# EDGAR Filing Document

**Accession Number:** 0001368040
**File Stem:** 0001145549-23-003443
**Filing Date:** 2023-1
**Character Count:** 540919
**Document Hash:** f97da5d02966b510ef46708baf811b11
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-003443.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001145549-23-003443

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Short-Term Bond Fund of America
- **CENTRAL INDEX KEY:** 0001368040
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21928
- **FILM NUMBER:** 23558515

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

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

## Series and Classes Contracts Data

### Short-Term Bond Fund of America (Series ID: S000013585)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000036818 | Class A       | ASBAX           |
| C000036819 | Class F-1     | ASBFX           |
| C000036820 | Class 529-A   | CAAFX           |
| C000036821 | Class 529-F-1 | CFAMX           |
| C000036822 | Class R-1     | RAMAX           |
| C000036823 | Class R-2     | RAMBX           |
| C000036824 | Class R-3     | RAMCX           |
| C000036825 | Class R-4     | RAMEX           |
| C000036826 | Class R-5     | RAMFX           |
| C000037879 | Class C       | ASBCX           |
| C000037881 | Class 529-C   | CCAMX           |
| C000037882 | Class 529-E   | CEAMX           |
| C000068533 | Class F-2     | SBFFX           |
| C000077916 | Class R-6     | RMMGX           |
| C000148417 | Class R-2E    | RAAEX           |
| C000164812 | Class R-5E    | RAAGX           |
| C000180010 | Class F-3     | FSBTX           |
| C000189523 | Class 529-T   | TTSBX           |
| C000189524 | Class T       | TSTBX           |
| C000224563 | Class 529-F-2 | FTSBX           |
| C000224564 | Class 529-F-3 | FFTSX           |

## Nport-Ex

![](img4d79dd401.jpg)

#### Short-Term Bond Fund of America<sup>®</sup><br>
Investment portfolio

November 30, 2022

unaudited

---

| | | |
|:---|:---|:---|
| **Bonds, notes & other debt instruments 93.72%<br> U.S. Treasury bonds & notes 49.05%<br> U.S. Treasury 44.28%** | Principal amount<br> (000) | Value<br> (000) |
| U.S. Treasury 1.625% 12/15/2022 | USD198,665 | $198550 |
| U.S. Treasury 2.125% 12/31/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 |
| U.S. Treasury 1.375% 2/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9940 |
| U.S. Treasury 0.125% 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6433 |
| U.S. Treasury 2.50% 3/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16121 | &nbsp;&nbsp;&nbsp;&nbsp;16019 |
| U.S. Treasury 0.125% 4/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9818 |
| U.S. Treasury 2.75% 4/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98795 | &nbsp;&nbsp;&nbsp;&nbsp;98089 |
| U.S. Treasury 0.25% 6/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157086 | &nbsp;&nbsp;153490 |
| U.S. Treasury 0.125% 8/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;207828 |
| U.S. Treasury 0.125% 10/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108500 | &nbsp;&nbsp;104241 |
| U.S. Treasury 0.125% 12/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;143057 |
| U.S. Treasury 2.625% 12/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223361 | &nbsp;&nbsp;218527 |
| U.S. Treasury 0.125% 2/15/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333563 | &nbsp;&nbsp;316024 |
| U.S. Treasury 0.25% 3/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;212782 |
| U.S. Treasury 0.375% 4/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163415 | &nbsp;&nbsp;154299 |
| U.S. Treasury 2.25% 4/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;48391 |
| U.S. Treasury 2.50% 4/30/2024<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;592607 |
| U.S. Treasury 0.25% 5/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;42272 |
| U.S. Treasury 1.75% 7/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14080 | &nbsp;&nbsp;&nbsp;&nbsp;13461 |
| U.S. Treasury 3.00% 7/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;146490 |
| U.S. Treasury 3.25% 8/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741133 | &nbsp;&nbsp;726367 |
| U.S. Treasury 4.25% 9/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21071 | &nbsp;&nbsp;&nbsp;&nbsp;21014 |
| U.S. Treasury 1.50% 11/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;18446 |
| U.S. Treasury 1.375% 1/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74640 | &nbsp;&nbsp;&nbsp;&nbsp;70208 |
| U.S. Treasury 1.50% 2/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31675 | &nbsp;&nbsp;&nbsp;&nbsp;29823 |
| U.S. Treasury 1.75% 3/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357000 | &nbsp;&nbsp;337822 |
| U.S. Treasury 0.50% 3/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| U.S. Treasury 2.625% 4/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321229 | &nbsp;&nbsp;309649 |
| U.S. Treasury 2.75% 5/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5883 |
| U.S. Treasury 2.875% 6/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343646 | &nbsp;&nbsp;333189 |
| U.S. Treasury 0.25% 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15495 | &nbsp;&nbsp;&nbsp;&nbsp;14056 |
| U.S. Treasury 3.00% 7/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6518 |
| U.S. Treasury 0.25% 7/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4519 |
| U.S. Treasury 3.50% 9/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9012 |
| U.S. Treasury 4.25% 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26524 | &nbsp;&nbsp;&nbsp;&nbsp;26633 |
| U.S. Treasury 0.25% 10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13490 | &nbsp;&nbsp;&nbsp;&nbsp;12098 |
| U.S. Treasury 4.50% 11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94512 | &nbsp;&nbsp;&nbsp;&nbsp;95608 |
| U.S. Treasury 0.375% 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13440 |
| U.S. Treasury 0.375% 1/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29065 | &nbsp;&nbsp;&nbsp;&nbsp;25936 |
| U.S. Treasury 0.75% 4/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38485 | &nbsp;&nbsp;&nbsp;&nbsp;34520 |
| U.S. Treasury 4.125% 9/30/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;309027 |
| U.S. Treasury 3.875% 11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46530 | &nbsp;&nbsp;&nbsp;&nbsp;46740 |
| U.S. Treasury 0.625% 5/15/2030<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 |
| U.S. Treasury 1.625% 5/15/2031<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;10108 |
| U.S. Treasury 2.875% 5/15/2032<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7304 |

---

Short-Term Bond Fund of America — Page 1 of 22

------

unaudited

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)<br> U.S. Treasury (continued)** | Principal amount<br> (000) | Value<br> (000) |
| U.S. Treasury 4.25% 5/15/2039<sup>1</sup> | USD5,265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5562 |
| U.S. Treasury 1.375% 11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
| U.S. Treasury 1.875% 2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
| U.S. Treasury 1.875% 2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
| U.S. Treasury 2.375% 5/15/2051<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
| U.S. Treasury 2.875% 5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  |  | &nbsp;&nbsp;5172190 |
| **U.S. Treasury inflation-protected securities 4.77%** |  |  |
| U.S. Treasury Inflation-Protected Security 0.50% 4/15/2024<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;94587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92333 |
| U.S. Treasury Inflation-Protected Security 0.125% 7/15/2024<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36804 |
| U.S. Treasury Inflation-Protected Security 0.125% 10/15/2024<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37565 |
| U.S. Treasury Inflation-Protected Security 0.125% 4/15/2025<sup>2</sup> | &nbsp;&nbsp;&nbsp;167862 | &nbsp;&nbsp;&nbsp;&nbsp;161185 |
| U.S. Treasury Inflation-Protected Security 0.375% 7/15/2025<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;67957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65749 |
| U.S. Treasury Inflation-Protected Security 0.125% 10/15/2025<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7908 |
| U.S. Treasury Inflation-Protected Security 0.125% 4/15/2026<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;93422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88749 |
| U.S. Treasury Inflation-Protected Security 0.125% 10/15/2026<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51653 |
| U.S. Treasury Inflation-Protected Security 0.625% 7/15/2032<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15432 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;557378 |
| **Total U.S. Treasury bonds & notes** |  | &nbsp;&nbsp;5729568 |
| **Asset-backed obligations 15.30%** |  |  |
| 522 Funding CLO, Ltd., Series 18-2, Class A, (3-month USD-LIBOR + 1.04%) 5.283% 4/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
| 522 Funding CLO, Ltd., Series 18-3, Class AR, (3-month USD-LIBOR + 1.04%) 5.283% 10/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
| Aesop Funding, LLC, Series 2017-2A, Class A, 2.97% 3/20/2024<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797 |
| Aesop Funding, LLC, Series 2018-1A, Class A, 3.70% 9/20/2024<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 |
| Aesop Funding, LLC, Series 2018-2A, Class A, 4.00% 3/20/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12499 |
| Aesop Funding, LLC, Series 2019-2A, Class A, 3.35% 9/22/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12454 |
| Aesop Funding, LLC, Series 2019-3A, Class A, 2.36% 3/20/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2119 |
| Aesop Funding, LLC, Series 2020-1A, Class A, 2.33% 8/20/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147 |
| Aesop Funding, LLC, Series 2020-2, Class A, 2.02% 2/20/2027<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9695 |
| Affirm Asset Securitization Trust, Series 2021-B, Class A, 1.03% 8/17/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20891 |
| Affirm Asset Securitization Trust, Series 2021-Z2, Class A, 1.17% 11/16/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7265 |
| AGL CLO, Ltd., Series 2022-18A, Class A1, (3-month USD CME Term SOFR + 1.32%) 5.308% 4/21/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16449 |
| Allegro CLO, Ltd., Series 2016-1A, Class AR2, (3-month USD-LIBOR + 0.95%) 5.029% 1/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9570 |
| Allegro CLO, Ltd., Series 2017-1A, Class AR, (3-month USD-LIBOR + 0.95%) 5.029% 10/16/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9171 |
| American Credit Acceptance Receivables Trust, Series 2022-4, Class A, 6.20% 5/13/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10995 |
| American Credit Acceptance Receivables Trust, Series 2022-3, Class B, 4.55% 10/13/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 |
| American Credit Acceptance Receivables Trust, Series 2022-4, Class B, 6.75% 10/13/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 |
| American Credit Acceptance Receivables Trust, Series 2022-4, Class C, 7.86% 2/15/2029<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 |
| American Express Credit Account Master Trust, Series 2018-9, Class A,<br> (1-month USD-LIBOR + 0.38%) 4.255% 4/15/2026<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;49424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49444 |
| American Express Credit Account Master Trust, Series 2022-3, Class A, 3.75% 8/16/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8826 |
| American Express Credit Account Master Trust, Series 2022-4, Class A, 4.95% 10/15/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 |
| American Homes 4 Rent, Series 2014-SFR2, Class A, 3.786% 10/17/2036<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11819 |
| American Homes 4 Rent, Series 2015-SFR2, Class A, 3.732% 10/17/2052<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11807 |
| American Homes 4 Rent, Series 2015-SFR2, Class B, 4.295% 10/17/2052<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 |
| American Money Management Corp., Series 2017-21, Class C,<br> (3-month USD-LIBOR + 2.10%) 6.56% 11/2/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
| AmeriCredit Automobile Receivables Trust, Series 2020-2, Class A3, 0.66% 12/18/2024<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
| Anchorage Capital CLO, Ltd., Series 2014-4R, Class A, (3-month USD-LIBOR + 1.05%) 5.424% 1/28/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| Apidos CLO, Series 2017-27, Class A1R, (3-month USD-LIBOR + 0.93%) 5.009% 7/17/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
| Apidos CLO, Series 2013-15, Class A1RR (3-month USD-LIBOR + 1.01%) 5.253% 4/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1976 |

