |
| Panama (Republic of) 2.252% 9/29/2032  | 1800 | 1483 |
| Panama (Republic of) 4.50% 4/16/2050  | 1200 | 915 |
| Panama (Republic of) 4.50% 4/1/2056  | 6130 | 4543 |
| Panama (Republic of) 7.875% 3/1/2057  | 260 | 302 |
|  |  | 7588 |
| **Turkey 0.09%** |  |  |
| Turkey (Republic of), Series 10Y, 5.875% 6/26/2031  | 480 | 460 |
| Turkey (Republic of), Series 12Y, 6.50% 9/20/2033  | 6140 | 5858 |
|  |  | 6318 |
| **Senegal 0.09%** |  |  |
| Senegal (Republic of) 6.75% 3/13/2048  | 8800 | 4502 |
| Senegal (Republic of) 6.75% 3/13/2048  | 3439 | 1760 |
|  |  | 6262 |
| **Peru 0.06%** |  |  |
| Peru (Republic of) 5.50% 3/30/2036  | 3310 | 3303 |
| Peru (Republic of) 5.875% 8/8/2054  | 1275 | 1232 |
|  |  | 4535 |
| **Nigeria 0.03%** |  |  |
| Nigeria (Republic of) 7.875% 2/16/2032  | 2350 | 2383 |
| **South Africa 0.03%** |  |  |
| South Africa (Republic of) 5.875% 4/20/2032  | 1003 | 1000 |
| South Africa (Republic of) 7.10% 11/19/2036 <sup>(d)</sup> <br>| 1150 | 1176 |
|  |  | 2176 |
| **Dominican Republic 0.03%** |  |  |
| Dominican Republic (Government of) 5.875% 1/30/2060  | 2280 | 1911 |
| **Honduras 0.02%** |  |  |
| Honduras (Republic of) 5.625% 6/24/2030  | 1117 | 1110 |

---

Capital Group Core Plus Income ETF — Page 29 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Bonds & notes of governments & government agencies outside the U.S. (continued)**<br> **Chile 0.01%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Chile (Republic of) 2.45% 1/31/2031  | USD400 | $366 |
| Chile (Republic of) 4.34% 3/7/2042  | 200 | 175 |
|  |  | 541 |
| **United Arab Emirates 0.00%** |  |  |
| Abu Dhabi (Emirate of) 1.70% 3/2/2031 <sup>(d)</sup> <br>| 300 | 263 |
| **India 0.00%** |  |  |
| Export-Import Bank of India 2.25% 1/13/2031 <sup>(d)</sup> <br>| 250 | 223 |
| **Total bonds & notes of governments & government agencies outside the U.S.** |  | 121428 |
| **Loans 0.21%**<br> **Information technology 0.08%**<br>|  |  |
| Finastra USA, Inc., Term Loan, (3-month USD CME Term SOFR + 4.00%) 7.671% 9/15/2032 <sup>(e)(n)</sup>  | 260 | 245 |
| Viasat, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.614%) 8.282% 3/2/2029 <sup>(e)(n)</sup>  | 2104 | 2113 |
| Viasat, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.614%) 8.289% 5/30/2030 <sup>(e)(n)</sup>  | 3295 | 3302 |
|  |  | 5660 |
| **Health care 0.05%** |  |  |
| Endo Finance Holdings, Inc., Term Loan B, (3-month USD CME Term SOFR + 3.75%) 7.418% 4/23/2031 <sup>(e)(n)</sup>  | 1462 | 1455 |
| Owens & Minor, Inc., Term Loan, (3-month USD CME Term SOFR + 3.85%) 7.518% 3/29/2029 <sup>(e)(n)</sup>  | 2215 | 2001 |
|  |  | 3456 |
| **Industrials 0.04%** |  |  |
| Peraton Corp., Term Loan B, (3-month USD CME Term SOFR + 3.85%) 7.517% 2/1/2028 <sup>(e)(n)</sup>  | 3325 | 2841 |
| **Consumer staples 0.04%** |  |  |
| TreeHouse Foods, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.25%) 7.923% 2/11/2033 <sup>(e)(n)</sup>  | 2710 | 2703 |
| **Municipals 0.00%** |  |  |
| AM Bidco Operations, LLC, Term Loan, 8.50% PIK 10/21/2027 <sup>(h)(i)(n)</sup>  | 648 | 408 |
| **Communication services 0.00%** |  |  |
| Gray Television, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.25%) 8.918% 6/4/2029 <sup>(e)(n)</sup>  | 14 | 14 |
| **Total loans** |  | 15082 |
| **Municipals 0.05%**<br> **Puerto Rico 0.04%**<br>|  |  |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2017 <sup>(k)</sup>  | 5 | 3 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 4.25% 7/1/2018 <sup>(k)</sup>  | 20 | 13 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 5.00% 7/1/2018 <sup>(k)</sup>  | 95 | 63 |
| Electric Power Auth., Power Rev. Bonds, Series 2003-NN, 5.50% 7/1/2020 <sup>(k)</sup>  | 10 | 7 |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2021 <sup>(k)</sup>  | 190 | 126 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-AAA, 5.25% 7/1/2021 <sup>(k)</sup>  | 265 | 176 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-DDD, 5.00% 7/1/2023 <sup>(k)</sup>  | 210 | 140 |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2023 <sup>(k)</sup>  | 20 | 13 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-CCC, 5.00% 7/1/2024 <sup>(k)</sup>  | 75 | 50 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-XX, 4.625% 7/1/2025 <sup>(k)</sup>  | 10 | 7 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-XX, 4.75% 7/1/2026 <sup>(k)</sup>  | 10 | 7 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 5.00% 7/1/2026 <sup>(k)</sup>  | 5 | 3 |

---

Capital Group Core Plus Income ETF — Page 30 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Municipals (continued)**<br> **Puerto Rico (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Electric Power Auth., Power Rev. Bonds, Series 2010-CCC, 5.25% 7/1/2026 <sup>(k)</sup>  | USD20 | $13 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 5.25% 7/1/2026 <sup>(k)</sup>  | 400 | 266 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-ZZ, 4.75% 7/1/2027 <sup>(k)</sup>  | 65 | 43 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-CCC, 4.80% 7/1/2028 <sup>(k)</sup>  | 220 | 146 |
| Electric Power Auth., Power Rev. Bonds, Series 2008-WW, 5.00% 7/1/2028 <sup>(k)</sup>  | 55 | 37 |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2032 <sup>(k)</sup>  | 165 | 110 |
| Electric Power Auth., Power Rev. Bonds, Series 2013-A, 6.75% 7/1/2036 <sup>(k)</sup>  | 330 | 220 |
| Electric Power Auth., Power Rev. Bonds, Series 2007-TT, 5.00% 7/1/2037 <sup>(k)</sup>  | 65 | 43 |
| Electric Power Auth., Power Rev. Bonds, Series 2010-XX, 5.25% 7/1/2040 <sup>(k)</sup>  | 355 | 236 |
| Electric Power Auth., Power Rev. Bonds, Series 2012-A, 5.00% 7/1/2042 <sup>(k)</sup>  | 100 | 67 |
| Electric Power Auth., Power Rev. Ref. Bonds, Series 2007-UU, AGI, 3.469% 7/1/2017 <sup>(g)(k)</sup>  | 465 | 309 |
| Electric Power Auth., Power Rev. Ref. Bonds, Series 2010-DDD, 5.00% 7/1/2021 <sup>(k)</sup>  | 70 | 47 |
| Electric Power Auth., Power Rev. Ref. Bonds, Series 2010-DDD, 5.00% 7/1/2022 <sup>(k)</sup>  | 650 | 432 |
|  |  | 2577 |
| **California 0.01%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Rancho Mirage, Community Facs. Dist. No. 5 (Improvement Area No. 1), Special Tax Bonds, Series 2024-B, <br> 7.25% 9/1/2039  | 1080 | 1097 |
| **Texas 0.00%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazoria County Industrial Dev. Corp., Solid Waste Disposal Facs. Rev. Bonds (Aleon Renewable Metals, LLC <br> Project), Series 2023, AMT, 12.00% 6/1/2043 <sup>(d)</sup>  | 863 | 43 |
| **Total municipals** |  | 3717 |
| **Total bonds, notes & other debt instruments** (cost: $7,335,961,000) |  | 7291684 |
| Common stocks 0.00%<br> **Energy 0.00%**<br>| Shares |  |
| New Fortress Energy, Inc., Class A <sup>(l)</sup>  | 89859 | 53 |
| **Industrials 0.00%** |  |  |
| AM BidCo Holdings, LLC <sup>(h)(l)</sup>  | 35 | — <br><sup>(b)</sup><br>|
| **Total common stocks** (cost: $1,115,000) |  | 53 |
| Convertible stocks 0.04%<br> **Information technology 0.04%**<br>|  |  |
| Oracle Corp., Class D, cumulative convertible preferred shares, 6.50% 1/15/2029 <sup>(l)</sup> <br>| 61600 | 2773 |
| **Total convertible stocks** (cost: $3,080,000) |  | 2773 |
| Short-term securities 3.57%<br> **Money market investments 3.57%**<br>|  |  |
| Capital Group Central Cash Fund 3.71% <sup>(o)(p)</sup>  | 2608416 | 260815 |
| **Total short-term securities** (cost: $260,782,000) |  | 260815 |
| **Total investment securities 103.41%** (cost $7,600,938,000) |  | 7555325 |

---

Capital Group Core Plus Income ETF — Page 31 of 37

------

**unaudited**

---

| | | |
|:---|:---|:---|
| TBA sale commitments (1.61)%<br> **Mortgage-backed obligations (1.61)%**<br> **Federal agency mortgage-backed obligations (1.61)%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Uniform Mortgage-Backed Security 3.00%, 4/1/2056  | USD(35,764)<br>| $(31419)<br>|
| Uniform Mortgage-Backed Security 4.50%, 4/1/2056  | (17051)<br>| (16458)<br>|
| Uniform Mortgage-Backed Security 6.50%, 4/1/2056  | (67000)<br>| (69322)<br>|
| **Total TBA sale commitments** (proceeds: $117,195,000) |  | (117199)<br>|
| **Other assets less liabilities (1.80)%** |  | (131765)<br>|
| **Net assets 100.00%** |  | $7306361 |

---

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 2 Year U.S. Treasury Note Futures | Long | 13224 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD2,743,257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(19164)<br>|
| 5 Year U.S. Treasury Note Futures | Long | 4118 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5678)<br>|
| 10 Year U.S. Treasury Note Futures | Long | 3601 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1825)<br>|
| 10 Year Ultra U.S. Treasury Note Futures | Short | 6235 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (707770)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11713 |
| 30 Year U.S. Treasury Bond Futures | Long | 750 | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2477)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(17431)<br>|

---

Forward currency contracts

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased <br>(000) | Currency purchased <br>(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 9995 | EUR | 8570 | Goldman Sachs | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $84 |

---

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; Payment <br>frequency<br>| Rate | &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) |
| 3.863% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD250,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $260 |
| 3.787% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149)<br>|
| 3.7315% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303)<br>|
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.3885% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389 |
| 4.175% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2283 |
| 3.7675% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| 3.439% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1489)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1489)<br>|
| 3.4357% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1618)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1618)<br>|
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.1585% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1472 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.2205% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2285 |

---

Capital Group Core Plus Income ETF — Page 32 of 37

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at<br> 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront<br> premium<br> paid<br> &nbsp;&nbsp;&nbsp;&nbsp;(received)<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment<br> frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment<br> frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at<br> 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront<br> premium<br> paid<br> &nbsp;&nbsp;&nbsp;&nbsp;(received)<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.554% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3733 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.7363% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2604 |
| SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;3.7917% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216 |
| 4.133% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| 3.7575% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/3/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (626)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (626)<br>|
| 4.146% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/17/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
| 4.1386% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/17/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9392 |

---

Investments in affiliates <sup>(p)</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 3.57%** | **Short-term securities 3.57%** | **Short-term securities 3.57%** | **Short-term securities 3.57%** | **Short-term securities 3.57%** | **Short-term securities 3.57%** | **Short-term securities 3.57%** | **Short-term securities 3.57%** |
| **Money market investments 3.57%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 3.71% <sup>(o)</sup> <br>| $333993 | &nbsp;&nbsp; $550711 | &nbsp;&nbsp; $623833 | &nbsp;&nbsp; $9 | &nbsp;&nbsp; $(65)<br>| &nbsp;&nbsp; $260815 | &nbsp;&nbsp; $3004 |

---

Capital Group Core Plus Income ETF — Page 33 of 37

------

**unaudited**

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition <br>date(s)<br>| Cost <br>(000)<br>| Value <br>(000)<br>| Percent <br>of net <br>assets<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NFE Brazil Financing, Ltd. 15.00% PIK or 15.00% Cash <br>8/30/2029 <sup>(h)(i)</sup> <br>| 2/17/2026 | $2177 | $2177 | 0.03% |
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(i)</sup> <br>| 6/23/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 683 | &nbsp;&nbsp;&nbsp;&nbsp; 771 | 0.02 |
| Stillwater Mining Co. 4.00% 11/16/2026  | 2/9/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp; 596 | 0.01 |
|  |  | $3445 | $3544 | 0.06% |

---

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

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

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

<sup>(c)</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $31,976,000, which represented 0.44% of the net assets of the fund. 

<sup>(d)</sup> Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $2,026,542,000, which represented 27.74% of the net assets of the fund. 

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

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

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

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

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

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

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

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

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

<sup>(n)</sup> Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $15,082,000, which represented 0.21% of the net assets of the fund. 

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

<sup>(p)</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 Core Plus Income ETF — Page 34 of 37

------

**unaudited**

---

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

---

Securities with both fixed-income and equity characteristics, or equity securities traded principally among fixed-income dealers, are generally valued in the manner described for either equity or fixed-income securities, depending on which method is deemed most appropriate by the fund's investment adviser. The Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series ("Central Funds"), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF's portfolio securities. The underlying securities are valued based on the policies and procedures in CCF's statement of additional information. Exchange-traded futures are generally valued at the official settlement price for futures on the exchange or market on which such instruments are traded, as of the close of business on the day such instruments are being valued. The average month-end notional amount of futures contracts while held was $4,171,765,000. Forward currency contracts are valued based on the spot and forward exchange rates obtained from a third-party pricing vendor. The average month-end notional amount of open forward currency contracts while held was $10,067,000. 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 $2,031,858,000.

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 Core Plus Income ETF — Page 35 of 37

------

**unaudited**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations  | $— | $2472450 | $— | $2472450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds and notes  |  | 2365881 | 2769 | 2368650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury bonds & notes  |  | 1800016 |  | 1800016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-backed obligations  |  | 510341 |  | 510341 |
| &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>|  | 121428 |  | 121428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Loans  |  | 14674 | 408 | 15082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipals  |  | 3717 |  | 3717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible stocks  | 2773 |  |  | 2773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common stocks  | 53 |  |  | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities  | 260815 |  |  | 260815 |
| Total | $263641 | $7288507 | $3177 | $7555325 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA sale commitments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations  |  | (117199)<br>|  | (117199)<br>|

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Other investments\* | Other investments\* | Other investments\* | Other investments\* |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on futures contracts  | $11713 | $— | $— | $11713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on open forward currency contracts  |  | 84 |  | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps  |  | 13577 |  | 13577 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts  | (29144)<br>|  |  | (29144)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps  |  | (4185)<br>|  | (4185)<br>|
| Total | $(17431)<br>| $9476 | $— | $(7955)<br>|

---

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

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

Capital Group Core Plus Income ETF — Page 36 of 37

------

**unaudited**

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

---

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

---

---

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

---

**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.

ETGEFP1-306-0526

Capital Group Core Plus Income ETF — Page 37 of 37

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

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

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

- **a. Name of Series:** Capital Group Core Plus Income ETF

- **b. EDGAR series identifier (if any):** S000074251

- **c. LEI of Series:** 549300D15HR3L1WV1T24

**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:** $7941080484.62

**Total Liabilities:** $638773597.71

**Net Assets:** $7302306886.91

**Delayed Delivery Securities:** $187336185.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5503.84000000 | **1-Year:** -109360.28000000 | **5-Year:** -392371.91000000 | **10-Year:** -686960.56000000 | **30-Year:** -365423.09000000