---

Short-Term Bond Fund of America — Page 2 of 22

------

unaudited

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Apidos CLO, Series XXX, Class A2, (3-month USD-LIBOR + 1.60%) 5.794% 10/18/2031<sup>3,4,5</sup> | USD3,934 | &nbsp;&nbsp;$3790 |
| Ares CLO, Ltd., Series 2017-42A, Class AR, (3-month USD-LIBOR + 0.92%) 5.245% 1/22/2028<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10368 | &nbsp;&nbsp;10243 |
| Ares CLO, Ltd., Series 2015-35R, Class B, (3-month USD-LIBOR + 1.65%) 5.729% 7/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
| Avis Budget Rental Car Funding AESOP, LLC, Series 2022-5, Class A, 6.12% 4/20/2027<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;8172 |
| BA Credit Card Trust, Series 2022-A2, Class A2, 5.00% 4/17/2028<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21998 | &nbsp;&nbsp;22024 |
| Bain Capital Credit CLO, Ltd., Series 2017-2, Class AR2, (3-month USD-LIBOR + 1.18%) 5.538% 7/25/2034<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1691 |
| Ballyrock CLO, Ltd., Series 2019-2A, Class A1AR, (3-month USD-LIBOR + 1.00%) 5.675% 11/20/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20775 | &nbsp;&nbsp;20491 |
| Bankers Healthcare Group Securitization Trust, Series 2020-A, Class A, 2.56% 9/17/2031<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;1071 |
| Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4289 | &nbsp;&nbsp;&nbsp;&nbsp;3974 |
| Bankers Healthcare Group Securitization Trust, Series 2021-B, Class A, 0.90% 10/17/2034<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4462 |
| Bankers Healthcare Group Securitization Trust, Series 2021-B, Class B, 1.67% 10/17/2034<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
| Bankers Healthcare Group Securitization Trust, Series 2022-A, Class A, 1.71% 2/20/2035<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 | &nbsp;&nbsp;&nbsp;&nbsp;4643 |
| Battalion CLO, Ltd., Series 2018-12, Class A2R, (1-month USD-LIBOR + 1.45%) 6.10% 5/17/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2648 |
| Betony CLO 2, Ltd., Series 2018-1, Class A2, (3-month USD LIBOR + 1.60%) 6.015% 4/30/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
| BlueMountain CLO, Ltd., Series 2018-22, Class C, (3-month USD LIBOR + 1.95%) 6.029% 7/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2959 |
| Capital One Multi-Asset Execution Trust, Series 2018-2, Class A2,<br> (1-month USD-LIBOR + 0.35%) 4.225% 3/16/2026<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;49168 | &nbsp;&nbsp;49144 |
| Capital One Multi-Asset Execution Trust, Series 2022-A3, Class A, 4.95% 10/15/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22924 | &nbsp;&nbsp;23044 |
| Carlyle Global Market Strategies, CLO, Series 2019-1, Class A1AR,<br> (3-month USD-LIBOR + 1.08%) 5.323% 4/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| Carlyle Global Market Strategies, CLO, Series 2014-5, Class A1RR,<br> (3-month USD-LIBOR + 1.14%) 5.219% 7/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
| Carlyle Global Market Strategies, CLO, Series 2014-3R, Class A1A,<br> (3-month USD-LIBOR + 1.05%) 5.408% 7/27/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 | &nbsp;&nbsp;&nbsp;&nbsp;2602 |
| Carlyle Global Market Strategies, CLO, Series 2015-1, Class A1RR,<br> (3-month USD-LIBOR + 1.08%) 5.323% 1/20/2032<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| CarMax Auto Owner Trust, Series 2019-2, Class A3, 2.68% 3/15/2024<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
| CarMax Auto Owner Trust, Series 2019-2, Class A4, 2.77% 12/16/2024<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;2467 |
| CarMax Auto Owner Trust, Series 2022-4, Class A2A, 5.34% 12/15/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704 | &nbsp;&nbsp;&nbsp;&nbsp;4698 |
| Carvana Auto Receivables Trust, Series 2021-P1, Class A3, 0.54% 12/10/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class A2, 1.80% 9/11/2028<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/2037<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457 | &nbsp;&nbsp;&nbsp;&nbsp;1239 |
| Cent CLO, Ltd., Series 2014-21A, Class AR,<br> (3-month USD-LIBOR + 0.97%) 5.328% 7/27/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25389 | &nbsp;&nbsp;24971 |
| Cerberus Loan Funding, LP, CLO, Series 2019-1A, Class AR,<br> (3-month USD-LIBOR + 1.50%) 5.579% 4/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1950 |
| Cerberus Loan Funding, LP, CLO, Series 2022-2, Class A1,<br> (3-month USD CME Term SOFR + 2.75%) 6.827% 10/15/2034<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3000 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18715 | &nbsp;&nbsp;16589 |
| CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13020 | &nbsp;&nbsp;11249 |
| CF Hippolyta, LLC, Series 2022-1, Class A1, 5.97% 8/15/2062<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10963 | &nbsp;&nbsp;10855 |
| CF Hippolyta, LLC, Series 2022-1, Class A2, 6.11% 8/15/2062<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333 | &nbsp;&nbsp;&nbsp;&nbsp;4147 |
| CIFC Funding, Ltd., CLO, Series 2017-5, Class A1, (3-month USD-LIBOR + 1.18%) 5.259% 11/16/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
| CIFC Funding, Ltd., CLO, Series 2015-1, Class ARR, (3-month USD-LIBOR + 1.11%) 5.435% 1/22/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| CIFC Funding, Ltd., CLO, Series 2018-3A, Class A, (3-month USD-LIBOR + 1.10%) 5.294% 7/18/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2553 |
| Citibank Credit Card Issuance Trust, Series 2018-A4, Class A4, 4.187% 6/9/2025<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24200 | &nbsp;&nbsp;24174 |
| Citibank Credit Card Issuance Trust, Series 2017-A5, Class A5,<br> (1-month USD-LIBOR + 0.62%) 4.577% 4/22/2026<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19839 | &nbsp;&nbsp;19827 |
| CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;3015 |
| CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/2045<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;6492 |
| CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/2045<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
| Cloud Pass-Through Trust, Series 2019-1A, Class CLOU, 3.554% 12/5/2022<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Covenant Credit Partners CLO, Ltd., Series 2017-1, Class C1,<br> (3-month USD-LIBOR + 2.55%) 6.629% 10/15/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
| CPS Auto Receivables Trust, Series 2022-B, Class A, 2.88% 6/15/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11322 | &nbsp;&nbsp;11086 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| CPS Auto Receivables Trust, Series 2022-D, Class A, 6.09% 1/15/2027<sup>3,4</sup> | USD16,390 | $16375 |
| CPS Auto Receivables Trust, Series 2022-C, Class A, 4.18% 4/15/2030<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466 | &nbsp;&nbsp;&nbsp;&nbsp;4418 |
| Credit Acceptance Auto Loan Trust, Series 2020-2A, Class A, 1.37% 7/16/2029<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7633 | &nbsp;&nbsp;&nbsp;&nbsp;7544 |
| Credit Acceptance Auto Loan Trust, Series 2021-3A, Class A, 1.00% 5/15/2030<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;9530 |
| Crestline Denali CLO XVII, LLC, Series 2018-1, Class C, (3-month USD-LIBOR + 2.35%) 6.429% 10/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
| Discover Card Execution Note Trust, Series 2018-A6, Class A6,<br> (1-month USD-LIBOR + 0.39%) 4.265% 3/15/2026<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49404 | &nbsp;&nbsp;49368 |
| Discover Card Execution Note Trust, Series 2022-4, Class A, 4.612% 10/15/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7451 | &nbsp;&nbsp;&nbsp;&nbsp;7484 |
| Drive Auto Receivables Trust, Series 2021-3, Class A2, 0.52% 1/15/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| Drive Auto Receivables Trust, Series 2020-1, Class C, 2.36% 3/16/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| Drive Auto Receivables Trust, Series 2021-3, Class B, 1.11% 5/15/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;4449 |
| Drive Auto Receivables Trust, Series 2020-2, Class C, 2.28% 8/17/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819 | &nbsp;&nbsp;&nbsp;&nbsp;2798 |
| DriveTime Auto Owner Trust, Series 2021-2A, Class A, 0.41% 3/17/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp;1079 |
| DriveTime Auto Owner Trust, Series 2021-1A, Class B, 0.62% 9/15/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 | &nbsp;&nbsp;&nbsp;&nbsp;1142 |
| DriveTime Auto Owner Trust, Series 2020-2A, Class C, 3.28% 3/16/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443 | &nbsp;&nbsp;&nbsp;&nbsp;1426 |
| DriveTime Auto Owner Trust, Series 2022-2A, Class A, 2.88% 6/15/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6411 | &nbsp;&nbsp;&nbsp;&nbsp;6305 |
| DriveTime Auto Owner Trust, Series 2022-3, Class A, 6.05% 10/15/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;19973 |
| DriveTime Auto Owner Trust, Series 2022-2A, Class C, 4.72% 3/15/2028<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5798 |
| Dryden Senior Loan Fund, CLO, Series 2017-47A, Class A1R,<br> (3-month USD-LIBOR + 0.98%) 5.059% 4/15/2028<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20957 | &nbsp;&nbsp;20727 |
| Dryden Senior Loan Fund, CLO, Series 2013-28, Class A1LR,<br> (3-month USD-LIBOR + 1.20%) 5.806% 8/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892 | &nbsp;&nbsp;&nbsp;&nbsp;1869 |
| Dryden Senior Loan Fund, CLO, Series 2018-57, Class A,<br> (3-month USD-LIBOR + 1.01%) 5.616% 5/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1084 |
| Dryden Senior Loan Fund, CLO, Series 2019-72, Class CR,<br> (3-month USD-LIBOR + 1.85%) 6.456% 5/15/2032<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;1335 |
| EDvestinU Private Education Loan, LLC, Series 2021-A, Class A, 1.80% 11/25/2045<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| Enterprise Fleet Financing, LLC, Series 2022-1, Class A2, 3.03% 1/20/2028<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18012 | &nbsp;&nbsp;17439 |
| Enterprise Fleet Financing, LLC, Series 2022-3, Class A2, 4.38% 7/20/2029<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;5194 |
| Enterprise Fleet Financing, LLC, Series 2022-4, Class A2, 5.76% 10/22/2029<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17345 | &nbsp;&nbsp;17429 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class A2, 3.99% 8/15/2024<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168 | &nbsp;&nbsp;&nbsp;&nbsp;3161 |
| Exeter Automobile Receivables Trust, Series 2020-2A, Class C, 3.28% 5/15/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
| Exeter Automobile Receivables Trust, Series 2021-4A, Class A3, 0.68% 7/15/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5957 | &nbsp;&nbsp;&nbsp;&nbsp;5919 |
| Exeter Automobile Receivables Trust, Series 2022-6, Class A2, 5.73% 11/17/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5262 | &nbsp;&nbsp;&nbsp;&nbsp;5262 |
| Exeter Automobile Receivables Trust, Series 2022-3A, Class B, 4.86% 12/15/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3483 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class B, 4.57% 1/15/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7301 | &nbsp;&nbsp;&nbsp;&nbsp;7140 |
| Exeter Automobile Receivables Trust, Series 2022-6, Class B, 6.03% 8/16/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4808 | &nbsp;&nbsp;&nbsp;&nbsp;4808 |
| Exeter Automobile Receivables Trust, Series 2022-6, Class C, 6.32% 5/15/2028<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2330 |
| First Investors Auto Owner Trust, Series 2021-1A, Class A, 0.45% 3/16/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
| FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.266% 10/19/2037<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8361 | &nbsp;&nbsp;&nbsp;&nbsp;7379 |
| FirstKey Homes Trust, Series 2021-SFR3, Class A, 2.135% 12/17/2038<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1500 |
| Flagship Credit Auto Trust, Series 2022-4, Class A2, 6.15% 9/15/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21597 | &nbsp;&nbsp;21566 |
| Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.52% 7/15/2030<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9391 | &nbsp;&nbsp;&nbsp;&nbsp;9171 |
| Ford Credit Auto Owner Trust, Series 2020-1, Class A, 2.04% 8/15/2031<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857 | &nbsp;&nbsp;&nbsp;&nbsp;1726 |
| Galaxy CLO, Ltd., Series 2013-15, Class ARR, (3-month USD-LIBOR + 0.97%) 5.049% 10/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2220 |
| Galaxy CLO, Ltd., Series 2015-20, Class AR, (3-month USD-LIBOR + 1.00%) 5.243% 4/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| Galaxy CLO, Ltd., Series 2015-21, Class AR, (3-month USD-LIBOR + 1.02%) 5.263% 4/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1223 |
| Galaxy CLO, Ltd., Series 2015-21, Class BR, (3-month USD-LIBOR + 1.35%) 5.593% 4/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| GCI Funding I, LLC, Series 2020-1, Class A, 2.82% 10/18/2045<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14377 | &nbsp;&nbsp;12682 |
| GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4542 | &nbsp;&nbsp;&nbsp;&nbsp;3865 |
| Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14388 | &nbsp;&nbsp;12798 |
| Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18526 | &nbsp;&nbsp;16427 |
| Global SC Finance VII SRL, Series 2021-1A, Class A, 1.86% 4/17/2041<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18141 | &nbsp;&nbsp;15611 |
| Global SC Finance VII SRL, Series 2021-2A, Class A, 1.95% 8/17/2041<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;5245 |
| GM Financial Automobile Leasing Trust, Series 2019-4, Class B, 2.04% 2/17/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4331 | &nbsp;&nbsp;&nbsp;&nbsp;4249 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| GM Financial Automobile Leasing Trust, Series 2019-4, Class C, 2.24% 3/18/2025<sup>3</sup> | USD3,130 | &nbsp;&nbsp;$3069 |
| GM Financial Revolving Receivables Trust, Series 2022-1, Class A, 5.91% 10/11/2035<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;7163 |
| GoldenTree Loan Management US CLO, Ltd., Series 2017-2, Class AR,<br> (3-month USD-LIBOR + 0.91%) 5.153% 11/20/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;1123 |
| Greywolf CLO, Ltd., Series 2015-1, Class BR, (3-month USD-LIBOR + 2.00%) 6.358% 1/27/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1496 |
| Hayfin Kingsland VIII, Ltd., Series 2018-8, Class A, (3-month USD-LIBOR + 1.12%) 5.363% 4/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6398 |
| Hertz Vehicle Financing III, LLC, Series 2021-1A, Class A, 1.21% 12/26/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30495 | &nbsp;&nbsp;27983 |
| Hertz Vehicle Financing III, LLC, Series 2021-1A, Class B, 1.56% 12/26/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;3335 |
| Hertz Vehicle Financing III, LLC, Series 2022-1A, Class A, 1.99% 6/25/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20181 | &nbsp;&nbsp;18484 |