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

- **3-Month:** -4349.06000000 | **1-Year:** -119699.21000000 | **5-Year:** -266414.75000000 | **10-Year:** -134706.47000000 | **30-Year:** -19385.90000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231860 | 0.34%                | 1.26%                | -1.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6919802.04              | $-11193016.42                              |
| Month 2  | $2724900.29              | $53725261.47                               |
| Month 3  | $-6283650.71             | $-138223233.00                             |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHD Trust                                              | ACHD Trust 2025-DS1                                                                                                   | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303676 | PA      | $1305834.86   | 0.02%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ACHD Trust                                              | ACHD Trust 2025-DS1                                                                                                   | CUSIP: 00092TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $808584.00    | 0.01%             | 2034-01-09      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                                                                    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    186702 | PA      | $172976.44    | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $2802084.29   | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                              | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1236628.11   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                              | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1566308.01   | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10649000 | PA      | $10811677.32  | 0.15%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                            | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    625000 | PA      | $609527.09    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                            | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1110845.63   | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                            | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2614723.89   | 0.04%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                            | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2599453.34   | 0.04%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1428998.82   | 0.02%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   9340000 | PA      | $8065875.49   | 0.11%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   6541000 | PA      | $6630382.77   | 0.09%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                    | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $501191.75    | 0.01%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                    | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2307020.28   | 0.03%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                               | ALA Trust 2025-OANA                                                                                                   | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14282000 | PA      | $14344492.32  | 0.20%             | 2040-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                        | Alabama Power Co                                                                                                      | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317772.72    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                 | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3811199.70   | 0.05%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $6906153.92   | 0.09%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                          | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1713782.50   | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                           | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5235000 | PA      | $5310656.22   | 0.07%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                          | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    802000 | PA      | $784075.67    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18502275 | PA      | $14907340.69  | 0.20%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31866598 | PA      | $25661324.67  | 0.35%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  71211663 | PA      | $59884557.85  | 0.82%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21144337 | PA      | $17771980.60  | 0.24%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18236000 | PA      | $16020179.20  | 0.22%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -54000000 | PA      | $-47438565.30 | -0.65%            | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  57090152 | PA      | $52344727.79  | 0.72%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14938851 | PA      | $14098660.44  | 0.19%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20030149 | PA      | $18887182.63  | 0.26%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49046 | PA      | $47341.16     | 0.00%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -17100000 | PA      | $-16505604.68 | -0.23%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $19727220.40  | 0.27%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19662695 | PA      | $19756331.90  | 0.27%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  51547305 | PA      | $51718279.68  | 0.71%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F062648<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -67000000 | PA      | $-69322222.01 | -0.95%            | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                          | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    878000 | PA      | $873275.41    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                          | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2387905.40   | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                          | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2236253.70   | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                      | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    346408 | PA      | $328531.27    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                      | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2622801 | PA      | $2487552.25   | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                        | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306993.52    | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                        | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2963905.04   | 0.04%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                        | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5078000 | PA      | $5077504.79   | 0.07%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                      | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $150600.00    | 0.00%             | 2031-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                      | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   1575000 | PA      | $242156.25    | 0.00%             | 2033-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                  | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1491501.60   | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | 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        |   7281000 | PA      | $7417881.34   | 0.10%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                   | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71136.37     | 0.00%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                             | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8830000 | PA      | $8525955.73   | 0.12%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                             | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $629154.62    | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7403000 | PA      | $7599715.55   | 0.10%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  15022000 | PA      | $14559294.61  | 0.20%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                             | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6690217.69   | 0.09%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                             | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  11293000 | PA      | $11100020.47  | 0.15%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                                                         | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193488.62    | 0.00%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                          | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   2365000 | PA      | $2517462.09   | 0.03%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                                 | Ansley Park Capital 2025-A LLC                                                                                        | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3660000 | PA      | $3615308.11   | 0.05%             | 2035-04-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                   | Antero Resources Corp                                                                                                 | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2406019.19   | 0.03%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                   | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    203000 | PA      | $163665.39    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                   | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8330387.09   | 0.11%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                   | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2854643.19   | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                                                                    | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2567000 | PA      | $1875794.46   | 0.03%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                                                                 | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3039410.80   | 0.04%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                | APA Corp                                                                                                              | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    615000 | PA      | $527063.83    | 0.01%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                                                             | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3270308.09   | 0.04%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                    | APLD ComputeCo 2 LLC                                                                                                  | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2100912.20   | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                                                            | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   3740000 | PA      | $3668032.94   | 0.05%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust            | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                   | CUSIP: 039962AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1922000 | PA      | $1930084.32   | 0.03%             | 2031-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                                                     | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6480618.15   | 0.09%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                      | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173483.81    | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                                                            | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |  11710000 | PA      | $11223448.68  | 0.15%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                      | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    319000 | PA      | $339229.29    | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                        | Ascension Health                                                                                                      | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1616276.98   | 0.02%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2564022.99   | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1065834.00   | 0.01%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1689601.12   | 0.02%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                 | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3742751.40   | 0.05%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2024-ATRM                                                                                | CUSIP: 04963XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5106396.50   | 0.07%             | 2029-11-10      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                                                        | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9241020.34   | 0.13%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                               | Auxilior Term Funding 2024-1 LLC                                                                                      | CUSIP: 05335FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4786000 | PA      | $4874907.61   | 0.07%             | 2031-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                          | Avant Credit Card Master Trust                                                                                        | CUSIP: 05351KAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11020097.00  | 0.15%             | 2029-05-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                          | Avant Credit Card Master Trust                                                                                        | CUSIP: 05351KAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4997955.00   | 0.07%             | 2029-05-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFF6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  16706000 | PA      | $16741817.66  | 0.23%             | 2028-08-21      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFW9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    399000 | PA      | $399538.35    | 0.01%             | 2027-04-20      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGZ1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2369000 | PA      | $2436064.49   | 0.03%             | 2029-06-20      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $920509.73    | 0.01%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RHE7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3333000 | PA      | $3380105.29   | 0.05%             | 2028-04-20      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RHJ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4139055.60   | 0.06%             | 2029-12-20      | Fixed         | 7.03%                 | 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        |   1155000 | PA      | $1172811.60   | 0.02%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1994000 | PA      | $2026741.28   | 0.03%             | 2029-12-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3081000 | PA      | $3120212.66   | 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: 05377RKA1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6695000 | PA      | $6719585.04   | 0.09%             | 2030-06-20      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C30                                                                                         | CUSIP: 05493YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4242000 | PA      | $4370670.89   | 0.06%             | 2057-11-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2022-C18                                                                                         | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355000 | PA      | $1338821.84   | 0.02%             | 2055-12-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                      | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    673000 | PA      | $730174.88    | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                      | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  15344000 | PA      | $16971428.06  | 0.23%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                      | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1072132.60   | 0.01%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                         | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385796.21    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE Systems PLC                                                                                                       | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2264000 | PA      | $2319649.07   | 0.03%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                      | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1287200.77   | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                      | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96019.48     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                      | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    929000 | PA      | $861332.08    | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                      | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448774.65    | 0.01%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                      | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8232000 | PA      | $8704113.19   | 0.12%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                      | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  12088000 | PA      | $12436454.13  | 0.17%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                          | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    314000 | PA      | $314758.03    | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                          | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1546000 | PA      | $1579380.80   | 0.02%             | 2033-09-08      | Fixed         | 5.25%                 | 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        |   2927000 | PA      | $2778083.02   | 0.04%             | 2037-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                               | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11015000 | PA      | $11535687.64  | 0.16%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                               | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8190000 | PA      | $7988425.18   | 0.11%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                         | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5008526.00   | 0.07%             | 2041-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                         | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2408000 | PA      | $2404765.57   | 0.03%             | 2041-06-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C6 Mortgage Trust                                                                                           | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159000 | PA      | $1178281.36   | 0.02%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C5 Mortgage Trust                                                                                           | CUSIP: 05593RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7774000 | PA      | $8013025.62   | 0.11%             | 2057-02-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-FNX                                                                                                     | CUSIP: 05593TAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10725911 | PA      | $10739029.04  | 0.15%             | 2041-11-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-5C1 Mortgage Trust                                                                                           | CUSIP: 055986AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3505000 | PA      | $3609618.64   | 0.05%             | 2056-08-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-5C1 Mortgage Trust                                                                                           | CUSIP: 055986AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $1096257.05   | 0.02%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV2                                                                                | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1866438.20   | 0.03%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV3                                                                                | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989353 | PA      | $933048.43    | 0.01%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-IND                                                                                                     | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109900 | PA      | $110144.88    | 0.00%             | 2037-04-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                          | BXSC Commercial Mortgage Trust 2022-WSS                                                                               | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2887134 | PA      | $2887754.51   | 0.04%             | 2035-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                          | BXSC Commercial Mortgage Trust 2022-WSS                                                                               | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240836 | PA      | $240873.91    | 0.00%             | 2035-03-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-C4 Mortgage Trust                                                                                            | CUSIP: 05610CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711000 | PA      | $708842.26    | 0.01%             | 2056-02-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-AHP                                                                                 | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4808398 | PA      | $4808963.28   | 0.07%             | 2039-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                                | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5324899 | PA      | $5332231.11   | 0.07%             | 2034-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-AIR2                                                                                | CUSIP: 05613QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1918360 | PA      | $1923499.76   | 0.03%             | 2041-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2026-VLT9                                                                                | CUSIP: 05618UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24208000 | PA      | $24085335.64  | 0.33%             | 2045-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2026-VLT9                                                                                | CUSIP: 05618UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10883000 | PA      | $10831754.13  | 0.15%             | 2045-03-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VOLT                                                                                                    | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9945000 | PA      | $9932037.69   | 0.14%             | 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        |  19984000 | PA      | $19879795.43  | 0.27%             | 2044-12-15      | Floating      | 5.77%                 | 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        |   2688186 | PA      | $2691329.58   | 0.04%             | 2041-03-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                                                               | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155629 | PA      | $1154816.67   | 0.02%             | 2041-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                             | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203125.00    | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                             | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $5498394.21   | 0.08%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                  | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12110000 | PA      | $11953759.08  | 0.16%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                  | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4161513.75   | 0.06%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                  | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1131274.73   | 0.02%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                  | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2474244.40   | 0.03%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR4                                                                                                       | CUSIP: 06211FBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2989000 | PA      | $3161031.00   | 0.04%             | 2056-12-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2025-5YR17                                                                                                      | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2303000 | PA      | $2357761.89   | 0.03%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK24                                                                                                       | CUSIP: 06540VBF1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1033000 | PA      | $947828.53    | 0.01%             | 2062-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | Bank 2019-BNK19                                                                                                       | CUSIP: 06540WBF9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $871447.20    | 0.01%             | 2061-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK45                                                                                                       | CUSIP: 06541BBX5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1873000 | PA      | $1940335.66   | 0.03%             | 2056-02-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK46                                                                                                       | CUSIP: 06541DBT0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   2242243 | PA      | $2354995.98   | 0.03%             | 2056-08-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK40                                                                                                       | CUSIP: 06541LBP0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $226707.78    | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK40                                                                                                       | CUSIP: 06541LBU9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $239050.18    | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR1                                                                                                       | CUSIP: 06644EAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3787000 | PA      | $3887756.92   | 0.05%             | 2056-04-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR1                                                                                                       | CUSIP: 06644EBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1417758 | PA      | $1447334.42   | 0.02%             | 2056-04-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                         | BANK5 2024-5YR9                                                                                                       | CUSIP: 06644VBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6530000 | PA      | $6739966.93   | 0.09%             | 2057-08-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR11                                                                                                      | CUSIP: 06644WBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7100000 | PA      | $7284814.42   | 0.10%             | 2057-11-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR12                                                                                                      | CUSIP: 06644XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7925000 | PA      | $8137450.23   | 0.11%             | 2057-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                  | Banque Federative du Credit Mutuel SA                                                                                 | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   6878000 | PA      | $6732668.82   | 0.09%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                              | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  12859000 | PA      | $7367311.37   | 0.10%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                              | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   7428000 | PA      | $7258018.32   | 0.10%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C33                                                                                        | CUSIP: 072924AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4464000 | PA      | $4640753.42   | 0.06%             | 2058-03-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C24                                                                                         | CUSIP: 07336VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276000 | PA      | $271497.67    | 0.00%             | 2057-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-5C31                                                                                        | CUSIP: 07336YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7198592.10   | 0.10%             | 2057-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-C32                                                                                         | CUSIP: 07337AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8249740.80   | 0.11%             | 2062-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C34                                                                                        | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2265000 | PA      | $2370363.50   | 0.03%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                     | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1053895.92   | 0.01%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B21 Mortgage Trust                                                                                     | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $219292.93    | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B35 Mortgage Trust                                                                                     | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005421 | PA      | $1619323.71   | 0.02%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V2 Mortgage Trust                                                                                      | CUSIP: 08163TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2988000 | PA      | $3056295.82   | 0.04%             | 2055-05-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V2 Mortgage Trust                                                                                      | CUSIP: 08163TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994000 | PA      | $2017275.76   | 0.03%             | 2055-05-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V10 Mortgage Trust                                                                                     | CUSIP: 08163UAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6072168.60   | 0.08%             | 2057-09-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                                                      | CUSIP: 08163VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499000 | PA      | $1533530.36   | 0.02%             | 2056-07-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                                                      | CUSIP: 08163VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2644000 | PA      | $2660696.33   | 0.04%             | 2056-07-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V5 Mortgage Trust                                                                                      | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1681000 | PA      | $1744351.85   | 0.02%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V15 Mortgage Trust                                                                                     | CUSIP: 08164CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3244000 | PA      | $3375354.43   | 0.05%             | 2058-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V18 Mortgage Trust                                                                                     | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6713000 | PA      | $6702003.43   | 0.09%             | 2058-10-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V12 Mortgage Trust                                                                                     | CUSIP: 081915AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3868000 | PA      | $3940185.39   | 0.05%             | 2057-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V9 Mortgage Trust                                                                                      | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3496000 | PA      | $3588760.07   | 0.05%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V9 Mortgage Trust                                                                                      | CUSIP: 081919AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2686493.42   | 0.04%             | 2057-08-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V11 Mortgage Trust                                                                                     | CUSIP: 081921BD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7298000 | PA      | $7565319.90   | 0.10%             | 2057-11-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-5MW                                                                               | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15553000 | PA      | $15446297.09  | 0.21%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-5MW                                                                               | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482000 | PA      | $1504624.21   | 0.02%             | 2042-10-10      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                 | BioMarin Pharmaceutical Inc                                                                                           | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2315364.53   | 0.03%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                 | Black Pearl Compute LLC                                                                                               | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1095475.53   | 0.02%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                   | BlackRock Funding Inc                                                                                                 | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2038675.07   | 0.03%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                    | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $697696.88    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                            | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                               | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713000 | PA      | $719197.82    | 0.01%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                        | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196962.13    | 0.00%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C3 Mortgage Trust                                                                                           | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443000 | PA      | $449648.37    | 0.01%             | 2057-02-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C7 Mortgage Trust                                                                                           | CUSIP: 09660WAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $9209104.20   | 0.13%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C8 Mortgage Trust                                                                                           | CUSIP: 09661XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4062977.60   | 0.06%             | 2057-12-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-C10 Mortgage Trust                                                                                           | CUSIP: 096920AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470000 | PA      | $3502595.79   | 0.05%             | 2057-11-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    655000 | PA      | $656337.20    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13712000 | PA      | $13264166.90  | 0.18%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                         | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1152856.51   | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1562297.06   | 0.02%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                         | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1281186.24   | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6472000 | PA      | $7128748.98   | 0.10%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                                                       | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1814024 | PA      | $1861744.45   | 0.03%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                                                       | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    504728 | PA      | $512748.11    | 0.01%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                  | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2281000 | PA      | $1958342.81   | 0.03%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                  | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |  10612000 | PA      | $8592339.55   | 0.12%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                  | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3916000 | PA      | $4105406.19   | 0.06%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                  | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   8199000 | PA      | $8157464.19   | 0.11%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                        | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $220803.75    | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                        | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1530000 | PA      | $726750.00    | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                        | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   6715000 | PA      | $3126772.60   | 0.04%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                               | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   8290000 | PA      | $8128345.00   | 0.11%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp             | BRAZORIA CNTY TX INDL DEV CORP SOLID WST DISP FACS REVENUE                                                            | CUSIP: 10604PAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    863316 | PA      | $43165.83     | 0.00%             | 2043-06-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                               | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    846000 | PA      | $867620.27    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                               | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319309.34    | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                               | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  11113000 | PA      | $10708187.53  | 0.15%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $376268.78    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6076000 | PA      | $5897253.56   | 0.08%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                          | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2362053.33   | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                          | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4372000 | PA      | $4307745.81   | 0.06%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                          | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4768591.27   | 0.07%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                     | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   5664000 | PA      | $5656977.94   | 0.08%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                     | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   5779000 | PA      | $5774417.54   | 0.08%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA3                                                                                | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7540147 | PA      | $7552003.54   | 0.10%             | 2039-12-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX 2025-BIO3 Mortgage Trust                                                                                           | CUSIP: 123911AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13850000 | PA      | $13953041.23  | 0.19%             | 2042-02-10      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                                                                    | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19000000 | PA      | $18949385.90  | 0.26%             | 2044-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                                                                    | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18989000 | PA      | $18914342.85  | 0.26%             | 2044-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                                                                    | CUSIP: 123913AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7106000 | PA      | $7067073.33   | 0.10%             | 2044-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                      | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $20036584.00  | 0.27%             | 2042-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                      | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5170000 | PA      | $5175902.07   | 0.07%             | 2042-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT6                                                                                                    | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8955000 | PA      | $8884347.74   | 0.12%             | 2042-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT6                                                                                                    | CUSIP: 12433KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14062000 | PA      | $13938060.34  | 0.19%             | 2042-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-SDMF                                                                                                    | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463988 | PA      | $463500.45    | 0.01%             | 2034-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2426663.80   | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $715348.36    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2967000 | PA      | $2541008.82   | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1618977.02   | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4918371.57   | 0.07%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8220000 | PA      | $8193216.53   | 0.11%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                   | CCG Receivables Trust 2025-1                                                                                          | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544000 | PA      | $544637.40    | 0.01%             | 2032-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited                          | CFG Investments Ltd                                                                                                   | CUSIP: 12528GAM4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |   8561000 | PA      | $8649471.94   | 0.12%             | 2036-03-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                               | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485704 | PA      | $304532.48    | 0.00%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2023-H12 LLC                                                                                                     | CUSIP: 12530QAB2<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1415818.30   | 0.02%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-NR1 LLC                                                                                                     | CUSIP: 12531DAA2<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   3164289 | PA      | $3169223.41   | 0.04%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70734.18     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                                                       | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4106840.85   | 0.06%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                                                       | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004635.74   | 0.03%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM TRUST 2025-R1                                                                                                     | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2129945 | PA      | $2109300.82   | 0.03%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2025-C                                                                                     | CUSIP: 12634SAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2777000 | PA      | $2725732.97   | 0.04%             | 2033-02-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                    | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190204.98    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                    | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   5171000 | PA      | $5331719.85   | 0.07%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                    | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    820000 | PA      | $799161.01    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                       | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43669.08     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                       | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1148969.38   | 0.02%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                       | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3054176.42   | 0.04%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                       | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9310000 | PA      | $9040613.94   | 0.12%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                       | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13938000 | PA      | $13997214.34  | 0.19%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9859000 | PA      | $9773720.83   | 0.13%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                       | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466685.72   | 0.02%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                             | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978316.20   | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                          | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2837000 | PA      | $2854490.19   | 0.04%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $647349.10    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2745000 | PA      | $1798113.79   | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3650000 | PA      | $3717694.40   | 0.05%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                         | Capital Group Central Cash Fund                                                                                       | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |   2795845 | NS      | $279556529.05 | 3.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                            | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1744336.12   | 0.02%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                            | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6851000 | PA      | $7083139.70   | 0.10%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                            | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1715287.37   | 0.02%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                            | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6568074.19   | 0.09%             | 2037-01-30      | Fixed         | 5.40%                 | 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        |   7384000 | PA      | $7379548.19   | 0.10%             | 2033-09-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                         | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5370000 | PA      | $5573422.69   | 0.08%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   9565000 | PA      | $9665719.45   | 0.13%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                         | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   7957000 | PA      | $8024451.49   | 0.11%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                         | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1945000 | PA      | $1931786.84   | 0.03%             | 2029-05-01      | Fixed         | 5.13%                 | 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        |   5602168 | PA      | $5475228.58   | 0.07%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $2006837.96   | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1242399.24   | 0.02%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $7660611.18   | 0.10%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7554000 | PA      | $7713903.07   | 0.11%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    685000 | PA      | $703877.92    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3758050.69   | 0.05%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                                                     | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   1755000 | PA      | $1744696.18   | 0.02%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $8355445.04   | 0.11%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   7221000 | PA      | $6041867.02   | 0.08%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                    | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    411998 | PA      | $410995.64    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                    | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    969000 | PA      | $951045.69    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9173000 | PA      | $6786712.85   | 0.09%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23220000 | PA      | $14385082.80  | 0.20%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21063000 | PA      | $13421662.28  | 0.18%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $832544.72    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23768000 | PA      | $18657519.20  | 0.26%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $605348.99    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3593000 | PA      | $3436261.38   | 0.05%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                     | Cheniere Energy Inc                                                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174593.33    | 0.00%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425286.63    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                  | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $365698.00    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                  | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $175600.00    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                                                                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   8745000 | PA      | $8797086.27   | 0.12%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                                                                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2137529.01   | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                         | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1231912.92   | 0.02%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                         | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3950000 | PA      | $3933556.94   | 0.05%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                         | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458461.03    | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                         | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1092304.66   | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                         | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1162309.66   | 0.02%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                         | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101345.48    | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1826345.07   | 0.03%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                         | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $375397.80    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                         | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15590000 | PA      | $15643023.15  | 0.21%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2020-GC46                                                                         | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $739612.78    | 0.01%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                          | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1670626.75   | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                          | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4648634.34   | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                          | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $4249116.03   | 0.06%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                          | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    630000 | PA      | $696386.88    | 0.01%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                              | Clarus Capital Funding 2024-1 LLC                                                                                     | CUSIP: 18271JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7083000 | PA      | $7090277.07   | 0.10%             | 2032-08-20      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                     | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    533000 | PA      | $541672.25    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                     | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2536394.72   | 0.03%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                  | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $539509.56    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                  | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2723000 | PA      | $2724594.53   | 0.04%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                  | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5042313.91   | 0.07%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                  | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $7063556.19   | 0.10%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                  | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   7464000 | PA      | $7299177.26   | 0.10%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                              | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  10315000 | PA      | $9960459.01   | 0.14%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                              | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   5793000 | PA      | $5498917.83   | 0.08%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                        | Coca-Cola Co/The                                                                                                      | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1890534.92   | 0.03%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                   | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $846181.78    | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                               | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    430000 | PA      | $453486.60    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                               | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   7000000 | PA      | $7172410.00   | 0.10%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3185000 | PA      | $3341192.40   | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                               | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8344000 | PA      | $8543838.80   | 0.12%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3705000 | PA      | $3675360.00   | 0.05%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1935000 | PA      | $1905975.00   | 0.03%             | 2031-01-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                          | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6574000 | PA      | $6062832.06   | 0.08%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                      | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    492000 | PA      | $477412.20    | 0.01%             | 2034-01-28      | Fixed         | 6.05%                 | 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        |   6030690 | PA      | $6037103.70   | 0.08%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  10828201 | PA      | $10082123.87  | 0.14%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   2141091 | PA      | $1862978.48   | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   4207000 | PA      | $4075991.08   | 0.06%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                                                                  | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5768000 | PA      | $5726766.30   | 0.08%             | 2041-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                                                             | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  12980000 | PA      | $13652234.20  | 0.19%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753WAE6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |  14060344 | PA      | $14208102.75  | 0.19%             | 2039-10-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754CAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |  22212406 | PA      | $22523197.54  | 0.31%             | 2040-01-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754QAB4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    813000 | PA      | $846822.91    | 0.01%             | 2043-05-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   9656000 | PA      | $9781924.86   | 0.13%             | 2040-01-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1485503 | PA      | $1482526.57   | 0.02%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                                                     | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $3963081.99   | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                        | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   5800000 | PA      | $5720250.00   | 0.08%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                              | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    326000 | PA      | $325721.93    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                              | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1671002.75   | 0.02%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                              | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    886000 | PA      | $874498.59    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                           | CoreLogic Inc                                                                                                         | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281918.64    | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                            | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2100000 | PA      | $1806984.38   | 0.02%             | 2056-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                            | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2600000 | PA      | $2512155.52   | 0.03%             | 2056-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                            | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2600000 | PA      | $2575395.47   | 0.04%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                  | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $486222.44    | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                  | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7749000 | PA      | $7505996.78   | 0.10%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                                                              | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $481144.34    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-C                                                                                     | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1548900.90   | 0.02%             | 2032-03-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2026-A                                                                                     | CUSIP: 22410MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8205000 | PA      | $8004987.54   | 0.11%             | 2033-08-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-A                                                                                     | CUSIP: 22411CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $725934.86    | 0.01%             | 2031-08-15      | Fixed         | 8.42%                 | 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        |   2919000 | PA      | $2939176.13   | 0.04%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2024-2                                                                              | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5769000 | PA      | $5956230.59   | 0.08%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2520000 | PA      | $2311852.41   | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                                                                | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3051333 | PA      | $3090175.23   | 0.04%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                       | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    600000 | PA      | $599209.84    | 0.01%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DATA 2023-CNTR Mortgage Trust                           | DATA 2023-CNTR Mortgage Trust                                                                                         | CUSIP: 238021AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3984000 | PA      | $3626185.01   | 0.05%             | 2043-08-12      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                            | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2026054.82   | 0.03%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Commercial Mortgage Trust 2023-DC                                                                                  | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5155000 | PA      | $5199163.40   | 0.07%             | 2040-09-12      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $787613.32    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    943000 | PA      | $951012.97    | 0.01%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                     | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2605304.80   | 0.04%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    731000 | PA      | $746489.07    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $3186458.23   | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1682911.26   | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                   | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5472274.50   | 0.07%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1494645.50   | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                 | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2672392.68   | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                   | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $1777730.12   | 0.02%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                   | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    571000 | PA      | $494078.86    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                   | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1174002.18   | 0.02%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                   | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3162000 | PA      | $2035692.72   | 0.03%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                   | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109349.70    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                   | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   7582000 | PA      | $6526426.61   | 0.09%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                   | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1823872.50   | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                   | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1615166.63   | 0.02%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                   | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3787000 | PA      | $3752961.35   | 0.05%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                      | FORESEA Holding SA                                                                                                    | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |   1600000 | PA      | $1572299.36   | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                      | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301110.64    | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | 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        |  10935000 | PA      | $11047468.66  | 0.15%             | 2042-08-10      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XAL5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $875910.35    | 0.01%             | 2039-06-10      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    973000 | PA      | $974123.43    | 0.01%             | 2039-06-10      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                              | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27232.48     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                              | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1984399.93   | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  22541000 | PA      | $22687516.50  | 0.31%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD EUR                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $84202.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                                                            | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1868584.47   | 0.03%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                                                            | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3161000 | PA      | $3122050.57   | 0.04%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3478000 | PA      | $3759251.15   | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                          | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3408000 | PA      | $3589960.48   | 0.05%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                          | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2555000 | PA      | $2592639.31   | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1750000 | PA      | $1768715.36   | 0.02%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                  | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245843.18    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                  | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    339000 | PA      | $341819.02    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                  | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3510857.90   | 0.05%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                  | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   7636000 | PA      | $7564506.04   | 0.10%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                              | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1274125.60   | 0.02%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                    | Abu Dhabi Government International Bond                                                                               | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $263133.47    | 0.00%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I Sa rl                 | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                       | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |   1461500 | PA      | $1454953.94   | 0.02%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                | Endo Finance Holdings LP                                                                                              | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2572469.30   | 0.04%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1964616.92   | 0.03%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4981448.07   | 0.07%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                             | Evergreen Credit Card Trust                                                                                           | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    765000 | PA      | $769469.44    | 0.01%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-2                                                                            | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14165 | PA      | $14144.15     | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-4                                                                            | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010000 | PA      | $3212550.12   | 0.04%             | 2031-02-18      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2025-5                                                                            | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4431000 | PA      | $4402096.59   | 0.06%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-1                                                                            | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4799000 | PA      | $4946594.20   | 0.07%             | 2031-08-15      | Fixed         | 7.89%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-1                                                                            | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4390990.40   | 0.06%             | 2030-09-16      | Fixed         | 12.07%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-2                                                                            | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848000 | PA      | $910889.88    | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-5                                                                            | CUSIP: 30168DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5403000 | PA      | $5805561.32   | 0.08%             | 2031-06-16      | Fixed         | 9.58%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-3                                                                            | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1022000 | PA      | $1093824.32   | 0.01%             | 2031-01-15      | Fixed         | 9.98%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                  | Export-Import Bank of India                                                                                           | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    250000 | PA      | $223074.05    | 0.00%             | 2031-01-13      | Fixed         | 2.25%                 | 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        |   4976000 | PA      | $4982534.48   | 0.07%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                                                                  | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5246000 | PA      | $5265558.14   | 0.07%             | 2042-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                      | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $2427527.13   | 0.03%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                                                                   | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1966958.26   | 0.03%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                    | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    725000 | PA      | $570774.86    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                    | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7613000 | PA      | $6900928.70   | 0.09%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2218719.10   | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                    | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2238315.66   | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  12019000 | PA      | $11795920.75  | 0.16%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                    | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  10701000 | PA      | $10038179.20  | 0.14%             | 2055-11-15      | Fixed         | 5.63%                 | 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        |  22860038 | PA      | $23049467.60  | 0.32%             | 2055-08-01      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132A4PA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       881 | PA      | $885.78       | 0.00%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DMTK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309756 | PA      | $260898.10    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DMYP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    981257 | PA      | $826461.62    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707678 | PA      | $596031.44    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DNH97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776955 | PA      | $684164.94    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DNYA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    961238 | PA      | $809609.48    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DQJF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505629 | PA      | $427558.22    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DQPA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5389479 | PA      | $5110005.48   | 0.07%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426836 | PA      | $361474.64    | 0.00%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DQYN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1008755 | PA      | $853032.81    | 0.01%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3268190 | PA      | $2752656.08   | 0.04%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DSBT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172441 | PA      | $145572.85    | 0.00%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  90236150 | PA      | $89412326.67  | 1.22%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DT3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123739 | PA      | $108856.91    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    912373 | PA      | $770810.83    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DUJ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44224 | PA      | $44485.06     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DUJX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1071381 | PA      | $1107104.42   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DUNR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    718670 | PA      | $733972.45    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DVET8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889587 | PA      | $782768.57    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34984073 | PA      | $30815101.11  | 0.42%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1916584 | PA      | $1553859.12   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    753561 | PA      | $663857.36    