| Hertz Vehicle Financing III, LLC, Series 2022-1A, Class B, 2.19% 6/25/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811 | &nbsp;&nbsp;&nbsp;&nbsp;1622 |
| Hertz Vehicle Financing III, LLC, Series 2022-4A, Class A, 3.73% 9/25/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26860 | &nbsp;&nbsp;25437 |
| Hertz Vehicle Financing III, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18970 | &nbsp;&nbsp;16250 |
| Hertz Vehicle Financing III, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 |
| Hertz Vehicle Financing III, LLC, Series 2022-5A, Class A, 3.89% 9/25/2028<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2779 |
| ICG US CLO, Ltd., Series 2014-2, Class ARR, (3-month USD-LIBOR + 1.03%) 5.109% 1/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| Invitation Homes Trust, Series 2018-SFR1, Class A, (1-month USD-LIBOR + 0.70%) 4.576% 3/17/2037<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
| KKR Financial CLO, Ltd., Series 11, Class AR, (3-month USD-LIBOR + 1.18%) 5.259% 1/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
| KKR Financial CLO, Ltd., Series 28, Class A, (3-month USD-LIBOR + 1.14%) 4.433% 3/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1726 |
| KKR Financial CLO, Ltd., Series 21, Class A, (3-month USD-LIBOR + 1.00%) 5.079% 4/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368 | &nbsp;&nbsp;&nbsp;&nbsp;1346 |
| KKR Financial CLO, Ltd., Series 21, Class B, (3-month USD-LIBOR + 1.40%) 5.479% 4/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| KKR Financial CLO, Ltd., Series 22-2, Class C, (3-month USD CME Term SOFR + 4.25%) 8.475% 10/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3000 |
| KKR Financial CLO, Ltd., Series 16, Class A12R, (3-month USD-LIBOR + 1.21%) 5.453% 10/20/2034<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |
| LAD Auto Receivables Trust, Series 2021-1A, Class A, 1.30% 8/17/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6692 | &nbsp;&nbsp;&nbsp;&nbsp;6481 |
| LAD Auto Receivables Trust, Series 2021-1A, Class B, 1.94% 11/16/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
| LAD Auto Receivables Trust, Series 2022-1, Class A, 5.21% 6/15/2027<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10323 | &nbsp;&nbsp;10138 |
| LAD Auto Receivables Trust, Series 2022-1, Class B, 5.87% 9/15/2027<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
| LCM, LP, Series 2020A, Class CR, (3-month USD-LIBOR + 1.95%) 6.193% 10/20/2027<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| Longfellow Place CLO, Ltd., Series 2013-1A, Class AR3,<br> (3-month USD-LIBOR + 1.00%) 5.079% 4/15/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411 | &nbsp;&nbsp;&nbsp;&nbsp;4383 |
| Madison Park Funding, Ltd., CLO, Series 2015-17A, Class AR2,<br> (3-month USD-LIBOR + 1.00%) 5.278% 7/21/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30590 | &nbsp;&nbsp;30063 |
| Madison Park Funding, Ltd., CLO, Series 2017-23A, Class AR,<br> (3-month USD-LIBOR + 0.97%) 5.328% 7/27/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
| Madison Park Funding, Ltd., CLO, Series 2019-34, Class BR,<br> (3-month USD-LIBOR + 1.65%) 6.008% 4/25/2032<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
| Madison Park Funding, Ltd., CLO, Series 2021-48A, Class A,<br> (3-month USD-LIBOR + 1.15%) 5.377% 4/19/2033<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
| Marathon CLO, Ltd., Series 2017-9A, Class A1AR, (3-month USD-LIBOR + 1.15%) 5.229% 4/15/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12768 | &nbsp;&nbsp;12625 |
| Marathon Static CLO, Ltd., Series 2022-18A, Class A1, (3-month USD-LIBOR + 2.22%) 5.07% 7/20/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4827 | &nbsp;&nbsp;&nbsp;&nbsp;4807 |
| Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A, 1.54% 3/20/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7401 |
| MidOcean Credit CLO, Series 2016-6, Class ARR, (3-month USD-LIBOR + 1.07%) 5.313% 4/20/2033<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1941 |
| Mission Lane Credit Card Master Trust, Series 2021-A, Class A, 1.59% 9/15/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12936 | &nbsp;&nbsp;12456 |
| Mountain View Funding, Series 2017-1, Class AR, CLO, 5.169% 10/16/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 |
| MP CLO III, Ltd., Series 2013-1, Class AR, (3-month USD-LIBOR + 1.25%) 5.493% 10/20/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| Navient Student Loan Trust, Series 2021-A, Class A, 0.84% 5/15/2069<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969 | &nbsp;&nbsp;&nbsp;&nbsp;2538 |
| Navient Student Loan Trust, Series 2021-B, Class A, 0.94% 7/15/2069<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5129 | &nbsp;&nbsp;&nbsp;&nbsp;4334 |
| Navient Student Loan Trust, Series 2021-C, Class A, 1.06% 10/15/2069<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10373 | &nbsp;&nbsp;&nbsp;&nbsp;8968 |
| Navient Student Loan Trust, Series 2021-EA, Class A, 0.97% 12/16/2069<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10714 | &nbsp;&nbsp;&nbsp;&nbsp;8863 |
| Navient Student Loan Trust, Series 2021-FA, Class A, 1.11% 2/18/2070<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5716 | &nbsp;&nbsp;&nbsp;&nbsp;4689 |
| Navient Student Loan Trust, Series 2021-G, Class A, 1.58% 4/15/2070<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17230 | &nbsp;&nbsp;14552 |
| Nelnet Student Loan Trust, Series 2021-C, Class AFX, 1.32% 4/20/2062<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17264 | &nbsp;&nbsp;15210 |
| Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13541 | &nbsp;&nbsp;11940 |
| Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/2062<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27247 | &nbsp;&nbsp;24014 |
| Neuberger Berman CLO, Ltd., Series 2014-17, Class CR2, (3-month USD-LIBOR + 2.00%) 6.325% 4/22/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
| Neuberger Berman CLO, Ltd., Series 2017-25, Class AR, (3-month USD-LIBOR + 0.93%) 5.124% 10/18/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061<sup>3,4</sup> | USD61,588 | $52190 |
| Newark BSL CLO 1, Ltd., Series 2016-1, Class BR, (3-month USD-LIBOR + 2.00%) 6.358% 12/21/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1105 |
| Newark BSL CLO 2, Ltd., Series 2017-1A, Class A1R,<br> (3-month USD-LIBOR + 0.97%) 5.328% 7/25/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5372 | &nbsp;&nbsp;&nbsp;&nbsp;5304 |
| Northwoods Capital, Ltd., Series 18-11B, Class A1, (3-month USD-LIBOR + 1.10%) 5.327% 4/19/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
| Oaktree CLO, Ltd., Series 2018-1, Class A2, (3-month USD-LIBOR + 1.85%) 6.093% 10/20/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| OCP CLO, Ltd., Series 2020-8RA, Class A1, (3-month USD-LIBOR + 1.22%) 5.299% 1/17/2032<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
| OCP CLO, Ltd., Series 2019-16A, Class AR, (3-month USD-LIBOR + 1.00%) 4.909% 4/10/2033<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| Octagon Investment Partners 32, Ltd., CLO, Series 2017-1, Class A1R,<br> (3-month USD-LIBOR + 0.95%) 5.029% 7/15/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| Octagon Investment Partners XVI, Ltd., CLO, Series 2013-1, Class BR,<br> (3-month USD-LIBOR + 1.60%) 5.679% 7/17/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1683 |
| Octagon Investment Partners XVII, Ltd., CLO, Series 2013-1, Class CR2,<br> (3-month USD-LIBOR + 1.70%) 6.058% 1/25/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
| Octagon Loan Funding, Ltd., Series 2014-1, Class ARR,<br> (3-month USD-LIBOR + 1.18%) 5.854% 11/18/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1524 |
| OnDeck Asset Securitization Trust, LLC, Series 2021-1A, Class A, 1.59% 5/17/2027<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8688 | &nbsp;&nbsp;&nbsp;&nbsp;7906 |
| Oportun Funding, LLC, Series 2021-A, Class A, 1.21% 3/8/2028<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;8441 |
| Oportun Funding, LLC, Series 2021-B, Class A, 1.47% 5/8/2031<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 | &nbsp;&nbsp;&nbsp;&nbsp;7518 |
| Option One Mortgage Loan Trust, Series 2005-3, Class M2, (1-month USD-LIBOR + 0.735%) 4.751% 8/25/2035<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| Palmer Square Loan Funding, CLO, Series 2020-4, Class A1,<br> (3-month USD-LIBOR + 1.00%) 5.757% 11/25/2028<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20154 | &nbsp;&nbsp;19982 |
| Palmer Square Loan Funding, CLO, Series 2021-1, Class A1,<br> (3-month USD-LIBOR + 0.90%) 5.143% 4/20/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6907 | &nbsp;&nbsp;&nbsp;&nbsp;6827 |
| Palmer Square Loan Funding, CLO, Series 2021-4A, Class A1,<br> (3-month USD-LIBOR + 0.80%) 4.879% 10/15/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10539 | &nbsp;&nbsp;10403 |
| Palmer Square Loan Funding, CLO, Series 2021-4A, Class A2,<br> (3-month USD-LIBOR + 1.40%) 5.479% 10/15/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4278 | &nbsp;&nbsp;&nbsp;&nbsp;4126 |
| Palmer Square Loan Funding, CLO, Series 2022-1A, Class A1,<br> (3-month USD CME Term SOFR + 1.05%) 4.914% 4/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;5336 |
| Palmer Square Loan Funding, CLO, Series 2022-5, Class A1,<br> (3-month USD CME Term SOFR + 1.56%) 4.084% 1/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;22847 |
| Palmer Square Loan Funding, CLO, Series 2022-3, Class A1A,<br> (3-month USD CME Term SOFR + 1.82%) 5.825% 4/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;15999 |
| Palmer Square Loan Funding, CLO, Series 2022-3, Class B,<br> (3-month USD CME Term SOFR + 3.75%) 7.755% 4/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3986 |
| Palmer Square, Ltd., Series 2013-2A, Class A1A3, (3-month USD-LIBOR + 1.00%) 5.079% 10/17/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 | &nbsp;&nbsp;&nbsp;&nbsp;2797 |
| PFS Financing Corp., Series 2022-D, Class A, 4.27% 8/16/2027<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;7894 |
| PPM CLO, Ltd., Series 2022-6, Class A, (3-month USD CME Term SOFR + 2.45%) 2.45% 1/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9947 | &nbsp;&nbsp;&nbsp;&nbsp;9947 |
| PPM CLO, Ltd., Series 2022-6, Class C, (3-month USD CME Term SOFR + 4.50%) 4.90% 1/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2500 |
| Prodigy Finance DAC, Series 2021-1A, Class A, (1-month USD-LIBOR + 1.25%) 5.294% 7/25/2051<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 | &nbsp;&nbsp;&nbsp;&nbsp;1410 |
| Progress Residential Trust, Series 2019-SFR4, Class A, 2.687% 10/17/2036<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
| Race Point CLO, Ltd., Series 2015-9A, Class A1A2, (3-month USD-LIBOR + 0.94%) 5.019% 10/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23025 | &nbsp;&nbsp;22682 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2022-3, Class A, 5.38% 11/25/2030<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13628 | &nbsp;&nbsp;13256 |
| Rockford Tower CLO, Ltd., Series 2017-3, Class A, (3-month USD-LIBOR + 1.19%) 5.433% 10/20/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1382 |
| Rockford Tower CLO, Ltd., Series 2018-1, Class A, (3-month USD-LIBOR + 1.10%) 5.775% 5/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
| RRAM, CLO, Series 2018-3, Class A1R2, (3-month USD-LIBOR + 1.09%) 5.169% 1/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;3455 |
| RRAM, CLO, Series 2018-3, Class A2R2, (3-month USD-LIBOR + 1.40%) 5.479% 1/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
| RRAM, CLO, Series 2022-24, Class A1, (3-month USD CME Term SOFR + 2.40%) 2.40% 1/15/2032<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class A2, 3.98% 1/15/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10431 | &nbsp;&nbsp;10356 |
| Santander Drive Auto Receivables Trust, Series 2022-3, Class A2, 2.76% 3/17/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;5344 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class A2, 4.37% 5/15/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class A2, 4.05% 7/15/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5967 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class A2, 5.81% 1/15/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12963 | &nbsp;&nbsp;12953 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class A3, 4.11% 8/17/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14355 | &nbsp;&nbsp;14041 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class A3, 4.49% 11/16/2026<sup>3</sup> | USD6,539 | &nbsp;&nbsp;$6441 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class B, 4.43% 3/15/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;3174 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class A3, 5.75% 4/15/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008 | &nbsp;&nbsp;&nbsp;&nbsp;3011 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class B, 4.72% 6/15/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5115 | &nbsp;&nbsp;&nbsp;&nbsp;4971 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class B, 4.42% 11/15/2027<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4495 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class B, 5.95% 1/17/2028<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521 | &nbsp;&nbsp;&nbsp;&nbsp;1527 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class C, 4.74% 10/15/2028<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class C, 4.96% 11/15/2028<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994 | &nbsp;&nbsp;&nbsp;&nbsp;4825 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class C, 6.69% 3/17/2031<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
| SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07% 1/15/2053<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229 | &nbsp;&nbsp;&nbsp;&nbsp;1874 |
| Sound Point CLO, Ltd., Series 2015-1RA, Class AR, (3-month USD-LIBOR + 1.08%) 5.159% 4/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16955 | &nbsp;&nbsp;16732 |
| Sound Point CLO, Ltd., Series 2013-3R, Class A, (3-month USD-LIBOR + 1.15%) 5.344% 4/18/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 |
| Sound Point CLO, Ltd., Series 2013-3R, Class C, (3-month USD-LIBOR + 2.25%) 6.444% 4/18/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1118 |
| Sound Point CLO, Ltd., Series 2014-1R, Class A, (3-month USD-LIBOR + 1.15%) 5.344% 7/18/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6809 |
| Sprite, Ltd., Series 2021-1, Class A, 3.75% 11/15/2046<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9115 | &nbsp;&nbsp;&nbsp;&nbsp;7835 |
| Steele Creek CLO, Ltd., Series 2017-1, Class A, (3-month USD-LIBOR + 1.25%) 5.329% 10/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5646 | &nbsp;&nbsp;&nbsp;&nbsp;5550 |
| Steele Creek CLO, Ltd., Series 2014-1RA, Class A, (3-month USD-LIBOR + 1.07%) 5.348% 4/21/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
| Stonepeak Infrastructure Partners, Series 2021-1A, Class AA, 2.301% 2/28/2033<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3816 | &nbsp;&nbsp;&nbsp;&nbsp;3392 |
| Stratus Static CLO, Ltd., Series 2021-3, Class A, (3-month USD CME Term SOFR + 0.95%) 5.193% 12/29/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032 | &nbsp;&nbsp;&nbsp;&nbsp;2994 |
| Stratus Static CLO, Ltd., Series 2022-1, Class A, (3-month USD CME Term SOFR + 1.75%) 5.713% 7/20/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14883 | &nbsp;&nbsp;14869 |
| Stratus Static CLO, Ltd., Series 2022-2, Class A, (3-month USD CME Term SOFR + 1.90%) 5.863% 7/20/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5248 | &nbsp;&nbsp;&nbsp;&nbsp;5235 |
| Stratus Static CLO, Ltd., Series 2022-3, Class A, (3-month USD CME Term SOFR + 2.15%) 4.25% 10/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;11000 |
| Stratus Static CLO, Ltd., Series 2022-3, Class C, (3-month USD CME Term SOFR + 4.00%) 8.077% 10/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
| SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16457 | &nbsp;&nbsp;14949 |
| Symphony Static CLO, Ltd., Series 2021-1, Class A, (3-month USD-LIBOR + 0.83%) 5.188% 10/25/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2284 | &nbsp;&nbsp;&nbsp;&nbsp;2250 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682 | &nbsp;&nbsp;&nbsp;&nbsp;3210 |
| TCI-Flatiron CLO, Ltd., Series 2016-1A, Class AR3,<br> (3-month USD CME Term SOFR + 1.10%) 5.029% 1/17/2032<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
| Textainer Marine Containers, Ltd., Series 2020-1A, Class A, 2.73% 8/21/2045<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3612 | &nbsp;&nbsp;&nbsp;&nbsp;3140 |
| Textainer Marine Containers, Ltd., Series 2021-1A, Class A, 1.68% 2/20/2046<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2169 | &nbsp;&nbsp;&nbsp;&nbsp;1811 |
| Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;4606 |
| TICP CLO, Ltd., Series 2018-10, Class B, (3-month USD-LIBOR + 1.47%) 5.713% 4/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| Toyota Auto Loan Extended Note Trust, Series 2019-1, Class A, 2.56% 11/25/2031<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9579 |
| Trinitas CLO, Ltd., Series 2017-7, Class A1R, (3-month USD-LIBOR + 1.20%) 5.558% 1/25/2035<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14408 | &nbsp;&nbsp;12271 |
| Upland CLO, Ltd., Series 16-1, Class A1AR, (3-month USD-LIBOR + 1.02%) 5.263% 4/20/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1280 |
| Venture XVII CLO, Ltd., Series 2014-17, Class ARR,<br> (3-month USD-LIBOR + 0.88%) 4.959% 4/15/2027<sup>3,5,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;1284 |
| Verizon Master Trust, Series 2022-7, Class A1A, 5.23% 11/22/2027 (5.98% on 11/20/2024)<sup>3,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8729 | &nbsp;&nbsp;&nbsp;&nbsp;8721 |
| Verizon Master Trust, Series 2022-6, Class A, 3.67% 1/22/2029 (4.42% on 8/20/2025)<sup>3,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6457 | &nbsp;&nbsp;&nbsp;&nbsp;6267 |
| Verizon Owner Trust, Series 2019-C, Class A1A, 1.94% 4/22/2024<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
| Voya, Ltd., CLO, Series 2015-1, Class A1R, (3-month USD-LIBOR + 0.90%) 5.094% 1/18/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| Voya, Ltd., CLO, Series 2015-1, Class A2R, (3-month USD-LIBOR + 1.25%) 5.444% 1/18/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
| Voya, Ltd., CLO, Series 2013-1, Class BR, (3-month USD-LIBOR + 1.90%) 5.979% 10/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
| Voya, Ltd., CLO, Series 2019-1A, Class AR, (3-month USD-LIBOR + 1.06%) 5.139% 4/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| Voya, Ltd., CLO, Series 2018-2, Class C1, (3-month USD-LIBOR + 1.85%) 5.929% 7/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
| Voya, Ltd., CLO, Series 2016-3, Class A1R, (3-month USD-LIBOR + 1.19%) 5.384% 10/18/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| Wellfleet CLO, Ltd., Series 2015-1, Class AR4, (3-month USD-LIBOR + 0.89%) 5.133% 7/20/2029<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| Wellfleet CLO, Ltd., Series 2022-1, Class C, (3-month USD CME Term SOFR + 2.85%) 6.714% 4/15/2034<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| Westlake Automobile Receivables Trust, Series 2021-3A, Class A2, 0.57% 9/16/2024<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7974 | &nbsp;&nbsp;&nbsp;&nbsp;7910 |
| Westlake Automobile Receivables Trust, Series 2020-2, Class C, 2.01% 7/15/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp;&nbsp;&nbsp;1865 |
| Westlake Automobile Receivables Trust, Series 2022-3, Class A2, 5.24% 7/15/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;24833 |
| Westlake Automobile Receivables Trust, Series 2022-2A, Class A2A, 3.36% 8/15/2025<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20959 | &nbsp;&nbsp;20641 |
| Westlake Automobile Receivables Trust, Series 2022-3, Class C, 5.49% 7/15/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12560 | &nbsp;&nbsp;12448 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Westlake Automobile Receivables Trust, Series 2022-3, Class B, 5.99% 12/15/2027<sup>3,4</sup> | USD20,880 | &nbsp;&nbsp;&nbsp;&nbsp;$20838 |
| Westlake Automobile Receivables Trust, Series 2022-3, Class C, 6.44% 12/15/2027<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 |
| Whitehorse CLO, Ltd., Series 2018-12, Class A, (3-month USD-LIBOR + 1.25%) 5.329% 10/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289 |
| Wind River CLO, Ltd., Series 2018-1, Class B, (3-month USD-LIBOR + 1.65%) 5.729% 7/15/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| Wind River CLO, Ltd., Series 2013-2A, Class AR2, (3-month USD-LIBOR + 1.00%) 5.194% 10/18/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2647 |
| Wind River CLO, Ltd., Series 2014-2, Class AR, (3-month USD-LIBOR + 1.14%) 5.219% 1/15/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 |
|  |  | &nbsp;&nbsp;1787662 |
| **Mortgage-backed obligations 11.90%<br> Collateralized mortgage-backed obligations (privately originated) 4.66%** |  |  |
| Argent Securities, Inc., Series 2005-W2, Class M1, 4.751% 10/25/2035<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1919 |
| Arroyo Mortgage Trust, Series 2021-1R, Class A1, 1.175% 10/25/2048<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934 |
| Arroyo Mortgage Trust, Series 2019-1, Class A1, 3.805% 1/25/2049<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4384 |
| Arroyo Mortgage Trust, Series 2019-2, Class A2, 3.498% 4/25/2049<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
| Arroyo Mortgage Trust, Series 2019-2, Class A3, 3.80% 4/25/2049<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3359 |
| Arroyo Mortgage Trust, Series 2020-1, Class A1A, 1.662% 3/25/2055<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1712 |
| Arroyo Mortgage Trust, Series 2022-1, Class A1A, 2.495% 12/25/2056 (3.495% on 2/25/2026)<sup>3,4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9377 |
| BINOM Securitization Trust, Series 2022-RPL1, Class A1, 3.00% 2/25/2061<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3739 |
| BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1, 2.00% 5/25/2059<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11161 |
| BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.50% 5/26/2059<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6555 |
| BRAVO Residential Funding Trust, Series 2022-RPL1, Class A1, 2.75% 9/25/2061<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 |
| BRAVO Residential Funding Trust, Series 2022-NQM1, Class A1, 3.626% 9/25/2061 (4.626% on 2/25/2026)<sup>3,4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 |
| BRAVO Residential Funding Trust, Series 2022-NQM2, Class A1, 4.272% 11/25/2061 (5.272% on 5/25/2026)<sup>3,4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 |
| BRAVO Residential Funding Trust, Series 2022-NQM3, Class A1, 5.108% 7/25/2062 (6.108% on 9/1/2026)<sup>3,4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7775 |
| BRAVO Residential Funding Trust, Series 2022-R1, Class A, 3.125% 1/29/2070 (6.125% on 1/29/2025)<sup>3,4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357 |
| Bunker Hill Loan Depositary Trust, Series 2019-2, Class A1, 2.879% 7/25/2049<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189 |
| Cascade Funding Mortgage Trust, Series 2020-HB4, Class A, 0.946% 12/26/2030<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4205 |
| Cascade Funding Mortgage Trust, Series 2021-HB5, Class A, 0.801% 2/25/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2544 |
| Cascade Funding Mortgage Trust, Series 2021-HB7, Class A, 1.151% 10/27/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 |
| Cascade Funding Mortgage Trust, Series 2021-HB7, Class M1, 2.125% 10/27/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| Cascade Funding Mortgage Trust, Series 2021-HB6, Class A, 0.898% 6/25/2036<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24858 |
| Cascade Funding Mortgage Trust, Series 2018-RM2, Class A, 4.00% 10/25/2068<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 |
| CIM Trust, Series 2017-M1, Class M1, 3.50% 4/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25121 |
| CIM Trust, Series 2018-R3, Class A1, 5.00% 12/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7231 |
| CIM Trust, Series 2022-R2, Class A1, 3.75% 12/25/2061<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14751 |
| Citigroup Mortgage Loan Trust, Series 2020-EXP1, Class A1A, 1.804% 5/25/2060<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 |
| COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.853% 3/25/2065<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
| COLT Mortgage Loan Trust, Series 2021-5, Class A1, 1.726% 11/26/2066<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9349 |
| Credit Suisse Mortgage Trust, Series 2020-NET, Class A, 2.257% 8/15/2037<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 |
| Credit Suisse Mortgage Trust, Series 2019-RPL1, Class A1A, 3.65% 7/25/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
| Credit Suisse Mortgage Trust, Series 2017-RPL3, Class A1, 2.00% 1/25/2060<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6287 |
| Credit Suisse Mortgage Trust, Series 2022-ATH3, Class A1, 9.982% 8/25/2067<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9176 |
| Finance of America Structured Securities Trust, Series 2019-JR2, Class A1, 2.00% 6/25/2069<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14945 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA1, Class M3,<br> (1-month USD-LIBOR + 3.30%) 7.316% 10/25/2027<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M3,<br> (1-month USD-LIBOR + 4.70%) 8.716% 4/25/2028<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2016-DNA1, Class M3,<br> (1-month USD-LIBOR + 5.55%) 9.566% 7/25/2028<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA2, Class M1,<br> (30-day Average USD-SOFR + 0.80%) 4.321% 8/25/2033<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A,<br> (30-day Average USD-SOFR + 2.15%) 5.671% 9/25/2042<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA1, Class M2,<br> (1-month USD-LIBOR + 1.70%) 5.716% 1/25/2050<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Collateralized mortgage-backed obligations (privately originated) (continued)** | Principal amount<br> (000) | Value<br> (000) |
| GCAT Trust, Series 2021-NQM6, Class A1, 1.855% 8/25/2066<sup>3,4,5</sup> | USD25,574 | $21611 |
| GS Mortgage-Backed Securities Trust, Series 2020-PJ4, Class A2, 3.00% 1/25/2051<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;1391 |
| Home Partners of America Trust, Series 2021-2, Class A, 1.901% 12/17/2026<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6463 | &nbsp;&nbsp;&nbsp;&nbsp;5581 |
| Home Partners of America Trust, Series 2022-1, Class A, 3.93% 4/17/2039<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;1045 |
| Homeward Opportunities Fund Trust, Series 2020-2, 1.657% 5/25/2065<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
| Homeward Opportunities Fund Trust, Series 2020-2, Class A2, 2.635% 5/25/2065<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| Hundred Acre Wood Trust, Series 2021-INV1, Class A3, 2.50% 7/25/2051<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp;&nbsp;&nbsp;1765 |
| Imperial Fund Mortgage Trust, Series 2022-NQM7, Class A1, 7.369% 11/25/2067<sup>3,4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10531 | &nbsp;&nbsp;10551 |
| JPMorgan Mortgage Acquisition Corp., Series 2006-HE1, Class A4,<br> (1-month USD-LIBOR + 0.58%) 4.624% 1/25/2036<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| JPMorgan Mortgage Trust, Series 2018-3, Class A1, 3.50% 9/25/2048<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| JPMorgan Mortgage Trust, Series 2019-1, Class A3, 4.00% 5/25/2049<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| Legacy Mortgage Asset Trust, Series 2019-GS7, Class A1, 3.25% 11/25/2059<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18473 | &nbsp;&nbsp;18130 |
| Legacy Mortgage Asset Trust, Series 2020-GS4, Class A1, 3.25% 2/25/2060<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19005 | &nbsp;&nbsp;18622 |
| Legacy Mortgage Asset Trust, Series 2022-GS1, Class A1, 4.00% 2/25/2061 (7.00% on 4/25/2025)<sup>3,4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13424 | &nbsp;&nbsp;12489 |
| Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 1.75% 4/25/2061<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 | &nbsp;&nbsp;&nbsp;&nbsp;2346 |
| Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1, 2.25% 7/25/2067 (5.25% on 11/25/2024)<sup>3,4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7503 | &nbsp;&nbsp;&nbsp;&nbsp;6703 |
| Mello Warehouse Securitization Trust, Series 2021-3, Class A,<br> (1-month USD-LIBOR + 0.85%) 4.894% 11/25/2055<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27731 | &nbsp;&nbsp;26801 |
| MetLife Securitization Trust, Series 2018-1A, Class A, 3.75% 3/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| MFRA Trust, Series 2020-NQM1, Class A1, 1.479% 3/25/2065<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2253 |
| Mill City Mortgage Trust, Series 15-1, Class M2, 3.662% 6/25/2056<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3909 | &nbsp;&nbsp;&nbsp;&nbsp;3866 |
| Mill City Mortgage Trust, Series 2016-1, Class M2, 3.35% 4/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8717 |
| Mill City Mortgage Trust, Series 2019-3, Class A1, 3.50% 8/26/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| Mill City Mortgage Trust, Series 2019-GS2, Class A1, 2.75% 8/25/2059<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 | &nbsp;&nbsp;&nbsp;&nbsp;2615 |
| Mill City Mortgage Trust, Series 2019-1, Class A1, 3.25% 10/25/2069<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;5101 |
| New Residential Mortgage Loan Trust, Series 2016-2, Class A1, 3.75% 11/26/2035<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75% 8/25/2055<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
| New Residential Mortgage Loan Trust, Series 2016-1A, Class A1, 3.75% 3/25/2056<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1, 3.50% 12/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442 | &nbsp;&nbsp;&nbsp;&nbsp;2305 |
| New Residential Mortgage Loan Trust, Series 2019-2A, Class A1, 4.25% 12/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| New Residential Mortgage Loan Trust, Series 2018-5A, Class A1, 4.75% 12/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 | &nbsp;&nbsp;&nbsp;&nbsp;1156 |
| New Residential Mortgage Loan Trust, Series 2018-3A, Class A1, 4.50% 5/27/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1, 2.75% 7/25/2059<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;1530 |
| New Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1, 2.75% 11/25/2059<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12595 | &nbsp;&nbsp;11498 |
| NewRez Warehouse Securitization Trust, Series 2021-1, Class A,<br> (1-month USD-LIBOR + 0.75%) 4.794% 5/25/2055<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29699 | &nbsp;&nbsp;29118 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2020-EXP3, Class 2A1A, 4.944% 6/25/2060<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| PRKCM Trust, Series 2021-AFC2, Class A1, 2.071% 11/25/2056<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10817 | &nbsp;&nbsp;&nbsp;&nbsp;8976 |
| Progress Residential Trust, Series 2019-SFR3, Class A, 2.271% 9/17/2036<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20791 | &nbsp;&nbsp;19664 |
| Progress Residential Trust, Series 2020-SFR2, Class A, 2.078% 6/18/2037<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 | &nbsp;&nbsp;&nbsp;&nbsp;3084 |
| Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| Reverse Mortgage Investment Trust, Series 2021-HB1, Class A, 1.259% 11/25/2031<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 | &nbsp;&nbsp;&nbsp;&nbsp;3751 |
| RMF Proprietary Issuance Trust, Series 2019-1, Class A, 2.75% 10/25/2063<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2272 | &nbsp;&nbsp;&nbsp;&nbsp;2100 |
| Towd Point Mortgage Trust, Series 2015-3, Class M2, 4.00% 3/25/2054<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| Towd Point Mortgage Trust, Series 2016-1, Class M1, 3.50% 2/25/2055<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17745 | &nbsp;&nbsp;17395 |
| Towd Point Mortgage Trust, Series 2015-4, Class M2, 3.75% 4/25/2055<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11417 | &nbsp;&nbsp;11052 |
| Towd Point Mortgage Trust, Series 2015-4, Class M1, 3.75% 4/25/2055<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
| Towd Point Mortgage Trust, Series 2015-5, Class M1, 3.50% 5/25/2055<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 | &nbsp;&nbsp;&nbsp;&nbsp;1179 |
| Towd Point Mortgage Trust, Series 2016-2, Class A2, 3.00% 8/25/2055<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453 | &nbsp;&nbsp;&nbsp;&nbsp;1428 |
| Towd Point Mortgage Trust, Series 2016-2, Class M1, 3.00% 8/25/2055<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |
| Towd Point Mortgage Trust, Series 2016-4, Class A2, 3.00% 7/25/2056<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 | &nbsp;&nbsp;&nbsp;&nbsp;1639 |
| Towd Point Mortgage Trust, Series 2016-4, Class M2, 3.75% 7/25/2056<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538 | &nbsp;&nbsp;&nbsp;&nbsp;2368 |
| Towd Point Mortgage Trust, Series 2016-5, Class A1, 2.50% 10/25/2056<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Collateralized mortgage-backed obligations (privately originated) (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75% 10/25/2056<sup>3,4,5</sup> | USD2,775 | &nbsp;&nbsp;&nbsp;&nbsp;$2727 |
| Towd Point Mortgage Trust, Series 2017-1, Class A2, 3.50% 10/25/2056<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 |
| Towd Point Mortgage Trust, Series 2017-5, Class A1, 4.616% 2/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 |
| Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75% 4/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| Towd Point Mortgage Trust, Series 2017-2, Class M1, 3.75% 4/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 |
| Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75% 7/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| Towd Point Mortgage Trust, Series 2017-3, Class M1, 3.50% 7/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115 |
| Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 10/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026 |
| Towd Point Mortgage Trust, Series 2015-2, Class 2B1, 4.076% 11/25/2057<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00% 1/25/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7632 |
| Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75% 3/25/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4577 |
| Towd Point Mortgage Trust, Series 2018-6, Class A1A, 3.75% 3/25/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202 |
| Towd Point Mortgage Trust, Series 2018-3, Class A1, 3.75% 5/25/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6097 |
| Towd Point Mortgage Trust, Series 2019-HY2, Class A1, (1-month USD-LIBOR + 1.00%) 5.044% 5/25/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018 |
| Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00% 6/25/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016 |
| Towd Point Mortgage Trust, Series 2018-5, Class A1, 3.25% 7/25/2058<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
| Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75% 10/25/2060<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424 |
| Towd Point Mortgage Trust, Series 2015-2, Class 1M2, 3.414% 11/25/2060<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 |
| Tricon American Homes Trust, Series 2020-SFR2, Class A, 1.482% 11/17/2039<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370 |
| Tricon Residential Trust, Series 2021-SFR1, Class A, 1.943% 7/17/2038<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7021 |
| Verus Securitization Trust, Series 2020-2, Class A1, 2.226% 5/25/2060<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  |  | &nbsp;&nbsp;543978 |
| **Federal agency mortgage-backed obligations 4.50%** |  |  |
| Fannie Mae Pool #AD2028 4.50% 3/1/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
| Fannie Mae Pool #555538 2.731% 5/1/2033<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| Fannie Mae Pool #888521 2.792% 3/1/2034<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
| Fannie Mae Pool #889579 6.00% 5/1/2038<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
| Fannie Mae Pool #AL0095 6.00% 7/1/2038<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| Fannie Mae Pool #889983 6.00% 10/1/2038<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
| Fannie Mae Pool #AI8806 5.00% 8/1/2041<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
| Fannie Mae Pool #AB9584 3.50% 6/1/2043<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Fannie Mae Pool #BK2010 4.00% 4/1/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Fannie Mae Pool #BK5305 4.00% 6/1/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Fannie Mae Pool #BV8896 4.50% 6/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| Fannie Mae Pool #MA4656 4.50% 7/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| Fannie Mae Pool #BW7327 4.50% 8/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| Fannie Mae Pool #BW5789 4.50% 8/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
| Fannie Mae Pool #BW8745 4.50% 10/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7909 |
| Fannie Mae Pool #BX0097 4.50% 10/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
| Fannie Mae Pool #MA4784 4.50% 10/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| Fannie Mae Pool #CB4800 4.50% 10/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
| Fannie Mae Pool #MA4805 4.50% 11/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| Fannie Mae Pool #BM6736 4.50% 11/1/2059<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;12435 |
| Fannie Mae Pool #BF0548 3.00% 7/1/2061<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9756 |
| Fannie Mae, Series 2016-M2, Class AV2, Multi Family, 2.152% 1/25/2023<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
| Fannie Mae, Series 2013-M12, Class APT, Multi Family, 2.529% 3/25/2023<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| Fannie Mae, Series 2017-M3, Class AV2, Multi Family, 2.623% 5/25/2024<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
| Fannie Mae, Series 2017-M10, Class AV2, Multi Family, 2.625% 7/25/2024<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3533 |
| Fannie Mae, Series 2017-M15, Class AV2, Multi Family, 2.655% 11/25/2024<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238 |
| Fannie Mae, Series 2016-M5, Class A1, Multi Family, 2.073% 4/25/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| Fannie Mae, Series 2016-M9, Class A1, Multi Family, 2.003% 6/25/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Fannie Mae, Series 2016-M11, Class A1, Multi Family, 2.08% 7/25/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Federal agency mortgage-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Fannie Mae, Series 2016-M12, Class A1, Multi Family, 2.132% 9/25/2026<sup>3</sup> | USD182 | &nbsp;&nbsp;&nbsp;&nbsp;$180 |
| Fannie Mae, Series 2017-M7, Class A2, Multi Family, 2.961% 2/25/2027<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Freddie Mac Pool #G14740 5.50% 12/1/2024<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Freddie Mac Pool #781228 2.375% 2/1/2034<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| Freddie Mac Pool #A23893 5.50% 7/1/2034<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| Freddie Mac Pool #782818 3.965% 11/1/2034<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
| Freddie Mac Pool #1H2524 3.006% 8/1/2035<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
| Freddie Mac Pool #1L1292 3.708% 1/1/2036<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 |
| Freddie Mac Pool #G02162 5.50% 5/1/2036<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Freddie Mac Pool #848751 3.168% 6/1/2036<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| Freddie Mac Pool #848365 3.672% 7/1/2036<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| Freddie Mac Pool #760014 2.745% 8/1/2045<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
| Freddie Mac Pool #SI2002 4.00% 3/1/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| Freddie Mac Pool #QF1189 4.50% 10/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
| Freddie Mac Pool #QF2182 4.50% 10/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| Freddie Mac Pool #SD8266 4.50% 11/1/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| Freddie Mac, Series K030, Class A2, Multi Family, 3.25% 4/25/2023<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| Freddie Mac, Series K036, Class A2, Multi Family, 3.527% 10/25/2023<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;2061 |
| Freddie Mac, Series K037, Class A2, Multi Family, 3.49% 1/25/2024<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1965 |
| Freddie Mac, Series K727, Class A2, Multi Family, 2.946% 7/25/2024<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1383 | &nbsp;&nbsp;&nbsp;&nbsp;1342 |
| Freddie Mac, Series K044, Class A2, Multi Family, 2.811% 1/25/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 |
| Freddie Mac, Series K049, Class A2, Multi Family, 3.01% 7/25/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| Freddie Mac, Series K052, Class A2, Multi Family, 3.151% 11/25/2025<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;1995 |
| Freddie Mac, Series K054, Class A2, Multi Family, 2.745% 1/25/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
| Freddie Mac, Series K734, Class A2, Multi Family, 3.208% 2/25/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp;4425 |
| Freddie Mac, Series K057, Class A2, Multi Family, 2.57% 7/25/2026<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| Freddie Mac, Series K070, Class A2, Multi Family, 3.303% 11/25/2027<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 1/25/2056<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5051 | &nbsp;&nbsp;&nbsp;&nbsp;4756 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/2056<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7589 | &nbsp;&nbsp;&nbsp;&nbsp;7099 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 8/25/2056<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;7066 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 6/25/2057<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 6/25/2057<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T, 4.50% 6/25/2057<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4273 | &nbsp;&nbsp;&nbsp;&nbsp;4191 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 8/25/2057<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6274 | &nbsp;&nbsp;&nbsp;&nbsp;5988 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-4, Class MA, 3.50% 3/25/2058<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA, 3.50% 7/25/2058<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;1096 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.50% 8/25/2058<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8814 | &nbsp;&nbsp;&nbsp;&nbsp;8374 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 2/25/2059<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1741 | &nbsp;&nbsp;&nbsp;&nbsp;1626 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50% 6/25/2028<sup>3</sup> | &nbsp;&nbsp;12865 | &nbsp;&nbsp;12347 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-1, Class A1, 3.50% 5/25/2029<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;&nbsp;1995 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C, 2.75% 11/25/2029<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
| Government National Mortgage Assn. 4.50% 12/1/2052<sup>3,8</sup> | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9797 |
| Government National Mortgage Assn. 5.00% 12/1/2052<sup>3,8</sup> | &nbsp;&nbsp;85000 | &nbsp;&nbsp;84947 |
| Government National Mortgage Assn. Pool #MA5332 5.00% 7/20/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Government National Mortgage Assn. Pool #MA5653 5.00% 12/20/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1847 | &nbsp;&nbsp;&nbsp;&nbsp;1858 |
| Government National Mortgage Assn. Pool #MA5765 5.00% 2/20/2049<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| Government National Mortgage Assn. Pool #MA5878 5.00% 4/20/2049<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
| Government National Mortgage Assn. Pool #MA6042 5.00% 7/20/2049<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| Government National Mortgage Assn. Pool #714621 5.46% 8/20/2059<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| Government National Mortgage Assn. Pool #710074 4.72% 4/20/2061<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Government National Mortgage Assn. Pool #721648 5.05% 4/20/2061<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Government National Mortgage Assn. Pool #710077 4.70% 5/20/2061<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Government National Mortgage Assn. Pool #725876 4.858% 9/20/2061<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—<sup>9</sup> |
| Government National Mortgage Assn. Pool #710085 5.035% 9/20/2061<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |

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Short-Term Bond Fund of America — Page 11 of 22

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Federal agency mortgage-backed obligations (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Government National Mortgage Assn. Pool #725879 4.885% 10/20/2061<sup>3</sup> | &nbsp;&nbsp;USD1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1 |
| Government National Mortgage Assn. Pool #AC0975 4.353% 4/20/2063<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Government National Mortgage Assn. Pool #AC1008 4.353% 10/20/2063<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Government National Mortgage Assn. Pool #776094 4.853% 10/20/2063<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Government National Mortgage Assn. Pool #AG8041 4.368% 11/20/2063<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Government National Mortgage Assn. Pool #AG8060 4.33% 12/20/2063<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Government National Mortgage Assn. Pool #AG8069 4.247% 1/20/2064<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Government National Mortgage Assn. Pool #AC1026 4.352% 1/20/2064<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Government National Mortgage Assn. Pool #AG8070 4.368% 1/20/2064<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Government National Mortgage Assn. Pool #AG8081 4.25% 2/20/2064<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Government National Mortgage Assn. Pool #AG8082 4.362% 2/20/2064<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Government National Mortgage Assn. Pool #AG8076 4.96% 2/20/2064<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Government National Mortgage Assn. Pool #AG8149 3.997% 6/20/2064<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| Government National Mortgage Assn. Pool #767680 4.495% 6/20/2064<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Government National Mortgage Assn. Pool #AA7554 6.64% 7/20/2064<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| Government National Mortgage Assn. Pool #AO0461 4.629% 8/20/2065<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| Government National Mortgage Assn., Series 2012-H12, Class FT,<br> (1-year CMT Weekly Rate + 0.70%) 4.44% 5/20/2062<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
| Government National Mortgage Assn., Series 2012-H20, Class PT, 4.164% 7/20/2062<sup>3,5</sup> | 11822 | &nbsp;&nbsp;&nbsp;&nbsp;11791 |
| Government National Mortgage Assn., Series 2014-H08, Class FT,<br> (1-year CMT Weekly Rate + 0.60%) 4.397% 3/20/2064<sup>3,5</sup> | &nbsp;&nbsp;4028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4018 |
| Uniform Mortgage-Backed Security 3.00% 12/1/2052<sup>3,8</sup> | &nbsp;&nbsp;7555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6689 |
| Uniform Mortgage-Backed Security 3.50% 12/1/2052<sup>3,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Uniform Mortgage-Backed Security 4.00% 12/1/2052<sup>3,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| Uniform Mortgage-Backed Security 4.50% 12/1/2052<sup>3,8</sup> | 77646 | &nbsp;&nbsp;&nbsp;&nbsp;75596 |
| Uniform Mortgage-Backed Security 5.50% 12/1/2052<sup>3,8</sup> | 45700 | &nbsp;&nbsp;&nbsp;&nbsp;46233 |
| Uniform Mortgage-Backed Security 6.00% 12/1/2052<sup>3,8</sup> | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;51136 |
| Uniform Mortgage-Backed Security 6.50% 12/1/2052<sup>3,8</sup> | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;51476 |
| Uniform Mortgage-Backed Security 5.50% 1/1/2053<sup>3,8</sup> | 54300 | &nbsp;&nbsp;&nbsp;&nbsp;54904 |
|  |  | &nbsp;&nbsp;525453 |
| **Commercial mortgage-backed securities 2.74%** |  |  |
| AMSR Trust, Series 2019-SFR1, Class A, 2.774% 1/19/2039<sup>3,4</sup> | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 |
| Banc of America Commercial Mortgage, Inc., Series 2015-UBS7, Class A4, 3.705% 9/15/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| Bank of America Merrill Lynch Large Loan, Inc., Series 2015-200P, Class A, 3.218% 4/14/2033<sup>3,4</sup> | &nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5091 |
| BOCA Commercial Mortgage Trust, Series 2022-BOCA, Class A,<br> (1-month USD CME Term SOFR + 1.77%) 5.564% 5/15/2039<sup>3,4,5</sup> | &nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3226 |
| BPR Trust, Series 2022-OANA, Class A, (1-month USD CME Term SOFR + 1.898%) 5.692% 4/15/2037<sup>3,4,5</sup> | &nbsp;&nbsp;1723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
| BX Trust, Series 2022-CSMO, Class A, (1-month USD CME Term SOFR + 2.115%) 5.909% 6/15/2027<sup>3,4,5</sup> | &nbsp;&nbsp;4773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 |
| BX Trust, Series 2021-SDMF, Class A, (1-month USD-LIBOR + 0.589%) 4.462% 9/15/2034<sup>3,4,5</sup> | 26861 | &nbsp;&nbsp;&nbsp;&nbsp;25641 |
| BX Trust, Series 2021-VOLT, Class A, (1-month USD-LIBOR + 0.70%) 4.575% 9/15/2036<sup>3,4,5</sup> | 18661 | &nbsp;&nbsp;&nbsp;&nbsp;17890 |
| BX Trust, Series 2021-ARIA, Class A, (1-month USD-LIBOR + 0.899%) 4.774% 10/15/2036<sup>3,4,5</sup> | &nbsp;&nbsp;7798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7336 |
| BX Trust, Series 2021-SOAR, Class A, (1-month USD-LIBOR + 0.67%) 4.545% 6/15/2038<sup>3,4,5</sup> | &nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 |
| BX Trust, Series 2021-SOAR, Class B, (1-month USD-LIBOR + 0.87%) 4.745% 6/15/2038<sup>3,4,5</sup> | &nbsp;&nbsp;1081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
| BX Trust, Series 2021-ACNT, Class A, (1-month USD-LIBOR + 0.85%) 4.725% 11/15/2038<sup>3,4,5</sup> | 17514 | &nbsp;&nbsp;&nbsp;&nbsp;16824 |
| BXP Trust, Series 2017-GM, Class A, 3.379% 6/13/2039<sup>3,4</sup> | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
| Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class B, 3.732% 4/10/2046<sup>3,5</sup> | &nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 |
| Citigroup Commercial Mortgage Trust, Series 2013-CG15, Class A4, 4.371% 9/10/2046<sup>3,5</sup> | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531 |
| Citigroup Commercial Mortgage Trust, Series 2013-GC17, Class B, 5.095% 11/10/2046<sup>3,5</sup> | &nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212 |
| Citigroup Commercial Mortgage Trust, Series 2014-CG19, Class A4, 4.023% 3/10/2047<sup>3</sup> | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
| Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class A4, 3.622% 7/10/2047<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class A3, 3.515% 9/10/2058<sup>3</sup> | &nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4871 |
| Commercial Mortgage Trust, Series 2013-CR6, Class B, 3.397% 3/10/2046<sup>3,4</sup> | &nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222 |
| Commercial Mortgage Trust, Series 2013-CR7, Class C, 4.21% 3/10/2046<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Commercial mortgage-backed securities (continued)** | Principal amount<br> (000) | Value<br> (000) |
| Commercial Mortgage Trust, Series 2014-CR16, Class A3, 3.775% 4/10/2047<sup>3</sup> | USD731 | &nbsp;&nbsp;&nbsp;&nbsp;$712 |
| Commercial Mortgage Trust, Series 2014-CR18, Class A5, 3.828% 7/15/2047<sup>3</sup> | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12092 |
| Commercial Mortgage Trust, Series 2014-UBS5, Class A4, 3.838% 9/10/2047<sup>3</sup> | &nbsp;&nbsp;13610 | &nbsp;&nbsp;13130 |
| Commercial Mortgage Trust, Series 2014-CR20, Class A4, 3.59% 11/10/2047<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1733 |
| Commercial Mortgage Trust, Series 2016-COR1, Class A4, 3.091% 10/10/2049<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3642 |
| Commercial Mortgage Trust, Series 2015-PC1, Class A4, 3.62% 7/10/2050<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1486 | &nbsp;&nbsp;&nbsp;&nbsp;1430 |
| CSAIL Commercial Mortgage Trust, Series 2015-C2, Class A3, 3.231% 6/15/2057<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;1001 |
| Ellington Financial Mortgage Trust, Series 2020-1, Class A1, 2.006% 5/25/2065<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| Extended Stay America Trust, Series 2021-ESH, Class A, (1-month USD-LIBOR + 1.08%) 4.955% 7/15/2038<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp;5377 |
| Fontainebleau Miami Beach Trust, CMO, Series 2019-FBLU, Class A, 3.144% 12/10/2036<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2248 |
| GS Mortgage Securities Trust, Series 2022-SHIP, Class A,<br> (1-month USD CME Term SOFR + 0.731%) 4.525% 8/15/2024<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6206 | &nbsp;&nbsp;&nbsp;&nbsp;6086 |
| GS Mortgage Securities Trust, Series 2018-HULA, Class A, 4.795% 7/15/2025<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;1772 |
| GS Mortgage Securities Trust, Series 2013-GC10, Class B, 3.682% 2/10/2046<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;1257 |
| GS Mortgage Securities Trust, Series 2013-GC12, Class A4, 3.135% 6/10/2046<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1173 | &nbsp;&nbsp;&nbsp;&nbsp;1159 |
| GS Mortgage Securities Trust, Series 2013-GC14, Class A5, 4.243% 8/10/2046<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2544 | &nbsp;&nbsp;&nbsp;&nbsp;2511 |
| GS Mortgage Securities Trust, Series 2013-GC16, Class A4, 4.271% 11/10/2046<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| GS Mortgage Securities Trust, Series 2020-GS1, Class A2, 3.47% 11/10/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;1385 |
| Hawaii Hotel Trust, Series 2019-MAUI, Class A, (1-month USD-LIBOR + 1.15%) 5.023% 5/17/2038<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4353 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class A4, 3.997% 4/15/2047<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class B, 3.951% 1/15/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2333 | &nbsp;&nbsp;&nbsp;&nbsp;2142 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class A, 3.024% 1/5/2039<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9132 | &nbsp;&nbsp;&nbsp;&nbsp;7869 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class A4, 4.166% 12/15/2046<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
| La Quinta Mortgage Trust, Series 2022-LAQ, Class A,<br> (1-month USD CME Term SOFR + 1.724%) 5.535% 3/15/2039<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| LUXE Commercial Mortgage Trust, Series 2021-TRIP, Class A,<br> (1-month USD-LIBOR + 1.05%) 4.925% 10/15/2038<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3966 | &nbsp;&nbsp;&nbsp;&nbsp;3768 |
| Manhattan West Mortgage Trust, Series 2020-1MW, Class A, 2.13% 9/10/2039<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7193 | &nbsp;&nbsp;&nbsp;&nbsp;6195 |
| MHC Commercial Mortgage Trust, CMO, Series 2021-MHC, Class A,<br> (1-month USD-LIBOR + 0.801%) 4.676% 4/15/2026<sup>3,4,5</sup> | &nbsp;&nbsp;11504 | &nbsp;&nbsp;11119 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class A4, 3.102% 5/15/2046<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class B, 3.708% 5/15/2046<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;1477 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, 4.345% 8/15/2046<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1970 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C12, Class A4, 4.259% 10/15/2046<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7963 | &nbsp;&nbsp;&nbsp;&nbsp;7856 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C13, Class A-4, 4.039% 11/15/2046<sup>3</sup> | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9774 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C16, Class A4, 3.60% 6/15/2047<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C17, Class A4, 3.443% 8/15/2047<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C17, Class A5, 3.741% 8/15/2047<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1933 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class B, 4.00% 12/15/2047<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;3771 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class A4, 3.249% 2/15/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1187 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C21, Class A4, 3.338% 3/15/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3782 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class ASB, 3.383% 10/15/2048<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C34, Class ASB, 3.354% 11/15/2052<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1397 | &nbsp;&nbsp;&nbsp;&nbsp;1328 |
| One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614% 2/10/2032<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7687 | &nbsp;&nbsp;&nbsp;&nbsp;7383 |
| One Market Plaza Trust, Series 2017-1MKT, Class C, 4.016% 2/10/2032<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7365 | &nbsp;&nbsp;&nbsp;&nbsp;6934 |
| SREIT Trust, Series 2021-FLWR, Class A, (1-month USD-LIBOR + 0.577%) 4.452% 7/15/2036<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8572 | &nbsp;&nbsp;&nbsp;&nbsp;8209 |
| SREIT Trust, Series 2021-MFP, Class A, (1-month USD-LIBOR + 0.731%) 4.606% 11/15/2038<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;5638 |
| StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A,<br> (1-month USD CME Term SOFR + 1.00%) 4.794% 1/15/2039<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9312 | &nbsp;&nbsp;&nbsp;&nbsp;8950 |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.244% 4/10/2046<sup>3</sup> | &nbsp;&nbsp;16909 | &nbsp;&nbsp;16767 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A4, 3.096% 6/15/2049<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;4766 |
| Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class A4, 3.548% 8/15/2050<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
| Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class A5, 3.817% 8/15/2050<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1937 |
| WF-RBS Commercial Mortgage Trust, Series 2013-C11, Class B, 3.714% 3/15/2045<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)<br> Commercial mortgage-backed securities (continued)** | Principal amount<br> (000) | Value<br> (000) |
| WF-RBS Commercial Mortgage Trust, Series 2013-C13, Class B, 3.553% 5/15/2045<sup>3</sup> | USD1,250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1222 |
| WF-RBS Commercial Mortgage Trust, Series 2012-C10, Class AS, 3.241% 12/15/2045<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| WF-RBS Commercial Mortgage Trust, Series 2014-C19, Class A5, 4.101% 3/15/2047<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545 |
| WF-RBS Commercial Mortgage Trust, Series 2014-C25, Class A5, 3.631% 11/15/2047<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
| WF-RBS Commercial Mortgage Trust, Series 2013-C12, Class B, 3.863% 3/15/2048<sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 |
| WF-RBS Commercial Mortgage Trust, Series 2014-C22, Class A4, 3.488% 9/15/2057<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551 |
| WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A,<br> (1-month USD CME Term SOFR + 2.789%) 6.289% 11/15/2027<sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17250 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;320250 |
| **Total mortgage-backed obligations** |  | &nbsp;&nbsp;1389681 |
| **Corporate bonds, notes & loans 10.84%<br> Financials 6.57%** |  |  |
| ACE INA Holdings, Inc. 3.35% 5/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233 |
| AIB Group PLC 7.583% 10/14/2026 (USD-SOFR + 3.456% on 10/14/2025)<sup>4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20295 |
| American Express Co. 1.65% 11/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 |
| Australia & New Zealand Banking Group, Ltd. 5.088% 12/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 |
| Bank of America Corp. 0.523% 6/14/2024 (USD-SOFR + 0.41% on 6/14/2023)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9706 |
| Bank of America Corp. 1.843% 2/4/2025 (USD-SOFR + 0.67% on 2/4/2024)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 |
| Bank of America Corp. 1.53% 12/6/2025 (USD-SOFR + 0.65% on 12/6/2024)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9188 |
| Bank of America Corp. 1.197% 10/24/2026 (USD-SOFR + 1.01% on 10/24/2025)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9969 |
| Bank of America Corp. 4.948% 7/22/2028 (USD-SOFR + 2.04% on 7/22/2027)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7847 |
| Bank of Ireland Group PLC 6.253% 9/16/2026<br> (1-year UST Yield Curve Rate T Note Constant Maturity + 2.65% on 9/16/2025)<sup>4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805 |
| Bank of Nova Scotia 1.45% 1/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8386 |
| Bank of Nova Scotia 1.35% 6/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 |
| Citigroup, Inc. 2.014% 1/25/2026 (USD-SOFR + 0.694% on 1/25/2025)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502 |
| Dexia Credit Local SA 0.50% 7/16/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10292 |
| DNB Bank ASA 5.896% 10/9/2026 (USD-SOFR + 1.95% on 10/9/2025)<sup>4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20001 |
| Goldman Sachs Group, Inc. 5.70% 11/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 |
| Goldman Sachs Group, Inc. 1.757% 1/24/2025 (USD-SOFR + 0.73% on 1/24/2024)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7628 |
| Goldman Sachs Group, Inc. 1.093% 12/9/2026 (USD-SOFR + 0.789% on 12/9/2025)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3592 |
| Groupe BPCE SA 1.625% 1/14/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 |
| Groupe BPCE SA 1.00% 1/20/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9666 |
| Guardian Life Global Funding 0.875% 12/10/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7083 |
| HSBC Holdings PLC 4.292% 9/12/2026 (3-month USD-LIBOR + 1.348% on 9/12/2025)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19062 |
| JPMorgan Chase & Co. 0.563% 2/16/2025 (USD-SOFR + 0.375% on 2/16/2024)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11546 |
| JPMorgan Chase & Co. 0.768% 8/9/2025 (USD-SOFR + 0.49% on 8/9/2024)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11538 |
| JPMorgan Chase & Co. 4.08% 4/26/2026 (USD-SOFR + 1.32% on 4/26/2025)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14627 |
| JPMorgan Chase & Co. 4.851% 7/25/2028 (USD-SOFR + 1.99% on 7/25/2027)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24495 |
| Lloyds Banking Group PLC 0.695% 5/11/2024<br> (1-year UST Yield Curve Rate T Note Constant Maturity + 0.55% on 5/11/2023)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11712 |
| Met Tower Global Funding 0.70% 4/5/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23552 |
| Met Tower Global Funding 1.25% 9/14/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17473 |
| Metropolitan Life Global Funding I 0.40% 1/7/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12920 |
| Metropolitan Life Global Funding I 3.60% 1/11/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6899 |
| Metropolitan Life Global Funding I 1.875% 1/11/2027<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15984 |
| Metropolitan Life Global Funding I 4.40% 6/30/2027<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5476 |
| Morgan Stanley 0.529% 1/25/2024 (USD-SOFR + 0.455% on 1/25/2023)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12876 |
| Morgan Stanley 0.791% 1/22/2025 (USD-SOFR + 0.509% on 1/22/2024)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21168 |
| Morgan Stanley 1.164% 10/21/2025 (USD-SOFR + 0.56% on 10/21/2024)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17508 |
| Morgan Stanley 4.679% 7/17/2026 (USD-SOFR + 1.669% on 7/17/2025)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5810 |
| Morgan Stanley 2.475% 1/21/2028 (USD-SOFR + 1.00% on 1/21/2027)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Financials (continued)** | Principal amount<br> (000) | Value<br> (000) |
| National Australia Bank, Ltd. 1.388% 1/12/2025<sup>4</sup> | USD20,000 | &nbsp;&nbsp;$18625 |
| National Australia Bank, Ltd. 1.887% 1/12/2027<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 |
| National Securities Clearing Corp. 0.40% 12/7/2023<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;38286 |
| Natwest Markets PLC 0.80% 8/12/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;18465 |
| New York Life Global Funding 0.90% 10/29/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;18522 |
| New York Life Global Funding 0.95% 6/24/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17280 | &nbsp;&nbsp;&nbsp;&nbsp;15655 |
| New York Life Global Funding 0.85% 1/15/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8914 |
| Nordea Bank AB 3.60% 6/6/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14544 |
| Northwestern Mutual Global Funding 0.60% 3/25/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9436 |
| Northwestern Mutual Global Funding 0.80% 1/14/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16215 | &nbsp;&nbsp;&nbsp;&nbsp;14393 |
| PNC Financial Services Group, Inc. 5.671% 10/28/2025 (USD-SOFR + 1.09% on 10/28/2024)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16175 | &nbsp;&nbsp;&nbsp;&nbsp;16313 |
| Royal Bank of Canada 0.425% 1/19/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18632 | &nbsp;&nbsp;&nbsp;&nbsp;17719 |
| Skandinaviska Enskilda Banken AB 2.20% 12/12/2022<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;29977 |
| Sumitomo Mitsui Financial Group, Inc. 3.936% 10/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14846 | &nbsp;&nbsp;&nbsp;&nbsp;14680 |
| Swedbank AB 0.85% 3/18/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;18918 |
| Toronto-Dominion Bank 0.30% 6/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22785 | &nbsp;&nbsp;&nbsp;&nbsp;22289 |
| Toronto-Dominion Bank 0.75% 6/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14417 | &nbsp;&nbsp;&nbsp;&nbsp;14110 |
| Toronto-Dominion Bank 1.15% 6/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6566 |
| UBS AG 0.375% 6/1/2023<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;19542 |
| UBS AG 0.70% 8/9/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;18602 |
| Wells Fargo & Company 3.908% 4/25/2026 (USD-SOFR + 1.32% on 4/25/2025)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8518 |
|  |  | &nbsp;&nbsp;767603 |
| **Consumer discretionary 1.59%** |  |  |
| Amazon.com, Inc. 0.25% 5/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9033 |
| Amazon.com, Inc. 0.45% 5/12/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8698 |
| Amazon.com, Inc. 0.80% 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7933 |
| American Honda Finance Corp. 0.65% 9/8/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;11625 |
| American Honda Finance Corp. 3.625% 10/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8497 |
| American Honda Finance Corp. 0.55% 7/12/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;10260 |
| American Honda Finance Corp. 0.75% 8/9/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;14966 |
| Bayerische Motoren Werke AG 3.45% 4/12/2023<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13235 | &nbsp;&nbsp;&nbsp;&nbsp;13168 |
| Bayerische Motoren Werke AG 0.80% 4/1/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5454 |
| Bayerische Motoren Werke AG 0.75% 8/12/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18750 | &nbsp;&nbsp;&nbsp;&nbsp;17499 |
| Daimler Trucks Finance North America, LLC 3.80% 4/5/2024 (USD-SOFR + 1.00% on 10/7/2022)<sup>4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;19880 |
| Daimler Trucks Finance North America, LLC 2.00% 12/14/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7483 |
| Mercedes-Benz Finance North America, LLC 5.375% 11/26/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 |
| Toyota Motor Credit Corp. 2.90% 3/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3977 |
| Toyota Motor Credit Corp. 0.45% 1/11/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18596 | &nbsp;&nbsp;&nbsp;&nbsp;17726 |
| Toyota Motor Credit Corp. 0.625% 9/13/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13969 |
| Toyota Motor Credit Corp. 0.80% 1/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9553 |
|  |  | &nbsp;&nbsp;185313 |
| **Health care 0.72%** |  |  |
| AstraZeneca Finance, LLC 0.70% 5/28/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14128 |
| AstraZeneca PLC (3-month USD-LIBOR + 0.665%) 5.315% 8/17/2023<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11772 | &nbsp;&nbsp;&nbsp;&nbsp;11795 |
| Bristol-Myers Squibb Company 2.90% 7/26/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8762 |
| Cigna Corp. 1.25% 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6907 |
| Novartis Capital Corp. 1.75% 2/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9872 |
| Novartis Capital Corp. 2.00% 2/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348 |
| UnitedHealth Group, Inc. 5.00% 10/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16175 | &nbsp;&nbsp;&nbsp;&nbsp;16272 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Health care (continued)** | Principal amount<br> (000) | Value<br> (000) |
| UnitedHealth Group, Inc. 5.15% 10/15/2025 | USD7,125 | &nbsp;&nbsp;$7244 |
| UnitedHealth Group, Inc. 1.15% 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081 | &nbsp;&nbsp;&nbsp;&nbsp;5476 |
|  |  | &nbsp;&nbsp;83804 |
| **Consumer staples 0.59%** |  |  |
| 7-Eleven, Inc. 0.625% 2/10/2023<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10695 | &nbsp;&nbsp;10601 |
| Nestlé Holdings, Inc. 0.606% 9/14/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;18584 |
| Nestlé Holdings, Inc. 0.625% 1/15/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7095 |
| Nestlé Holdings, Inc. 1.15% 1/14/2027<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10510 | &nbsp;&nbsp;&nbsp;&nbsp;9193 |
| Philip Morris International, Inc. 2.875% 5/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3883 |
| Philip Morris International, Inc. 5.00% 11/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9996 |
| Procter & Gamble Company 0.55% 10/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7937 | &nbsp;&nbsp;&nbsp;&nbsp;7137 |
| Procter & Gamble Company 1.00% 4/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 | &nbsp;&nbsp;&nbsp;&nbsp;2148 |
|  |  | &nbsp;&nbsp;68637 |
| **Information technology 0.42%** |  |  |
| Apple, Inc. 1.125% 5/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352 | &nbsp;&nbsp;&nbsp;&nbsp;4024 |
| Apple, Inc. 0.70% 2/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;14135 | &nbsp;&nbsp;12624 |
| Intuit, Inc. 0.95% 7/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;2703 |
| Microsoft Corp. 2.875% 2/6/2024 | &nbsp;&nbsp;&nbsp;&nbsp;20974 | &nbsp;&nbsp;20602 |
| salesforce.com, inc. 0.625% 7/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9384 |
|  |  | &nbsp;&nbsp;49337 |
| **Utilities 0.33%** |  |  |
| Duke Energy Progress, LLC 3.375% 9/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;11846 | &nbsp;&nbsp;11723 |
| Entergy Louisiana, LLC 0.95% 10/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;14874 |
| Southern California Edison Co. 1.10% 4/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6511 | &nbsp;&nbsp;&nbsp;&nbsp;6178 |
| Southern California Edison Co. 0.975% 8/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;5965 |
|  |  | &nbsp;&nbsp;38740 |
| **Energy 0.15%** |  |  |
| Exxon Mobil Corp. 1.571% 4/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9687 |
| Exxon Mobil Corp. 2.019% 8/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;4919 |
| Saudi Arabian Oil Co. 1.25% 11/24/2023<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
| Saudi Arabian Oil Co. 1.625% 11/24/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;2457 |
|  |  | &nbsp;&nbsp;17679 |
| **Industrials 0.12%** |  |  |
| Siemens AG 0.65% 3/11/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;14218 |
| **Real estate 0.12%** |  |  |
| Public Storage (USD-SOFR + 0.47%) 3.80% 4/23/2024<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13770 | &nbsp;&nbsp;13688 |
| **Communication services 0.12%** |  |  |
| Alphabet, Inc. 0.80% 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2433 |
| SBA Tower Trust 1.631% 11/15/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6741 | &nbsp;&nbsp;&nbsp;&nbsp;5738 |
| Tencent Holdings, Ltd. 1.81% 1/26/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5415 |
|  |  | &nbsp;&nbsp;13586 |

---

Short-Term Bond Fund of America — Page 16 of 22

------

unaudited

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)<br> Materials 0.11%** | Principal amount<br> (000) | Value<br> (000) |
| Air Products and Chemicals, Inc. 1.50% 10/15/2025 | USD6,815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6264 |
| Linde, Inc. 4.70% 12/5/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7025 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13289 |
| **Total corporate bonds, notes & loans** |  | &nbsp;&nbsp;1265894 |
| **Bonds & notes of governments & government agencies outside the U.S. 5.31%** |  |  |
| Asian Development Bank 4.125% 9/27/2024 | &nbsp;&nbsp;&nbsp;&nbsp;33732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33491 |
| Asian Development Bank 0.625% 10/8/2024 | &nbsp;&nbsp;&nbsp;&nbsp;14766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13769 |
| Asian Development Bank 2.875% 5/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;17241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16705 |
| Asian Development Bank 1.00% 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;19197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17332 |
| Asian Development Bank 3.875% 9/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 |
| Caisse d'Amortissement de la Dette Sociale 1.125% 11/29/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46749 |
| Caisse d'Amortissement de la Dette Sociale 4.625% 11/2/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7560 |
| Canada 2.875% 4/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;40740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39506 |
| Canada 0.75% 5/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;23510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21210 |
| CPPIB Capital, Inc. 0.875% 9/9/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8898 |
| Development Bank of Japan, Inc. 1.75% 2/18/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13415 |
| Development Bank of Japan, Inc. 1.25% 10/20/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15174 |
| European Bank for Reconstruction & Development 0.50% 5/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12326 |
| European Investment Bank 2.00% 12/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8993 |
| European Investment Bank 2.25% 6/24/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4834 |
| European Investment Bank 2.75% 8/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;21112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20361 |
| European Investment Bank 0.375% 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7146 |
| European Stability Mechanism 0.375% 9/10/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723 |
| Inter-American Development Bank 3.25% 7/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4897 |
| Inter-American Development Bank 0.50% 9/23/2024 | &nbsp;&nbsp;&nbsp;&nbsp;16577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15441 |
| Inter-American Development Bank 0.625% 7/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11851 |
| International Bank for Reconstruction and Development 1.625% 1/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| International Bank for Reconstruction and Development 0.75% 3/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;12933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11963 |
| International Development Assn. 2.75% 4/24/2023<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14887 |
| International Development Assn. 0.375% 9/23/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8983 |
| Japan Bank for International Cooperation 1.75% 10/17/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404 |
| Japan Bank for International Cooperation 2.875% 4/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;19050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18341 |
| KfW 0.25% 4/25/2023 | &nbsp;&nbsp;&nbsp;&nbsp;25345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24911 |
| KfW 0.25% 10/19/2023 | &nbsp;&nbsp;&nbsp;&nbsp;23990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23064 |
| KfW 1.375% 8/5/2024 | &nbsp;&nbsp;&nbsp;&nbsp;15165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14404 |
| KfW 0.50% 9/20/2024 | &nbsp;&nbsp;&nbsp;&nbsp;13595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12669 |
| Kommunalbanken 0.50% 10/21/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8281 |
| Kommunalbanken 0.375% 9/11/2025<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22503 |
| Kommuninvest i Sverige Aktiebolag 0.50% 7/5/2023<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19287 |
| Kommuninvest i Sverige Aktiebolag 0.25% 8/9/2023<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17119 |
| Kommuninvest i Sverige Aktiebolag 3.25% 1/16/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5902 |
| Kommuninvest i Sverige Aktiebolag 0.375% 2/16/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23739 |
| Kommuninvest i Sverige Aktiebolag 2.875% 7/3/2024<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3814 |
| Ontario Teachers' Finance Trust 0.875% 9/21/2026<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11695 |
| Ontario Teachers' Finance Trust 3.00% 4/13/2027<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9431 |
| Quebec (Province of) 0.60% 7/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824 |
| Saskatchewan (Province of) 3.25% 6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;13411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12898 |
| Swedish Export Credit Corp. 3.625% 9/3/2024 | &nbsp;&nbsp;&nbsp;&nbsp;20783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20418 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;620250 |

---

Short-Term Bond Fund of America — Page 17 of 22

------

unaudited

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Federal agency bonds & notes 1.07%** | Principal amount<br> (000) | Value<br> (000) |
| Fannie Mae 0.25% 5/22/2023 | USD22,381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$21916 |
| Fannie Mae 0.625% 4/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11104 |
| Fannie Mae 0.375% 8/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13192 |
| Fannie Mae 0.875% 8/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11454 |
| Federal Farm Credit Banks 1.125% 1/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18174 |
| Federal Farm Credit Banks 1.75% 2/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31336 |
| Freddie Mac 0.375% 5/5/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Freddie Mac 0.25% 6/26/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13888 |
| Freddie Mac 0.25% 9/8/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3621 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124687 |
| **Municipals 0.25%<br> California 0.06%** |  |  |
| Regents of the University of California, General Rev. Bonds, Series 2020-BG, 0.883% 5/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6855 |
| **Florida 0.11%** |  |  |
| Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 1.258% 7/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12524 |
| **New York 0.08%** |  |  |
| Dormitory Auth., Taxable State Personal Income Tax Rev. Bonds (General Purpose), Series 2021-C,<br> 0.492% 3/15/2024 (escrowed to maturity) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9447 |
| **Total municipals** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28826 |
| **Total bonds, notes & other debt instruments (cost: $11,390,588,000)** |  | &nbsp;&nbsp;10946568 |
| Short-term securities 9.53%<br> **Money market investments 9.53%** | Shares |  |
| Capital Group Central Cash Fund 3.94%<sup>10,11</sup> | 11126695 | &nbsp;&nbsp;&nbsp;&nbsp;1112558 |
| **Total short-term securities (cost: $1,112,381,000)** |  | &nbsp;&nbsp;&nbsp;&nbsp;1112558 |
| **Total investment securities 103.25% (cost: $12,502,969,000)** |  | &nbsp;&nbsp;12059126 |
| **Other assets less liabilities (3.25)%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(379286) |
| **Net assets 100.00%** |  | $11679840 |

---

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | Number of<br> contracts | Expiration | Notional<br> amount<br> (000) | Value and<br> unrealized<br> (depreciation)<br> appreciation<br> at 11/30/2022<br> (000) |
| 30 Day Federal Funds Futures | Long | 2894 | December 2022 | USD1,160,316 | &nbsp;&nbsp;&nbsp;$(225) |
| 30 Day Federal Funds Futures | Short | 48 | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19130) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| 2 Year U.S. Treasury Note Futures | Long | 8232 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690518 | &nbsp;&nbsp;&nbsp;4289 |
| 5 Year U.S. Treasury Note Futures | Long | 4231 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459361 | &nbsp;&nbsp;&nbsp;2179 |
| 10 Year U.S. Treasury Note Futures | Short | 1085 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123147) | &nbsp;&nbsp;&nbsp;&nbsp;(480) |
| 10 Year Ultra U.S. Treasury Note Futures | Short | 6414 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(767475) | &nbsp;&nbsp;(4256) |
| 20 Year U.S. Treasury Bond Futures | Long | 18 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11) |
| 30 Year Ultra U.S. Treasury Bond Futures | Short | 605 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82450) | &nbsp;&nbsp;&nbsp;&nbsp;(426) |
|  |  |  |  |  | $1290 |

---

Short-Term Bond Fund of America — Page 18 of 22

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unaudited

Swap contracts

------

#### Interest rate swaps

#### Centrally cleared interest rate swaps

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 11/30/2022<br> (000) | Upfront<br> premium<br> paid<br> (000) | Unrealized<br> appreciation<br> at 11/30/2022<br> (000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;Payment<br> frequency | Rate | Payment<br> frequency | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 11/30/2022<br> (000) | Upfront<br> premium<br> paid<br> (000) | Unrealized<br> appreciation<br> at 11/30/2022<br> (000) |
| 4.5645% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | 10/19/2024 | USD185,000 | &nbsp;&nbsp;&nbsp;$278 | $— | &nbsp;&nbsp;&nbsp;$278 |
| 4.533% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | 10/20/2024 | 231200 | &nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;218 |
| 4.56% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | 10/27/2024 | 231600 | &nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;381 |
| 4.5245% | &nbsp;&nbsp;&nbsp;Annual | U.S. EFFR | Annual | 10/27/2024 | 277800 | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;279 |
|  |  |  |  |  |  | $1156 | $— | $1156 |

---

Investments in affiliates<sup>11</sup>

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value of<br> affiliate at<br> 9/1/2022<br> (000) | &nbsp;&nbsp;Additions<br> (000) | &nbsp;&nbsp;Reductions<br> (000) | &nbsp;&nbsp;Net<br> realized<br> gain<br> (000) | &nbsp;&nbsp;Net<br> unrealized<br> appreciation<br> (000) | &nbsp;&nbsp;Value of<br> affiliate at<br> 11/30/2022<br> (000) | &nbsp;&nbsp;Dividend<br> income<br> (000) |
| **Short-term securities 9.53%** | **Short-term securities 9.53%** | **Short-term securities 9.53%** | **Short-term securities 9.53%** | **Short-term securities 9.53%** | **Short-term securities 9.53%** | **Short-term securities 9.53%** | **Short-term securities 9.53%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Money market investments 9.53%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital Group Central Cash Fund 3.94%<sup>10</sup> | $1411374 | &nbsp;&nbsp;$742815 | &nbsp;&nbsp;$1041775 | &nbsp;&nbsp;$71 | &nbsp;&nbsp;$73 | &nbsp;&nbsp;$1112558 | &nbsp;&nbsp;$10138 |

---

Restricted security<sup>6</sup>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition<br> date | Cost<br> (000) | Value<br> (000) | Percent<br> of net<br> assets |
| Venture XVII CLO, Ltd., Series 2014-17, Class ARR,<br> (3-month USD-LIBOR + 0.88%) 4.959% 4/15/2027<sup>3,5</sup> | 10/4/2022 | $1286 | $1284 | .01% |

---

<sup>1</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $36,844,000, which represented .32% of the net assets of the fund.

<sup>2</sup> Index-linked bond whose principal amount moves with a government price index.

<sup>3</sup> Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.

<sup>4</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 $2,909,474,000, which represented 24.91% of the net assets of the fund.

<sup>5</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>6</sup> Restricted security, other than Rule 144A securities or commercial paper issued pursuant to Section 4(a)(2) of the Securities Act of 1933. The total value of all such restricted securities was $1,284,000, which represented .01% of the net assets of the fund.

<sup>7</sup> Step bond; coupon rate may change at a later date.

<sup>8</sup> Purchased on a TBA basis.

<sup>9</sup> Amount less than one thousand.

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

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

Valuation disclosures

------

Capital Research and Management Company ("CRMC"), the fund's investment adviser, values the fund's investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value per share is calculated once daily as of the close of regular trading on the New York Stock Exchange, normally 4 p.m. New York time, each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers.

Short-Term Bond Fund of America — Page 19 of 22

------

unaudited

**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.**

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

---

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

---

The Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series ("Central Funds"), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF's portfolio securities. The underlying securities are valued based on the policies and procedures in CCF's statement of additional information. Exchange-traded futures are generally valued at the official settlement price of the exchange or market on which such instruments are traded, as of the close of business on the day the futures are being valued. The average month-end notional amount of futures contracts while held was $3,930,692,000. 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 were $925,600,000.

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, contractual or legal restrictions on resale of the security, relevant financial or business developments of the issuer, actively traded similar or related securities, dealer or broker quotes, conversion or exchange rights on the security, related corporate actions, significant events occurring after the close of trading in the security, and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of each share class of the fund is determined. Fair valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.

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

Short-Term Bond Fund of America — Page 20 of 22

------

unaudited

The fund's investment adviser has also established a Fixed-Income Pricing Review Group to administer and oversee the fixed-income valuation process, including the use of fixed-income pricing vendors. This group regularly reviews pricing vendor information and market data. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews facilitated by the investment adviser's global risk management group.

**Classifications — The fund's investment adviser classifies the fund's assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser's determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The following tables present the fund's valuation levels as of November 30, 2022 (dollars in thousands):**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury bonds & notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$5729568 | $— | &nbsp;&nbsp;$5729568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1787662 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1787662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mortgage-backed obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1389681 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1389681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds, notes & loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1265894 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1265894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bonds & notes of governments & government agencies outside the U.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620250 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal agency bonds & notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124687 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipals | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28826 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term securities | &nbsp;&nbsp;&nbsp;1112558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1112558 |
| Total | $1112558 | $10946568 | $— | $12059126 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | 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 | $6688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | $6688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized appreciation on centrally cleared interest rate swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1156 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized depreciation on futures contracts | &nbsp;&nbsp;&nbsp;(5398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5398) |
| Total | $1290 | $1156 | $— | $2446 |

---

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

---

| |
|:---|
| **Key to abbreviations** |
| Assn. = Association |
| Auth. = Authority |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| CMO = Collateralized Mortgage Obligations |
| CMT = Constant Maturity Treasury |
| DAC = Designated Activity Company |

---

---

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

---

Short-Term Bond Fund of America — Page 21 of 22

------

unaudited

#### Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.
**Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing. You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.**

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

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

MFGEFP1-048-0123O-S89762 Short-Term Bond Fund of America — Page 22 of 22

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Short-Term Bond Fund of America

- **b. Investment Company Act file number:** 811-21928

- **c. CIK number of Registrant:** 0001368040

- **d. LEI of Registrant:** P0F9XIISTZ8DB31ZU527

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071-1406

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Short-Term Bond Fund of America

- **b. EDGAR series identifier (if any):** S000013585

- **c. LEI of Series:** P0F9XIISTZ8DB31ZU527

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12279797095.29

**Total Liabilities:** $603995517.21

**Net Assets:** $11675801578.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -26745.390000000000 | **1-Year:** -401512.550000000000 | **5-Year:** -324529.530000000000 | **10-Year:** -44868.240000000000 | **30-Year:** -16330.860000000000

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

- **3-Month:** -2117.160000000000 | **1-Year:** -38299.290000000000 | **5-Year:** -36960.690000000000 | **10-Year:** -863.021343400000 | **30-Year:** -50.218165900000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036818 | -1.36%               | -0.08%               | 0.70%                |
| Class ID C000036819 | -1.35%               | -0.08%               | 0.70%                |
| Class ID C000036820 | -1.36%               | -0.08%               | 0.70%                |
| Class ID C000036821 | -1.34%               | -0.07%               | 0.71%                |
| Class ID C000036822 | -1.34%               | -0.15%               | 0.54%                |
| Class ID C000036823 | -1.45%               | -0.15%               | 0.54%                |
| Class ID C000036824 | -1.38%               | -0.10%               | 0.68%                |
| Class ID C000036825 | -1.36%               | -0.08%               | 0.70%                |
| Class ID C000036826 | -1.33%               | -0.06%               | 0.72%                |
| Class ID C000037879 | -1.34%               | -0.15%               | 0.54%                |
| Class ID C000037881 | -1.45%               | -0.15%               | 0.65%                |
| Class ID C000037882 | -1.38%               | -0.10%               | 0.57%                |
| Class ID C000068533 | -1.34%               | -0.06%               | 0.72%                |
| Class ID C000077916 | -1.33%               | -0.05%               | 0.73%                |
| Class ID C000148417 | -1.40%               | -0.12%               | 0.56%                |
| Class ID C000164812 | -1.34%               | -0.06%               | 0.72%                |
| Class ID C000180010 | -1.33%               | -0.05%               | 0.73%                |
| Class ID C000189523 | -1.34%               | -0.06%               | 0.61%                |
| Class ID C000189524 | -1.34%               | -0.06%               | 0.72%                |
| Class ID C000224563 | -1.34%               | -0.06%               | 0.72%                |
| Class ID C000224564 | -1.33%               | -0.06%               | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-31987503.47            | $-515741404.60                             |
| Month 2  | $-18675294.87            | $-12750495.84                              |
| Month 3  | $-12439744.67            | $84651924.64                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Government/Credit (1-3 years, ex BBB) Index

- **Index Identifier:** BGCBTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DT AUTO OWNER TRUST DTAOT_22-2                                               | DTAOT 22-2A A 144A 2.88% 06-15-26/04-15-24                                     | CUSIP: 23345AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6410776 | PA      | $6304869.98    | 0.05%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2                                               | DTAOT 22-2A C 144A 4.72% 03-15-28/07-15-25                                     | CUSIP: 23345AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5797980.00    | 0.05%             | 2028-03-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_18-A6                               | DCENT 18-A6 A6 FRN (L+39) 03-15-26/09-15-23                                    | CUSIP: 254683CJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  49404000 | PA      | $49368083.29   | 0.42%             | 2026-03-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_18-57A                                         | DRSLF 18-57 A CLO 144A FRN (L+101) 05-15-31                                    | CUSIP: 26243KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1100000 | PA      | $1083769.50    | 0.01%             | 2031-05-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_19-72A                                         | DRSLF 19-72 CR CLO 144A FRN (L+185) 05-15-32                                   | CUSIP: 26252NAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1414286 | PA      | $1335497.54    | 0.01%             | 2032-05-15      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_13-28A                                         | DRSLF 13-28 A1LR CLO 144A FRN (L+120) 08-15-30                                 | CUSIP: 26251BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1891754 | PA      | $1868911.51    | 0.02%             | 2030-08-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-3                                               | DTAOT 22-3 A 144A 6.05% 10-15-26/08-15-24                                      | CUSIP: 23345RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $19973360.00   | 0.17%             | 2026-10-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CRESTLINE DENALI CLO XVII LLC DEN17_18-1A                                    | DEN17 18-1 C 144A CLO FRN (L+235) 10-15-31                                     | CUSIP: 22616TAE6<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $950098.00     | 0.01%             | 2031-10-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-4                                | DCENT 22-4 A 5.03% 10-15-27/25                                                 | CUSIP: 254683CX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7451000 | PA      | $7484454.99    | 0.06%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1                                      | DRIVE 20-1 C 2.36% 03-16-26/02-15-23                                           | CUSIP: 26208QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    616031 | PA      | $614819.05     | 0.01%             | 2026-03-16      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                               | DTAOT 20-2A C 144A 3.28% 03-16-26                                              | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1442914 | PA      | $1426476.70    | 0.01%             | 2026-03-16      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                      | DRIVE 20-2 C 2.28% 08-17-26/09-15-23                                           | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2818701 | PA      | $2797656.32    | 0.02%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1                                               | DTAOT 21-1A B 144A 0.62% 09-15-25/04-17-23                                     | CUSIP: 23344GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1152229 | PA      | $1142096.15    | 0.01%             | 2025-09-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-4                                | EART 21-4A A3 0.68% 07-15-25/08-15-23                                          | CUSIP: 30165JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5957012 | PA      | $5919214.96    | 0.05%             | 2025-07-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-1                                      | EFF 22-1 A2 144A 3.03% 01-20-28/06-20-25                                       | CUSIP: 29375JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18012000 | PA      | $17438660.03   | 0.15%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3                                | EART 22-3A B 4.86% 12-15-26/11-15-24                                           | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3483228.05    | 0.03%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                | EART 22-4A A2 3.99% 08-15-24                                                   | CUSIP: 30166BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3168000 | PA      | $3161404.22    | 0.03%             | 2024-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                | EART 22-4A B 4.57% 01-15-27                                                    | CUSIP: 30166BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7301000 | PA      | $7140180.87    | 0.06%             | 2027-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                      | EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26                                       | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5330000 | PA      | $5194042.36    | 0.04%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                      | EFF 22-4 A2 5.76% 10-22-29/05-20-26                                            | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17345000 | PA      | $17428949.80   | 0.15%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                            | EDVES 21-A A 144A 1.8% 11-25-45                                                | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    871005 | PA      | $737210.59     | 0.01%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_22-4                                         | FCAT 22-4 A2 144A 6.15% 09-15-26/10-15-24                                      | CUSIP: 33843XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21597000 | PA      | $21565965.11   | 0.18%             | 2026-09-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_19-1                                      | FORDR 19-1 A 144A 3.52% 07-15-30/01-16-24                                      | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9391000 | PA      | $9171372.68    | 0.08%             | 2030-07-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734                          | FHMS K734 A2 (MF) 3.208% 02-25-26                                              | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4605000 | PA      | $4425345.14    | 0.04%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR2                                   | FASST 19-JR2 A1 144A 2.0% 04-01-69                                             | CUSIP: 31739GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14358918 | PA      | $14945379.22   | 0.13%             | 2069-06-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                      | FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25                                      | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1857000 | PA      | $1725518.83    | 0.01%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-1                                  | FIAOT 21-1A A 144A 0.45% 03-16-26/12-15-23                                     | CUSIP: 32059FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    989244 | PA      | $976459.19     | 0.01%             | 2026-03-16      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                   | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                        | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4541645 | PA      | $3864689.87    | 0.03%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_13-15A                                                  | GALXY 13-15 ARR CLO 144A FRN (L+97) 10-15-30                                   | CUSIP: 36318WAK6<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $2219906.25    | 0.02%             | 2030-10-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GREYWOLF CLO LTD GWOLF_15-1A                                                 | GWOLF 15-1 BR CLO 144A FRN (L+200) 01-27-31                                    | CUSIP: 39808PAQ9<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-O            | CORP              | KY        |   1580000 | PA      | $1496308.98    | 0.01%             | 2031-01-27      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_15-21A                                                  | GALXY 15-21 AR CLO 144A FRN (L+102) 04-20-31                                   | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1223138.75    | 0.01%             | 2031-04-20      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_15-20A                                                  | GALXY 15-20 AR CLO 144A FRN (L+100) 04-20-31                                   | CUSIP: 36320MAL2<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $245996.50     | 0.00%             | 2031-04-20      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_15-21A                                                  | GALXY 15-21 BR CLO 144A FRN (L+135) 04-20-31                                   | CUSIP: 36320WAN6<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-O            | CORP              | KY        |    470000 | PA      | $454236.67     | 0.00%             | 2031-04-20      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD GLM_17-2A                            | GLM 17-2 AR CLO 144A FRN (L+91) 11-20-30                                       | CUSIP: 38136MAU2<br>LEI: 549300UYD6YMBA6XSE43 | Long             | ABS-O            | CORP              | KY        |   1140000 | PA      | $1123471.14    | 0.01%             | 2030-11