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39965761 | PA      | $35208224.34  | 0.48%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    374905 | PA      | $317380.43    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1410971 | PA      | $1194032.14   | 0.02%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203224 | PA      | $1059834.74   | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWF81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671595 | PA      | $566893.67    | 0.01%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWFC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1242383 | PA      | $1093838.84   | 0.01%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432938 | PA      | $365453.75    | 0.01%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2272998 | PA      | $2253762.55   | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3591241 | PA      | $3561034.81   | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359256 | PA      | $303181.97    | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWGV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307215 | PA      | $259728.16    | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3026336 | PA      | $3052426.62   | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1746160 | PA      | $1761472.53   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18047909 | PA      | $18200176.00  | 0.25%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4276192 | PA      | $4381698.61   | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1343167 | PA      | $1353823.33   | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4785396 | PA      | $4822265.64   | 0.07%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236394 | PA      | $241571.55    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21147146 | PA      | $21285844.74  | 0.29%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18000685 | PA      | $18385643.56  | 0.25%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19660 | PA      | $20338.60     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40391186 | PA      | $40637586.58  | 0.56%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1678294 | PA      | $1712596.15   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2174150 | PA      | $2217880.43   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    806343 | PA      | $811220.55    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29394 | PA      | $30003.05     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32681256 | PA      | $32863819.38  | 0.45%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207309 | PA      | $208499.76    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1034437.19   | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44060672 | PA      | $44311519.57  | 0.61%             | 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        |  38346998 | PA      | $39110641.72  | 0.54%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37040836 | PA      | $36579095.71  | 0.50%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1662322 | PA      | $1671616.87   | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6486548 | PA      | $6522782.87   | 0.09%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1727088 | PA      | $1736736.16   | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2560697 | PA      | $2611690.39   | 0.04%             | 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        |  34116322 | PA      | $34795715.85  | 0.48%             | 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        |  42879506 | PA      | $43733410.38  | 0.60%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWPU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1034436.95   | 0.01%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183018 | PA      | $154490.26    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3132E0Q62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2851680 | PA      | $2412344.72   | 0.03%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133AEBL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1799545 | PA      | $1451732.36   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133AJN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121534 | PA      | $102365.56    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133ANZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950539 | PA      | $837607.70    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133AUH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22730 | PA      | $19144.44     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133AXCS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2393271 | PA      | $2106734.92   | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1699136 | PA      | $1373662.60   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133AYQH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    985990 | PA      | $868841.61    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    882781 | PA      | $712975.11    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B5VL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600585 | PA      | $532757.99    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B5Z88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    968681 | PA      | $782609.86    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B66H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416375 | PA      | $352767.87    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B7D54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1465911 | PA      | $1182582.22   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B96Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    803605 | PA      | $648944.49    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B9FK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593043 | PA      | $502228.50    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B9KD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263309 | PA      | $222708.80    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885589 | PA      | $715053.11    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B9LC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400619 | PA      | $338523.15    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133B9VG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800440 | PA      | $676793.01    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133BAGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9624643 | PA      | $8147816.65   | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133BALS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964227 | PA      | $886718.22    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133BBR76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120666 | PA      | $102484.18    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    665100 | PA      | $630232.79    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465627 | PA      | $392549.16    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133BE3J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642755 | PA      | $590144.79    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133BFX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563766 | PA      | $476386.68    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133BH4K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341645 | PA      | $288570.80    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133BNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    616645 | PA      | $520880.32    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133C1KE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294340 | PA      | $296532.70    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1336818 | PA      | $1365317.69   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133CULL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14113 | PA      | $14600.06     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4814761 | PA      | $4981063.89   | 0.07%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133CWZ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203778 | PA      | $205270.54    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    779817 | PA      | $629095.15    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KM4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    840516 | PA      | $707928.33    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1503948 | PA      | $1266711.36   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KMP25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141179 | PA      | $124198.58    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KMY90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    959435 | PA      | $808089.99    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1054837 | PA      | $852264.36    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KN4P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727752 | PA      | $640405.30    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KN4Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264433 | PA      | $223203.62    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KND83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1496435 | PA      | $1316757.95   | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122524 | PA      | $103196.46    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KNF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56150 | PA      | $47292.24     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KNGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388208 | PA      | $313372.76    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KNQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1036433 | PA      | $836113.07    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KNTM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1414405 | PA      | $1246038.93   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KQYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573074 | PA      | $484370.01    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133KRY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166200 | PA      | $140206.73    | 0.00%             | 2053-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113034 | PA      | $95308.75     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133USLP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3705256 | PA      | $3833235.91   | 0.05%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3133WELB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15305 | PA      | $15422.83     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27776623 | PA      | $28736031.47  | 0.39%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31371KAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       355 | PA      | $372.97       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31389GRF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       229 | PA      | $240.10       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3138ERP87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3633698 | PA      | $3277885.33   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3138ERSK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627114 | PA      | $566487.44    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140A8XK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286103 | PA      | $287818.90    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140AJJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526297 | PA      | $529299.68    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140ANQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22807 | PA      | $23615.07     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2565347 | PA      | $2616433.12   | 0.04%             | 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        |   1273654 | PA      | $1299250.97   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140ASHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1307375 | PA      | $1317747.58   | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140ASLG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3727966 | PA      | $3748790.88   | 0.05%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140ATVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459789 | PA      | $463388.07    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140AUS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1661638 | PA      | $1670920.71   | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1911772 | PA      | $1950267.29   | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140B4TZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16967 | PA      | $17553.64     | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1964888 | PA      | $1592745.17   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140KTH65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6677 | PA      | $5397.10      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140KVKD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831511 | PA      | $671263.18    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140KYM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671360 | PA      | $543568.61    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140L1TM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004763 | PA      | $813614.80    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140L54J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5417865 | PA      | $4370710.08   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140L6AY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229542 | PA      | $193335.10    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140LVRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    773658 | PA      | $651617.99    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19658 | PA      | $16673.29     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140LWVU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679366 | PA      | $572195.01    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MFQU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374175 | PA      | $315601.55    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MGH87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701554 | PA      | $617854.65    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MJ4S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217659 | PA      | $184317.76    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MJ6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6611039 | PA      | $5598683.83   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938804 | PA      | $827175.28    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MKWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1201823 | PA      | $1103170.64   | 0.02%             | 2055-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MM3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184300 | PA      | $155879.40    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MNA48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    870574 | PA      | $736715.97    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MNAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2223609 | PA      | $1958612.02   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10369751 | PA      | $8781853.81   | 0.12%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MTNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93222 | PA      | $78948.58     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140MWRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250504 | PA      | $1183499.44   | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140N0D51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452984 | PA      | $383785.09    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140N22K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1195766 | PA      | $1052116.29   | 0.01%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140N2VL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119393 | PA      | $105033.37    | 0.00%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140N6W73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238349 | PA      | $240057.47    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140N9CL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482877 | PA      | $424906.64    | 0.01%             | 2053-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QDXG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105335 | PA      | $88982.63     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92821 | PA      | $78504.06     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QG3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365408 | PA      | $308667.70    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QGRH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1484058 | PA      | $1201748.63   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QHHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463350 | PA      | $390842.59    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706969 | PA      | $595455.39    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QKE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5046727 | PA      | $4071304.87   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516223 | PA      | $434796.95    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QLEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813650 | PA      | $690131.56    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QLHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649353 | PA      | $546924.78    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QMCE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32059 | PA      | $27001.95     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QMVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246276 | PA      | $208381.29    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QN4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688925 | PA      | $606921.23    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QN6Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2325117 | PA      | $2048665.60   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QNEY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473476 | PA      | $381963.13    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233482 | PA      | $197802.64    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QNS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403173 | PA      | $354784.19    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QNWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609264 | PA      | $540444.54    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QNXY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1102287 | PA      | $890417.14    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798141 | PA      | $829052.87    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2513118 | PA      | $2542275.75   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3047468 | PA      | $3127787.64   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5763545 | PA      | $5833355.26   | 0.08%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4736553 | PA      | $4872685.19   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140W1DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4680387 | PA      | $4921125.23   | 0.07%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1923952 | PA      | $1962265.58   | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140W1XV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996321 | PA      | $803753.96    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19842725 | PA      | $16737117.35  | 0.23%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140W3EP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274376 | PA      | $241434.87    | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36429157 | PA      | $37714334.90  | 0.52%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140W44E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487850 | PA      | $513699.68    | 0.01%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140W44K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903426 | PA      | $951248.90    | 0.01%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140W44L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127527 | PA      | $134086.02    | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140X8MU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2186884 | PA      | $1766727.37   | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    927077 | PA      | $783124.51    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XABA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2145699 | PA      | $1730982.40   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XBAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205857 | PA      | $173387.56    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XBGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2130441 | PA      | $1794402.77   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XBK25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175309 | PA      | $951610.67    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XBZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364234 | PA      | $293835.54    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540887 | PA      | $455561.55    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XCTU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3073413 | PA      | $2704167.41   | 0.04%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1159552 | PA      | $976647.39    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726968 | PA      | $612757.71    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XDCD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27461 | PA      | $23184.23     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XDGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38122 | PA      | $32730.83     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XEAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70498 | PA      | $59491.50     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XF4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29379 | PA      | $24744.31     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XF7F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666499 | PA      | $587334.45    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XFFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    811990 | PA      | $685304.83    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XFM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    934363 | PA      | $786964.80    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XFMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3506238 | PA      | $2953121.22   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3211985 | PA      | $2884761.08   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XGR35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631645 | PA      | $556373.43    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1046886 | PA      | $847513.30    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XHCX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910504 | PA      | $768701.91    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XJD67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    956938 | PA      | $805984.95    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9806214 | PA      | $7948956.09   | 0.11%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XJUY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918751 | PA      | $775275.71    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XK4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030807 | PA      | $872644.11    | 0.01%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66809 | PA      | $56693.11     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267106 | PA      | $270858.48    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XKUY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010478 | PA      | $888944.92    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XL4P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141499 | PA      | $124542.56    | 0.00%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52961 | PA      | $44606.00     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XLGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35064 | PA      | $29604.14     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XLTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421263 | PA      | $355607.33    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3338602 | PA      | $3237448.49   | 0.04%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XMV78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62818 | PA      | $53042.73     | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XNKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225178 | PA      | $206746.74    | 0.00%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235564 | PA      | $237433.19    | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207806 | PA      | $209502.18    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76200 | PA      | $64279.47     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XNZX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26049 | PA      | $21980.33     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XPKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34867 | PA      | $29506.71     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XPVB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3518296 | PA      | $3701232.28   | 0.05%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32521 | PA      | $27396.31     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XPXJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55965 | PA      | $47395.06     | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473912 | PA      | $495499.92    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3099251 | PA      | $3203732.14   | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XQXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11996693 | PA      | $12439729.91  | 0.17%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2410596 | PA      | $1957186.24   | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140XTBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45082 | PA      | $38026.80     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14262888 | PA      | $14692709.01  | 0.20%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 3140Y7JQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174969 | PA      | $178453.20    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65265 | PA      | $53131.92     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5268000 | PA      | $5372907.36   | 0.07%             | 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        |   5144649 | PA      | $5177212.39   | 0.07%             | 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        |    689868 | PA      | $705199.69    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27733 | PA      | $27900.52     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    801625 | PA      | $649172.94    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1993710 | PA      | $1688437.34   | 0.02%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761042 | PA      | $616309.04    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3586823 | PA      | $3035385.60   | 0.04%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227478 | PA      | $192439.29    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418ELE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2003159 | PA      | $1688977.80   | 0.02%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1180958 | PA      | $1191771.05   | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5097024 | PA      | $5053628.35   | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205320 | PA      | $207137.65    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2282781 | PA      | $2263345.48   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1579971 | PA      | $1593230.66   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88431 | PA      | $89173.09     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357209 | PA      | $360042.65    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7518695 | PA      | $7692449.26   | 0.11%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1989220 | PA      | $2039037.59   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1821623 | PA      | $1857899.06   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5368530 | PA      | $5479997.95   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4606049 | PA      | $4765142.94   | 0.07%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18711566 | PA      | $18820953.26  | 0.26%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14343748 | PA      | $14839183.57  | 0.20%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 126424963 | PA      | $124848984.73 | 1.71%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3030599 | PA      | $3047698.79   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6066807 | PA      | $6188811.26   | 0.08%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5608882 | PA      | $5640213.90   | 0.08%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3745617 | PA      | $3820207.86   | 0.05%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7066366 | PA      | $7207085.95   | 0.10%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20943996 | PA      | $21361076.08  | 0.29%             | 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        |  11986040 | PA      | $12400039.83  | 0.17%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15136122 | PA      | $15437543.32  | 0.21%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                       | CUSIP: 31418FPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1775789 | PA      | $1868769.24   | 0.03%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 31426FXP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123829 | PA      | $128910.51    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 31426L5S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    954153 | PA      | $987158.69    | 0.01%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 31426LNC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7082233 | PA      | $7328275.93   | 0.10%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 31426NFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18411533 | PA      | $18778181.11  | 0.26%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 31426PFT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    462295 | PA      | $478474.31    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 31427M3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9012514 | PA      | $8899935.31   | 0.12%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 31427MUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228053 | PA      | $209418.74    | 0.00%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18841777 | PA      | $15983495.60  | 0.22%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783112 | PA      | $823412.27    | 0.01%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1534197 | PA      | $1552341.90   | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9529458 | PA      | $9898181.18   | 0.14%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7379972 | PA      | $7595453.36   | 0.10%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3142GWHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7401921 | PA      | $7549323.07   | 0.10%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3142GXAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73402 | PA      | $76038.98     | 0.00%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3875659 | PA      | $3952838.67   | 0.05%             | 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        |  17451336 | PA      | $17798862.84  | 0.24%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3142J6BM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591929 | PA      | $622412.09    | 0.01%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                      | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8446680 | PA      | $8616832.90   | 0.12%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                    | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $334709.27    | 0.00%             | 2029-01-15      | Fixed         | 4.63%                 | 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        |   8590182 | PA      | $8212927.85   | 0.11%             | 2075-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2025 USD Term Loan                                                                                   | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    260000 | PA      | $244539.36    | 0.00%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                            | FIVE 2023-V1 Mortgage Trust                                                                                           | CUSIP: 337964AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1982000 | PA      | $2017471.06   | 0.03%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                            | FIVE 2023-V1 Mortgage Trust                                                                                           | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973000 | PA      | $975217.08    | 0.01%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                              | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56212.29     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                              | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154281.59    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                              | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2253232.84   | 0.03%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                              | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1818907.07   | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                              | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1365222.75   | 0.02%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                    | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2568000 | PA      | $2581463.00   | 0.04%             | 2039-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                | Ford Credit Floorplan Master Owner Trust A                                                                            | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2335000 | PA      | $2340237.41   | 0.03%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                         | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    995000 | PA      | $752278.60    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    940000 | PA      | $816781.36    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                         | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    770000 | PA      | $776784.86    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1464260.66   | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1064975.74   | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601433.30    | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5590000 | PA      | $5891899.58   | 0.08%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035416.61   | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1658430.49   | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3316650.31   | 0.05%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1712931.56   | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8166000 | PA      | $8206068.03   | 0.11%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2856000 | PA      | $2883517.13   | 0.04%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4926000 | PA      | $4990297.65   | 0.07%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3469000 | PA      | $3561671.77   | 0.05%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4241000 | PA      | $4238463.63   | 0.06%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10014827.36  | 0.14%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247707.82    | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                           | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2938795.50   | 0.04%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                      | Freddie Mac Mscr Trust Mn1                                                                                            | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    910000 | PA      | $945769.73    | 0.01%             | 2051-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                               | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    594640 | PA      | $595343.43    | 0.01%             | 2041-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA1                                                                               | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | USGSE             | US        |   3055000 | PA      | $3380067.58   | 0.05%             | 2050-01-25      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                               | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    360000 | PA      | $432452.95    | 0.01%             | 2050-03-25      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA5                                                                               | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |  13730000 | PA      | $16792972.15  | 0.23%             | 2050-11-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA3                                                                               | CUSIP: 35565WBE1<br>LEI: 5493000ITGOA1OPGRQ72 | Long             | ABS-MBS          | USGSE             | US        |   8401000 | PA      | $10809660.79  | 0.15%             | 2050-06-25      | Floating      | 13.13%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA4                                                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-MBS          | USGSE             | US        |   8110000 | PA      | $10725092.21  | 0.15%             | 2050-08-25      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA5                                                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | USGSE             | US        |   7475000 | PA      | $10281475.30  | 0.14%             | 2050-10-25      | Floating      | 15.16%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                                                               | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |   4360000 | PA      | $5081917.03   | 0.07%             | 2050-12-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                  | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    711000 | PA      | $711272.53    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                        | FXI Holdings Inc                                                                                                      | CUSIP: 36120RAG4<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   3620428 | PA      | $3222180.92   | 0.04%             | 2030-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                        | FXI Holdings Inc                                                                                                      | CUSIP: 36120RAJ8<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   2116804 | PA      | $1111322.10   | 0.02%             | 2029-11-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                    | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4400083 | PA      | $4062394.48   | 0.06%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                    | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11153027 | PA      | $10801691.93  | 0.15%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                    | CUSIP: 3618N5GL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898284 | PA      | $842849.60    | 0.01%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                    | CUSIP: 3618N5JA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1563645 | PA      | $1466667.68   | 0.02%             | 2055-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                    | CUSIP: 3618N5TK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73945 | PA      | $69358.86     | 0.00%             | 2055-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-3                                                                              | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $1003819.78   | 0.01%             | 2030-08-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                        | CUSIP: 36269JAE8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2174000 | PA      | $2192117.25   | 0.03%             | 2041-03-10      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                        | CUSIP: 36269JAG3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   3769000 | PA      | $3800906.09   | 0.05%             | 2041-03-10      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-4                                                                              | CUSIP: 362929AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $2048786.34   | 0.03%             | 2030-08-15      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-RPL3                                                                         | CUSIP: 362963AA8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   9154138 | PA      | $8898610.28   | 0.12%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73581.95     | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $1987667.92   | 0.03%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5592000 | PA      | $5694647.53   | 0.08%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2184402.80   | 0.03%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3561000 | PA      | $3684151.17   | 0.05%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1051497.66   | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                       | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2876250.65   | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                       | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1075637.45   | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                             | Geopark Ltd                                                                                                           | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   4750000 | PA      | $4683043.00   | 0.06%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                | Genting New York LLC / GENNY Capital Inc                                                                              | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $627868.81    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                   | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $672472.24    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                   | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4558000 | PA      | $4606747.72   | 0.06%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                   | Gildan Activewear Inc                                                                                                 | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1290000 | PA      | $1258939.11   | 0.02%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                   | Global SC Finance X Ltd                                                                                               | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7915391 | PA      | $7894842.94   | 0.11%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                   | Global SC Finance X Ltd                                                                                               | CUSIP: 37893FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5652915 | PA      | $5639800.24   | 0.08%             | 2045-09-20      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                                                                 | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $295704.60    | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2024-2                                                                              | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1220043.71   | 0.02%             | 2031-05-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8505000 | PA      | $8828350.91   | 0.12%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8682209.31   | 0.12%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490920.38    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1416660.02   | 0.02%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147108.93    | 0.00%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15180000 | PA      | $14706062.79  | 0.20%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    415000 | PA      | $368556.35    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4293000 | PA      | $3233136.60   | 0.04%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1281238.57   | 0.02%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                | Goldman Sachs Private Credit Corp                                                                                     | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $8204307.21   | 0.11%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                   | Golub Capital Private Credit Fund                                                                                     | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1895289.55   | 0.03%             | 2031-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                        | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1359578.01   | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                        | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108176.17    | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                        | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   7311000 | PA      | $7773387.70   | 0.11%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                        | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1391204.44   | 0.02%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                                                                  | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     14200 | PA      | $14226.63     | 0.00%             | 2029-06-04      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                                                                 | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |   1275000 | PA      | $1244688.79   | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                                                            | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10650000 | PA      | $10658205.83  | 0.15%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                                                            | CUSIP: 39152MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3963000 | PA      | $3975500.49   | 0.05%             | 2039-03-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                                                            | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1744000 | PA      | $1751096.68   | 0.02%             | 2039-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                       | GreatAmerica Leasing Receivables Funding LLC                                                                          | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |  11834000 | PA      | $11952678.45  | 0.16%             | 2032-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                                                        | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $5023440.00   | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                                                        | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    845000 | PA      | $865254.65    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                               | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6002956.80   | 0.08%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                               | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2001534.00   | 0.03%             | 2037-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                               | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996000 | PA      | $997078.47    | 0.01%             | 2037-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                               | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     79000 | PA      | $73438.86     | 0.00%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                     | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $609638.29    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1272265.60   | 0.02%             | 2039-05-10      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564000 | PA      | $2599284.23   | 0.04%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75768.83     | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                          | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2987000 | PA      | $2991763.07   | 0.04%             | 2042-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                          | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4897000 | PA      | $4813469.91   | 0.07%             | 2042-03-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                     | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1362789.38   | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                     | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1954690.02   | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                     | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1138407.12   | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                     | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1523010.02   | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                     | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1562970.84   | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LP                                                                                        | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4938272.00   | 0.07%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing LLC                                                                                           | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $292965.45    | 0.00%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing LLC                                                                                           | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   2389000 | PA      | $2345063.90   | 0.03%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1466667 | PA      | $1469587.67   | 0.02%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBY4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2167000 | PA      | $2229084.98   | 0.03%             | 2029-09-25      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCG2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3950000 | PA      | $4118502.66   | 0.06%             | 2030-03-25      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    336000 | PA      | $337580.73    | 0.00%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   4947000 | PA      | $4972162.42   | 0.07%             | 2029-09-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2121000 | PA      | $2100762.90   | 0.03%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC 2025-2                                                                                | CUSIP: 42806MCZ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   5746000 | PA      | $5834460.24   | 0.08%             | 2031-09-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC 2025-2                                                                                | CUSIP: 42806MDA4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1966000 | PA      | $1973434.04   | 0.03%             | 2031-09-25      | Fixed         | 8.34%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                                                                   | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   5200000 | PA      | $5080142.60   | 0.07%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                              | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $131490.51    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                              | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3207799.51   | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                      | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563597.10    | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                    | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1158715.82   | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                    | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   9221000 | PA      | $8685652.35   | 0.12%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                    | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   7107000 | PA      | $6931642.24   | 0.09%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                              | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1554000 | PA      | $1487588.10   | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                              | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |  11729000 | PA      | $10428139.66  | 0.14%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                              | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   5550000 | PA      | $5032656.75   | 0.07%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                             | Houston Galleria Mall Trust 2025-HGLR                                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5381000 | PA      | $5508942.96   | 0.08%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    930000 | PA      | $880411.28    | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   5522000 | PA      | $5073918.41   | 0.07%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3809894.21   | 0.05%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4512857.01   | 0.06%             | 2034-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                          | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   5680000 | PA      | $4596984.18   | 0.06%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                            | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4267000 | PA      | $3840181.16   | 0.05%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2025-SPRL Mortgage Trust                                                                                 | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $20552482.00  | 0.28%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                               | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98726.16     | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                   | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12740000 | PA      | $12863265.87  | 0.18%             | 2047-03-14      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6390146 | PA      | $6345597.74   | 0.09%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                 | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3265772.29   | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                 | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   9178000 | PA      | $9029935.00   | 0.12%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                 | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1593033.09   | 0.02%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                           | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   7490000 | PA      | $7707123.79   | 0.11%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                           | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1462145.76   | 0.02%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                           | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   6979000 | PA      | $6982449.72   | 0.10%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                      | Industrial F&B Investments III Inc                                                                                    | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2032618.39   | 0.03%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                          | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $373322.96    | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                            | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1245415.20   | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                            | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10469000 | PA      | $9611642.61   | 0.13%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                                                                | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    113000 | PA      | $100720.96    | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                  | Brightstar Lottery PLC                                                                                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $645143.79    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                       | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $11001221.00  | 0.15%             | 2042-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                       | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10999470.90  | 0.15%             | 2042-03-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                 | ION Platform Finance US Inc                                                                                           | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1852909.07   | 0.03%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                               | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7202000 | PA      | $6787370.78   | 0.09%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                               | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13270000 | PA      | $12354705.33  | 0.17%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                               | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9850000 | PA      | $9142450.86   | 0.13%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                         | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    665000 | PA      | $659936.69    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                         | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    645000 | PA      | $643468.00    | 0.01%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26423.10     | 0.00%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15969000 | PA      | $16462035.53  | 0.23%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11149000 | PA      | $10829378.24  | 0.15%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195777.12    | 0.00%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8260000 | PA      | $8119908.25   | 0.11%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Trust 2024-BERY                                                                                                    | CUSIP: 46676AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6779000 | PA      | $6799495.63   | 0.09%             | 2039-11-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                   | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $524568.66    | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                   | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1697427.60   | 0.02%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                   | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1847805.96   | 0.03%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                 | Jefferies Financial Group Inc                                                                                         | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  12240000 | PA      | $11755082.78  | 0.16%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                                                       | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450014.69    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                    | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2884796.52   | 0.04%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                    | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   8950000 | PA      | $8964355.08   | 0.12%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                    | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   7142000 | PA      | $7149464.39   | 0.10%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                  | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37517.21     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                  | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2949000 | PA      | $2875433.04   | 0.04%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                                                      | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1500000 | PA      | $1193624.66   | 0.02%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                                                      | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   3959000 | PA      | $3925815.38   | 0.05%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                               | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1006434.54   | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                               | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1011573.72   | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                         | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    825000 | PA      | $842946.23    | 0.01%             | 2029-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                             | KSL Commercial Mortgage Trust 2024-HT2                                                                                | CUSIP: 500937AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8912096 | PA      | $8877774.95   | 0.12%             | 2039-12-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                | Kronos Acquisition Holdings Inc                                                                                       | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $305437.50    | 0.00%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                       | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1299904.67   | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                       | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1406382.75   | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                     | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    105000 | PA      | $76066.46     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                     | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1452901.34   | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                     | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    690000 | PA      | $710548.18    | 0.01%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                     | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203364.96    | 0.00%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                     | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1515801.12   | 0.02%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2024-3                                                                                     | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537000 | PA      | $538968.43    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | 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        |    576856 | PA      | $577564.78    | 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        |   1160000 | PA      | $1162922.01   | 0.02%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                                                              | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232504.30    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                           | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1998786.14   | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                               | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    830000 | PA      | $839337.50    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ledn Issuer Trust                                       | LEDN Issuer Trust 2026-1                                                                                              | CUSIP: 523299AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5942000 | PA      | $5971443.80   | 0.08%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                                                              | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1093107.72   | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                     | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $846451.26    | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                     | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    308000 | PA      | $292722.80    | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                   | Long Ridge Energy LLC                                                                                                 | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4288710.78   | 0.06%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                             | MMP Capital 2025-A LLC                                                                                                | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857738 | PA      | $864114.40    | 0.01%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                                               | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1630392.89   | 0.02%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                       | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |   8763000 | PA      | $8164487.45   | 0.11%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |  10955000 | PA      | $11114964.91  | 0.15%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-1                                                                                 | CUSIP: 55376CAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1642000 | PA      | $1723977.01   | 0.02%             | 2056-05-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                       | Ma'aden Sukuk Ltd                                                                                                     | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   2885000 | PA      | $2807695.56   | 0.04%             | 2036-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                            | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16891.89     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     33000 | PA      | $20088.75     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $2273569.07   | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                          | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6069917.75   | 0.08%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                          | Manhattan West 2020-1MW Mortgage Trust                                                                                | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5639423 | PA      | $5419258.23   | 0.07%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                              | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  16746000 | PA      | $16911518.80  | 0.23%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                              | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $2014707.27   | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                              | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  12870000 | PA      | $12557934.55  | 0.17%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                              | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    730000 | PA      | $716785.48    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  14074000 | PA      | $14021540.15  | 0.19%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   9320000 | PA      | $8746916.28   | 0.12%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090186.93   | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                        | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2481241.04   | 0.03%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                  | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2083276.00   | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                 | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1325947.38   | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                                                       | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    778000 | PA      | $774298.16    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | 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        |   5734000 | PA      | $5744060.88   | 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        |  11745000 | PA      | $11593078.43  | 0.16%             | 2040-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                                                           | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309612.52    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                                                                    | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2549630.53   | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                                                                    | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $6139107.35   | 0.08%             | 2034-01-08      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                              | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2563683.94   | 0.04%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                  | Minera Mexico SA de CV                                                                                                | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   2700000 | PA      | $2734290.00   | 0.04%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                                                                 | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   2030000 | PA      | $2170668.85   | 0.03%             | 2033-09-13      | Fixed         | 8.88%                 | 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        |   2021000 | PA      | $2026284.92   | 0.03%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1996000 | PA      | $2001794.39   | 0.03%             | 2029-08-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6928447.40   | 0.09%             | 2030-05-15      | Fixed         | 8.89%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10363000 | PA      | $10408093.56  | 0.14%             | 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        |   1658000 | PA      | $1664621.06   | 0.02%             | 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        |    996000 | PA      | $999643.17    | 0.01%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953000 | PA      | $939268.79    | 0.01%             | 2031-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9789000 | PA      | $9601335.08   | 0.13%             | 2031-09-15      | Fixed         | 11.21%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3176000 | PA      | $3174897.61   | 0.04%             | 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        |   2701000 | PA      | $2698269.02   | 0.04%             | 2030-12-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MCD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2418000 | PA      | $2403138.97   | 0.03%             | 2030-12-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MCF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3927540.40   | 0.05%             | 2030-12-16      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                 | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2515027.79   | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                  | Mondelez International Inc                                                                                            | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1142777.97   | 0.02%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2019-L3                                                                                | CUSIP: 61691UBJ7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $681636.98    | 0.01%             | 2052-11-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    471000 | PA      | $469787.84    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1415910.03   | 0.02%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    463000 | PA      | $470802.29    | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1789708.43   | 0.02%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5821000 | PA      | $6045227.54   | 0.08%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    289000 | PA      | $288932.70    | 0.00%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1010021.59   | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161487.41    | 0.00%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  22484000 | PA      | $21744129.80  | 0.30%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                        | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12741216.54  | 0.17%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | MSBAM                                                                                                                 | CUSIP: 61778GAS5<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4688908.20   | 0.06%             | 2058-03-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | MSBAM                                                                                                                 | CUSIP: 61778GAX4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   7473000 | PA      | $7715678.95   | 0.11%             | 2058-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                                                           | CUSIP: 61779RCV1<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $933298.72    | 0.01%             | 2058-11-15      | Variable      | 5.74%                 | 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        |   1535098 | PA      | $1578228.71   | 0.02%             | 2053-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2023-01                                                               | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   2699000 | PA      | $3102448.14   | 0.04%             | 2053-11-25      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                                                               | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   2405211 | PA      | $2446412.25   | 0.03%             | 2050-03-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2025-01                                                               | CUSIP: 62549CAA9<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   8864133 | PA      | $9014566.40   | 0.12%             | 2055-05-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2025-01                                                               | CUSIP: 62549CAB7<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   2421000 | PA      | $2429700.11   | 0.03%             | 2055-05-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                                                                                       | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670910.04    | 0.01%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                     | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19685984 | PA      | $8919817.78   | 0.12%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                        | NMEF Funding 2025-A LLC                                                                                               | CUSIP: 62919VAC5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   8617000 | PA      | $8682421.99   | 0.12%             | 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        |   7788923 | PA      | $7816188.66   | 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        |   2648000 | PA      | $2656331.67   | 0.04%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                    | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    773000 | PA      | $796810.72    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                    | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2083173.48   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                 | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3294021.92   | 0.05%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                                                       | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    900000 | PA      | $963902.12    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                          | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1486450.76   | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                   | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4306539 | PA      | $4319186.97   | 0.06%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                   | CUSIP: 63943EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4506000 | PA      | $4530296.35   | 0.06%             | 2055-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2026-A                                                                                      | CUSIP: 64032UAE1<br>LEI: 54930035ESY1D7J97S77 | Long             | ABS-O            | CORP              | US        |  11890000 | PA      | $11685316.03  | 0.16%             | 2061-02-21      | Fixed         | 5.84%                 | 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        |  16537662 | PA      | $16658941.16  | 0.23%             | 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        |    156000 | PA      | $131250.76    | 0.00%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                 | New Fortress Energy Inc                                                                                               | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |     89859 | NS      | $53016.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION OIL SA                                    | Constellation Oil Services Holding SA                                                                                 | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |   4290000 | PA      | $4465461.00   | 0.06%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                     | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1884726.19   | 0.03%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  11113000 | PA      | $10646576.28  | 0.15%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   5251000 | PA      | $5044686.11   | 0.07%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                     | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1306428.75   | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                                                             | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    369000 | PA      | $356201.11    | 0.00%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                     | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   6287000 | PA      | $6312378.61   | 0.09%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                     | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7360035.20   | 0.10%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                            | NiSource Inc                                                                                                          | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255925.26    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                        | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2884000 | PA      | $2782163.65   | 0.04%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                   | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  11709000 | PA      | $12057241.23  | 0.17%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                                                                  | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3528132.61   | 0.05%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                 | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76634.15     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                 | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   7164000 | PA      | $6684317.11   | 0.09%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1264110.30   | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                                                                   | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1385000 | PA      | $1348297.50   | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-3BP                                                                                | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1626000 | PA      | $1622154.18   | 0.02%             | 2042-02-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-3BP                                                                                | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824000 | PA      | $1822698.58   | 0.02%             | 2042-02-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                                                                | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6121000 | PA      | $6099248.41   | 0.08%             | 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        |   6218000 | PA      | $6217330.94   | 0.09%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                                                                | CUSIP: 67123JAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14407000 | PA      | $14394797.27  | 0.20%             | 2038-11-05      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                                                               | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1409972.42   | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                                                               | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1691787.87   | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oaktree ABF Equipment ST LLC                            | Oaktree ABF Equipment ST 2026 1 LLC                                                                                   | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1862000 | PA      | $1866699.87   | 0.03%             | 2033-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                             | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49734.85     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                             | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42531.55     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                  | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   6938000 | PA      | $6979454.55   | 0.10%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                  | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5260818.37   | 0.07%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                  | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4940393.01   | 0.07%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2865000 | PA      | $2935733.99   | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     61600 | NS      | $2772616.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $285332.56    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9656000 | PA      | $9222853.47   | 0.13%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  19500000 | PA      | $18300735.38  | 0.25%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  14810000 | PA      | $12468426.44  | 0.17%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4623000 | PA      | $4524901.79   | 0.06%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $3012073.60   | 0.04%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6453000 | PA      | $6207280.79   | 0.09%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3509000 | PA      | $3276001.49   | 0.04%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                           | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9019000 | PA      | $8377091.89   | 0.11%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                                                             | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |  11043000 | PA      | $10850882.50  | 0.15%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                                                             | CUSIP: 685218AG4<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    253000 | PA      | $251430.95    | 0.00%             | 2056-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                     | Accendra Health Inc                                                                                                   | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1390707.65   | 0.02%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                     | Accendra Health Inc                                                                                                   | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   8345000 | PA      | $3977522.41   | 0.05%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                       | Owens & Minor Inc 2022 Term Loan B                                                                                    | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |   2215000 | PA      | $2001252.50   | 0.03%             | 2029-03-29      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund II LLC                                                                                             | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8384597 | PA      | $8386113.13   | 0.11%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                                                              | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600086 | PA      | $3627050.78   | 0.05%             | 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        |  27801863 | PA      | $27742733.75  | 0.38%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund III LLC                                                                                            | CUSIP: 69122AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760112 | PA      | $1764383.83   | 0.02%             | 2034-03-27      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund III LLC                                                                                            | CUSIP: 69122AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    966904 | PA      | $981909.04    | 0.01%             | 2034-03-27      | Fixed         | 8.77%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                             | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    546000 | PA      | $539077.87    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                             | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6302091.04   | 0.09%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7445000 | PA      | $8227459.82   | 0.11%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    273000 | PA      | $280926.21    | 0.00%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  11521000 | PA      | $11672029.02  | 0.16%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2808461.89   | 0.04%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502404.97    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | 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        |   2328652 | PA      | $2336365.72   | 0.03%             | 2039-10-15      | Fixed         | 5.05%                 | 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        |   3394547 | PA      | $3286188.29   | 0.05%             | 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        |    600000 | PA      | $600985.12    | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  18900000 | PA      | $12506849.90  | 0.17%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    755000 | PA      | $745034.05    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9705000 | PA      | $8045434.71   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418476.22    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9899000 | PA      | $10256401.32  | 0.14%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384379.26    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1631941.75   | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2971335.21   | 0.04%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $8808239.36   | 0.12%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2415087.83   | 0.03%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                          | PEAC Solutions Receivables 2024-1 LLC                                                                                 | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7274000 | PA      | $7429893.46   | 0.10%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                            | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   7337000 | PA      | $6298430.33   | 0.09%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                            | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   6461000 | PA      | $5670747.79   | 0.08%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                            | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5538000 | PA      | $5519880.22   | 0.08%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                            | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  11170000 | PA      | $10211137.82  | 0.14%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                            | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2142902.13   | 0.03%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                 | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1200000 | PA      | $914760.00    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                 | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   6130000 | PA      | $4542513.90   | 0.06%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                 | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1800000 | PA      | $1482660.00   | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    315000 | PA      | $345429.00    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                 | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    260000 | PA      | $302455.40    | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ESC CB144A PARTY CITY                                   | ESC CB144A PARTY CITY                                                                                                 | CUSIP: 702ESCAK0<br>LEI: 549300BUAG9YASF5Q703 | Long             | DBT              | CORP              | US        |    148006 | PA      | $2960.12      | 0.00%             | 2029-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                                                              | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   3288746 | PA      | $2810506.04   | 0.04%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                       | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295312.73    | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                   | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1275000 | PA      | $1232287.50   | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3310000 | PA      | $3303049.00   | 0.05%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4300000 | PA      | $4211894.20   | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     35000 | PA      | $27592.35     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    305000 | PA      | $243617.30    | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     77000 | PA      | $58975.37     | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6846000 | PA      | $6865394.72   | 0.09%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    110000 | PA      | $95328.50     | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   8060000 | PA      | $7712195.04   | 0.11%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    381000 | PA      | $300517.56    | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3575000 | PA      | $3760373.69   | 0.05%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                                                                 | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1750000 | PA      | $1652542.05   | 0.02%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                                                                 | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  13236000 | PA      | $12309988.00  | 0.17%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1365966.21   | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                       | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411319.11    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                       | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  14100000 | PA      | $14717399.24  | 0.20%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                       | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7365485.43   | 0.10%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                       | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  12973000 | PA      | $12909420.75  | 0.18%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                       | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6367000 | PA      | $6127265.45   | 0.08%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                | Piedmont Operating Partnership LP                                                                                     | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1262000 | PA      | $1227052.60   | 0.02%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                           | Pluspetrol SA                                                                                                         | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |   3884000 | PA      | $4039165.80   | 0.06%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                     | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    650000 | PA      | $624458.06    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                     | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    540000 | PA      | $546258.06    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                     | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4437214.65   | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                     | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3312894.16   | 0.05%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2023-1                                                                                | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1912000 | PA      | $1916055.16   | 0.03%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2024-1                                                                                | CUSIP: 74113QAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1196000 | PA      | $1195759.48   | 0.02%             | 2031-04-15      | Fixed         | 7.94%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                           | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   3375000 | PA      | $3413308.17   | 0.05%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                           | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    580000 | PA      | $541363.87    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                           | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    747000 | PA      | $746020.02    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                 | Public Service Electric and Gas Co                                                                                    | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477092.35   | 0.02%             | 2056-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                | Public Service Enterprise Group Inc                                                                                   | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202521.30    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    100000 | PA      | $66500.00     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QA69<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    330000 | PA      | $219450.00    | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QAJ1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6650.00      | 0.00%             | 2020-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QKK7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3325.00      | 0.00%             | 2017-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QKP6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    190000 | PA      | $126350.00    | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QKR2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     20000 | PA      | $13300.00     | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    165000 | PA      | $109725.00    | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QKX9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     65000 | PA      | $43225.00     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QLH3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    465000 | PA      | $309225.00    | 0.00%             | 2017-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QVC3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     55000 | PA      | $36575.00     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    355000 | PA      | $236075.00    | 0.00%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QVY5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6650.00      | 0.00%             | 2025-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QVZ2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6650.00      | 0.00%             | 2026-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QWN8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     20000 | PA      | $13300.00     | 0.00%             | 2018-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QWW8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3325.00      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QWX6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     65000 | PA      | $43225.00     | 0.00%             | 2027-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QXB3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     95000 | PA      | $63175.00     | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QXR8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    400000 | PA      | $266000.00    | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QXU1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    265000 | PA      | $176225.00    | 0.00%             | 2021-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QYN6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    220000 | PA      | $146300.00    | 0.00%             | 2028-07-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QYX4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     75000 | PA      | $49875.00     | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QZA3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     20000 | PA      | $13300.00     | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QZM7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     70000 | PA      | $46550.00     | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QZN5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    650000 | PA      | $432250.00    | 0.01%             | 2022-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                  | CUSIP: 74526QZQ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    210000 | PA      | $139650.00    | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                                                             | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $3016659.03   | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                 | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    880000 | PA      | $894445.20    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                                                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434461 | PA      | $442031.53    | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                            | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |    645000 | PA      | $637030.19    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                               | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   4230000 | PA      | $2286843.75   | 0.03%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rancho Mirage Community Facilities District             | RANCHO MIRAGE CA CMNTY FACS DIST SPL TAX                                                                              | CUSIP: 75213WCU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1096940.77   | 0.02%             | 2039-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                                                              | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    925000 | PA      | $566257.46    | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                                                              | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1049702.29   | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                    | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $2323228.35   | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                  | Repsol E&P Capital Markets US LLC                                                                                     | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   3198000 | PA      | $3256789.25   | 0.04%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust VII                                                                          | CUSIP: 76088TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194248 | PA      | $195105.78    | 0.00%             | 2030-11-25      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                       | CUSIP: 76089MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8785000 | PA      | $8755433.20   | 0.12%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                                                                | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2439216.69   | 0.03%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                                                                | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $3876357.50   | 0.05%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                           | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    400000 | PA      | $401555.13    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   8001000 | PA      | $7863836.70   | 0.11%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                           | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2627000 | PA      | $2537282.04   | 0.03%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                           | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3700000 | PA      | $3521391.05   | 0.05%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                    | SCG Trust 2025-SNIP                                                                                                   | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15083000 | PA      | $15105374.12  | 0.21%             | 2042-09-15      | Floating      | 5.17%                 | 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        |   8900000 | PA      | $8890862.37   | 0.12%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    742000 | PA      | $733974.01    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-1 LLC                                                                                      | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    866000 | PA      | $887449.52    | 0.01%             | 2035-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-2 LLC                                                                                      | CUSIP: 78439XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9044000 | PA      | $8985440.10   | 0.12%             | 2036-06-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-2 LLC                                                                                      | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1041000 | PA      | $1033458.79   | 0.01%             | 2036-06-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-2 LLC                                                                                      | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2556000 | PA      | $2573300.03   | 0.04%             | 2036-06-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                          | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  30231000 | PA      | $23600984.97  | 0.32%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                               | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1331341 | PA      | $1205142.66   | 0.02%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                               | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    677527 | PA      | $614880.90    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-B                                                                               | CUSIP: 78449HAE7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5159452.00   | 0.07%             | 2056-10-16      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-A                                                                               | CUSIP: 78450FAF4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     77315 | PA      | $73837.59     | 0.00%             | 2054-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-A                                                                               | CUSIP: 78450QAC7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   2490000 | PA      | $2525194.16   | 0.03%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-D                                                                               | CUSIP: 78454XAE4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1680429 | PA      | $1712928.21   | 0.02%             | 2058-10-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                                                        | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2991957.00   | 0.04%             | 2039-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                                                              | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7732000 | PA      | $7623582.67   | 0.10%             | 2042-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                                                              | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3469000 | PA      | $3417842.66   | 0.05%             | 2042-02-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-7                                                                         | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736554 | PA      | $748719.27    | 0.01%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2025-4                                                                         | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5526000 | PA      | $5492483.70   | 0.08%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                               | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    365000 | PA      | $380113.56    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                               | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    675000 | PA      | $709313.57    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                                                               | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    925000 | PA      | $903658.77    | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | 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        |   1943000 | PA      | $1942364.64   | 0.03%             | 2039-05-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                    | Seadrill Finance Ltd                                                                                                  | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    210000 | PA      | $217322.31    | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                                                                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    607000 | PA      | $614985.44    | 0.01%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2025-HYB1                                                                                      | CUSIP: 816938AB0<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |  10371745 | PA      | $10373763.17  | 0.14%             | 2055-10-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                              | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |  10718000 | PA      | $11201296.06  | 0.15%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                              | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    940000 | PA      | $856382.55    | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                    | Shell Finance US Inc                                                                                                  | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70630.17     | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                    | Shell Finance US Inc                                                                                                  | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4726000 | PA      | $3012102.49   | 0.04%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                   | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1827115.29   | 0.03%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    944000 | PA      | $911767.97    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  13689000 | PA      | $12440955.53  | 0.17%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-A                                                                               | CUSIP: 831943AE5<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   8883000 | PA      | $9382463.55   | 0.13%             | 2056-03-15      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                              | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $5755599.32   | 0.08%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                  | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   3463000 | PA      | $3290004.10   | 0.05%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                                                            | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1758179.10   | 0.02%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                               | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1003000 | PA      | $1000070.39   | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1150000 | PA      | $1175880.65   | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                         | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417257.24    | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                         | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    485000 | PA      | $360756.81    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                         | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1336836.93   | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                         | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12940000 | PA      | $7794354.13   | 0.11%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                         | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12630000 | PA      | $8275058.54   | 0.11%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                         | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   9584000 | PA      | $9517159.84   | 0.13%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                         | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307003.38    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                         | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1637981.78   | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                         | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3217985.75   | 0.04%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                             | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2221463.20   | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                             | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1403005.13   | 0.02%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                             | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2978153.40   | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                           | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2785000 | PA      | $2753671.26   | 0.04%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                                                     | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    276000 | PA      | $279579.35    | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                | Summit Midstream Holdings LLC                                                                                         | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1399585.52   | 0.02%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                             | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1284510.00   | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                             | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2641009.48   | 0.04%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                             | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1732882.05   | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                             | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    595000 | PA      | $592690.39    | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                             | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    630000 | PA      | $623488.26    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                             | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1960564.92   | 0.03%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                             | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1532290.55   | 0.02%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                  | Sunoco LP / Sunoco Finance Corp                                                                                       | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144692.82    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                                                          | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3808624.10   | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                                                          | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  10845000 | PA      | $10375864.60  | 0.14%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                   | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6199000 | PA      | $6335998.02   | 0.09%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6564000 | PA      | $6565482.02   | 0.09%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                   | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   9270000 | PA      | $9149497.05   | 0.13%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | TMCL VII Holdings Ltd                                                                                                 | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   7648754 | PA      | $7650324.45   | 0.10%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $2192966.55   | 0.03%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    252000 | PA      | $241941.44    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151182.30    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                  | Takeoff Merger Sub Inc                                                                                                | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1170638.83   | 0.02%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                  | Takeoff Merger Sub Inc                                                                                                | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    985000 | PA      | $970821.27    | 0.01%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                           | Takeda US Financing Inc                                                                                               | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |  10934000 | PA      | $10938796.09  | 0.15%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                           | Takeda US Financing Inc                                                                                               | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1332876.83   | 0.02%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                   | TAL Advantage VII LLC                                                                                                 | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670988 | PA      | $1603099.62   | 0.02%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                               | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1644624.48   | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                  | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    705000 | PA      | $734365.37    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                  | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1786659.42   | 0.02%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                  | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1976289.08   | 0.03%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                 | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1227273.60   | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $455705.35    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1484992.20   | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    982000 | PA      | $1006967.35   | 0.01%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1121000 | PA      | $1119822.28   | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5513000 | PA      | $5498691.56   | 0.08%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2338000 | PA      | $2616619.46   | 0.04%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1393715.70   | 0.02%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2664000 | PA      | $2735874.72   | 0.04%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I                                   | Texas Combined Tirz I LLC                                                                                             | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588989 | PA      | $588989.24    | 0.01%             | 2062-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                                                         | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   7390000 | PA      | $7488589.99   | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1628829 | PA      | $1536051.43   | 0.02%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAJ7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2909588 | PA      | $2791261.02   | 0.04%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                          | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    904000 | PA      | $897928.47    | 0.01%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                             | 3R Lux SARL                                                                                                           | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |    585000 | PA      | $601087.50    | 0.01%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                                                              | CUSIP: 88575JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1617091.54   | 0.02%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                | TotalEnergies Capital SA                                                                                              | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    760000 | PA      | $730061.02    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                         | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2124887.10   | 0.03%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                         | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4815811.25   | 0.07%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                         | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2133060.34   | 0.03%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                   | Transocean Aquila Ltd                                                                                                 | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    763077 | PA      | $784668.94    | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                          | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    645000 | PA      | $689627.55    | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                          | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    475300 | PA      | $495791.61    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                          | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1210000 | PA      | $1269789.73   | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                | Transportadora de Gas del Sur SA                                                                                      | CUSIP: 893870AY1<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |   1630000 | PA      | $1720597.03   | 0.02%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                     | TREEHOUSE FOODS INC 2026 TERM LOAN B                                                                                  | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |   2710000 | PA      | $2703225.00   | 0.04%             | 2033-02-11      | Floating      | 7.92%                 | 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        |    928148 | PA      | $873660.23    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                 | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $2055558.25   | 0.03%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                 | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   8242000 | PA      | $8504647.57   | 0.12%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                 | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1778723.53   | 0.02%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                 | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3048000 | PA      | $2953526.39   | 0.04%             | 2036-10-23      | Fixed         | 4.96%                 | 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        |   4538292 | PA      | $4539152.92   | 0.06%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                              | Trust 2401                                                                                                            | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |    226000 | PA      | $241975.94    | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    480000 | PA      | $459577.44    | 0.01%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   6140000 | PA      | $5858151.77   | 0.08%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C1                                                                                 | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6702000 | PA      | $6566487.57   | 0.09%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C3                                                                                 | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1582444 | PA      | $1493773.49   | 0.02%             | 2050-08-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                                                               | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2103066.42   | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                          | US Bank NA                                                                                                            | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   1502050 | PA      | $1513089.11   | 0.02%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                    | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1205030.01   | 0.02%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                    | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   6371000 | PA      | $5702155.28   | 0.08%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                    | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1767709.15   | 0.02%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                    | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    238000 | PA      | $233428.53    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                             | Unisys Corp                                                                                                           | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   7646000 | PA      | $6584661.03   | 0.09%             | 2031-01-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                 | United Auto Credit Securitization Trust 2024-1                                                                        | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6083415.60   | 0.08%             | 2029-11-12      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                 | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    860000 | PA      | $827298.50    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6610000 | PA      | $6582899.00   | 0.09%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                 | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4340000 | PA      | $4557000.00   | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                  | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    445000 | PA      | $447158.25    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                  | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2165000 | PA      | $2211547.50   | 0.03%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                  | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1193000 | PA      | $1156017.00   | 0.02%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                            | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26103.66     | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                            | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $4654493.15   | 0.06%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                            | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   8660000 | PA      | $8852842.01   | 0.12%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38980000 | PA      | $39174900.00  | 0.54%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $144515632.50 | 1.98%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $30067187.50  | 0.41%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49375000.00  | 0.68%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60065000 | PA      | $58089426.11  | 0.80%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29700000 | PA      | $28319413.32  | 0.39%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 156152000 | PA      | $152016407.97 | 2.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $13152562.50  | 0.18%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3247000.00   | 0.04%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40760000 | PA      | $39744185.39  | 0.54%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 211420000 | PA      | $203805581.85 | 2.79%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                                                                 | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18773235 | PA      | $19075366.75  | 0.26%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 297909700 | PA      | $296257224.69 | 4.06%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46247000 | PA      | $46291260.69  | 0.63%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30490000 | PA      | $30780607.81  | 0.42%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6325000 | PA      | $6336612.38   | 0.09%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28213000 | PA      | $28434515.78  | 0.39%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81744000 | PA      | $82040959.60  | 1.12%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67339300 | PA      | $67156595.01  | 0.92%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4544476.62   | 0.06%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3310000 | PA      | $3294290.41   | 0.05%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10366289.33  | 0.14%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44200 | PA      | $43879.72     | 0.00%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 158248700 | PA      | $156925843.73 | 2.15%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47352000 | PA      | $46998711.46  | 0.64%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22875000 | PA      | $22519365.81  | 0.31%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19246000 | PA      | $19096768.44  | 0.26%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4844800 | PA      | $4751310.38   | 0.07%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 141747600 | PA      | $140523921.32 | 1.92%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2348400 | PA      | $2341152.96   | 0.03%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47911600 | PA      | $47986461.88  | 0.66%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224280.62    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $383352.16    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501735.79   | 0.02%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5234033.24   | 0.07%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  14956000 | PA      | $15264469.89  | 0.21%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  12417000 | PA      | $12518182.90  | 0.17%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT                                 | Universal Entertainment Corp                                                                                          | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |   3130000 | PA      | $3032316.14   | 0.04%             | 2029-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                          | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5802000 | PA      | $5455078.11   | 0.07%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                          | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  10131000 | PA      | $9934405.92   | 0.14%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                          | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3513809.92   | 0.05%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                          | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   8664000 | PA      | $8712994.92   | 0.12%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                          | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2475264.38   | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                            | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1371846.67   | 0.02%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                     | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   4493000 | PA      | $4554554.10   | 0.06%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                     | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   3050000 | PA      | $3004250.00   | 0.04%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   6865000 | PA      | $7550051.49   | 0.10%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                    | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2691367.20   | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2998852.93   | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                    | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2464039.65   | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                    | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1054700.40   | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                    | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1249898.40   | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                     | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $1873834.91   | 0.03%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                     | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1585187.74   | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $767412.00    | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6933000 | PA      | $7213754.19   | 0.10%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                                                                  | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1748036.64   | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                 | Verdant Receivables 2024-1 LLC                                                                                        | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    771000 | PA      | $794123.37    | 0.01%             | 2031-12-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                            | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263111.09    | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    337000 | PA      | $197946.97    | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                            | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139670.52    | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                            | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     52000 | PA      | $36609.13     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                            | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    782000 | PA      | $572320.53    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                            | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240381.32    | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                            | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39873.26     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                            | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1959330.82   | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                            | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330950.24    | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TBA CITIBANK BOC                                        | TBA CITIBANK BOC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -430000 | NS      | $-430000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                                                            | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2395600.01   | 0.03%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                              | ViaSat Inc Term Loan                                                                                                  | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   2104548 | PA      | $2113096.47   | 0.03%             | 2029-03-02      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                              | ViaSat Inc 2023 Term Loan                                                                                             | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   3294574 | PA      | $3301782.51   | 0.05%             | 2030-05-30      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                 | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $239496.06    | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                      | VICI Properties LP                                                                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    930000 | PA      | $916914.42    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                      | VICI Properties LP                                                                                                    | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1668000 | PA      | $1660986.59   | 0.02%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                    | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    860000 | PA      | $860619.34    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                            | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   3637000 | PA      | $3685190.25   | 0.05%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                            | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   3425000 | PA      | $3584947.50   | 0.05%             | 2033-06-10      | Fixed         | 8.50%                 | 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        |   1439829 | PA      | $1443183.28   | 0.02%             | 2027-11-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                  | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594000 | PA      | $599211.76    | 0.01%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                  | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5875000 | PA      | $5881476.60   | 0.08%             | 2037-07-05      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                   | Waste Connections Inc                                                                                                 | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   2696000 | PA      | $2642467.01   | 0.04%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                                                         | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     46000 | PA      | $46909.56     | 0.00%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-LC22                                                                       | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |     25320 | PA      | $24148.75     | 0.00%             | 2058-09-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                        | CUSIP: 949931AG4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1723000 | PA      | $1780443.27   | 0.02%             | 2058-05-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                        | CUSIP: 95000FAZ9<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2969906.10   | 0.04%             | 2048-07-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1054619.75   | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11843000 | PA      | $12123551.43  | 0.17%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                      | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145998.02    | 0.00%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                      | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194903.00    | 0.00%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                        | CUSIP: 95003UAH3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1997000 | PA      | $2048532.59   | 0.03%             | 2057-11-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C3                                                                        | CUSIP: 95004JAG9<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10374131.00  | 0.14%             | 2058-01-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C5                                                                        | CUSIP: 95004MAG2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2057075.40   | 0.03%             | 2058-07-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-1918                                                                       | CUSIP: 95004QAA6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   2072000 | PA      | $2063374.89   | 0.03%             | 2040-09-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKE BACK EXIT EQUITY FKA GM                            | TAKE BACK EXIT EQUITY FKA GM                                                                                          | CUSIP: 000000000<br>LEI: 52990038OKF8UAD5LA12 | Long             | EC               | CORP              | US        |        35 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NFE BRAZIL FINANCING LTD                                | NFE BRAZIL FINANCING LTD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2176918 | PA      | $2176917.65   | 0.03%             | 2029-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| WESTLAKE CORP                                           | Westlake Corp                                                                                                         | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2247801.45   | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2022-2                                                                          | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612658 | PA      | $614104.38    | 0.01%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2026-1                                                                          | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9759000 | PA      | $9669604.63   | 0.13%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2025-1                                                                          | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3798000 | PA      | $3830462.27   | 0.05%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                    | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2225670.74   | 0.03%             | 2029-10-15      | Fixed         | 7.50%                 | 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        |   2333000 | PA      | $2349939.45   | 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        |   1653000 | PA      | $1666306.15   | 0.02%             | 2032-09-20      | Fixed         | 5.28%                 | 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        |    640000 | PA      | $637367.87    | 0.01%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                         | Wingspire Equipment Finance 2025-1 LLC                                                                                | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1563000 | PA      | $1555495.57   | 0.02%             | 2033-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                         | CUSIP: 977852AK8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    703384 | PA      | $770903.94    | 0.01%             | 2030-06-23      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                                                      | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2845000 | PA      | $3008061.18   | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                                | YPF Energia Electrica SA                                                                                              | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |   2790000 | PA      | $2836263.78   | 0.04%             | 2032-10-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                                                       | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3056566.80   | 0.04%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                                                       | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3074088.60   | 0.04%             | 2055-06-20      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG7HHSS4 IRS USD R V 00MSOFR BCG7HHSS4_FLO CCPOIS / Short: BCG7HHSS4 IRS USD P F  3.15850 BCG7HHSS4_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  43000000 | OU      | $1430429.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG7WNV19 IRS USD R V 00MSOFR BCG7WNV19_FLO CCPOIS / Short: BCG7WNV19 IRS USD P F  3.22050 BCG7WNV19_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  58000000 | OU      | $1808805.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG7WNV43 IRS USD R V 00MSOFR BCG7WNV43_FLO CCPOIS / Short: BCG7WNV43 IRS USD P F  3.38850 BCG7WNV43_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35000000 | OU      | $158823.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8S7QV7 IRS USD R F  4.13300 BCG8S7QV7_FIX CCPOIS / Short: SCG8S7QV7 IRS USD P V 00MSOFR BCG8S7QV7_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16000000 | OU      | $-14020.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8S7QY1 IRS USD R F  4.17500 BCG8S7QY1_FIX CCPOIS / Short: SCG8S7QY1 IRS USD P V 00MSOFR BCG8S7QY1_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 140000000 | OU      | $2052218.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGBTHDD1 IRS USD R F  3.86300 BCGBTHDD1_FIX CCPOIS / Short: SCGBTHDD1 IRS USD P V 00MSOFR BCGBTHDD1_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 250000000 | OU      | $162875.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGC49287 IRS USD R F  3.76750 BCGC49287_FIX CCPOIS / Short: SCGC49287 IRS USD P V 00MSOFR BCGC49287_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  31000000 | OU      | $197228.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGC492B0 IRS USD R F  3.75750 BCGC492B0_FIX CCPOIS / Short: SCGC492B0 IRS USD P V 00MSOFR BCGC492B0_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12000000 | OU      | $-628072.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGE30LJ8 IRS USD R F  3.78700 BCGE30LJ8_FIX CCPOIS / Short: SCGE30LJ8 IRS USD P V 12MSOFR BCGE30LJ8_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 152000000 | OU      | $144491.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGE5DD16 IRS USD R F  3.73150 BCGE5DD16_FIX CCPOIS / Short: SCGE5DD16 IRS USD P V 12MSOFR BCGE5DD16_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 156000000 | OU      | $48859.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGG2FGU2 IRS USD R F  4.14600 BCGG2FGU2_FIX CCPOIS / Short: SCGG2FGU2 IRS USD P V 12MSOFR BCGG2FGU2_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  47500000 | OU      | $68637.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGG2FGX6 IRS USD R F  3.43900 BCGG2FGX6_FIX CCPOIS / Short: SCGG2FGX6 IRS USD P V 12MSOFR BCGG2FGX6_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 176250000 | OU      | $-1488907.12  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGG5ASD5 IRS USD R F  4.13862 BCGG5ASD5_FIX CCPOIS / Short: SCGG5ASD5 IRS USD P V 12MSOFR BCGG5ASD5_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  47500000 | OU      | $52221.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGG5ASR4 IRS USD R F  3.43574 BCGG5ASR4_FIX CCPOIS / Short: SCGG5ASR4 IRS USD P V 12MSOFR BCGG5ASR4_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 176250000 | OU      | $-1617569.62  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGG5ASN3 IRS USD R V 12MSOFR BCGG5ASN3_FLO CCPOIS / Short: BCGG5ASN3 IRS USD P F  3.79168 BCGG5ASN3_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30281488 | OU      | $216137.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGGQM2N2 IRS USD R V 12MSOFR BCGGQM2N2_FLO CCPOIS / Short: BCGGQM2N2 IRS USD P F  3.73632 BCGGQM2N2_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 220987128 | OU      | $2603736.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGGZ8A61 IRS USD R V 12MSOFR BCGGZ8A61_FLO CCPOIS / Short: BCGGZ8A61 IRS USD P F  3.55400 BCGGZ8A61_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 138731384 | OU      | $3732748.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   3439000 | PA      | $1759530.54   | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                     | Kasikornbank PCL/Hong Kong                                                                                            | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    950000 | PA      | $941032.39    | 0.01%             | 2031-10-02      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $490441.54    | 0.01%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                      | Leviathan Bond Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    650000 | PA      | $661063.00    | 0.01%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $553552.32    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  10330000 | PA      | $7873744.48   | 0.11%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                                           | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   1055000 | PA      | $982614.39    | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $197720.98    | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1050000 | PA      | $923360.53    | 0.01%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    520000 | PA      | $643631.44    | 0.01%             | 2029-06-27      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                         | Piraeus Bank SA                                                                                                       | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |    210000 | PA      | $261301.14    | 0.00%             | 2029-12-05      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    300000 | PA      | $358998.50    | 0.00%             | 2030-05-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                 | IRB INFRASTRUCTURE DEVELOPERS                                                                                         | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    685000 | PA      | $688102.52    | 0.01%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                         | Piraeus Bank SA                                                                                                       | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |   1900000 | PA      | $2273403.90   | 0.03%             | 2030-04-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                           | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |   3050000 | PA      | $3639450.10   | 0.05%             | 2031-04-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                            | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   2500000 | PA      | $2996916.71   | 0.04%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                       | Krakatau Posco PT                                                                                                     | CUSIP: 000000000<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |   2900000 | PA      | $2918146.95   | 0.04%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI                                    | Limak Cimento Sanayi ve Ticaret AS                                                                                    | CUSIP: 000000000<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |   1909000 | PA      | $1885765.27   | 0.03%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                           | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $115862.40    | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                    | Bidvest Group UK PLC/The                                                                                              | CUSIP: 000000000<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    933000 | PA      | $932770.35    | 0.01%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       670 | NC      | $-2493052.92  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3281 | NC      | $-1839717.19  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3898 | NC      | $-5678249.34  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     12624 | NC      | $-19147917.26 | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -6395 | NC      | $12066417.77  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AM BIDCO OPERATIONS LLC                                 | AM Bidco Operations LLC New Money Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    647628 | PA      | $407358.14    | 0.01%             | 2027-10-21      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5663000 | PA      | $4896410.56   | 0.07%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1700000 | PA      | $1493217.92   | 0.02%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                        | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $63000.00     | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                        | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   6107000 | PA      | $2838838.95   | 0.04%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                        | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $349230.00    | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                         | MV24 Capital BV                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    624627 | PA      | $623821.48    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                             | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $244032.60    | 0.00%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2280000 | PA      | $1910526.00   | 0.03%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   1117000 | PA      | $1109739.50   | 0.02%             | 2030-06-24      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                  | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595505.02    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2350000 | PA      | $2382844.09   | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   8800000 | PA      | $4502433.50   | 0.06%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                                                            | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   1080000 | PA      | $1019829.06   | 0.01%             | 2034-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                                                            | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   1000000 | PA      | $899984.26    | 0.01%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                     | GENM Capital Labuan Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |   4300000 | PA      | $3818611.78   | 0.05%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst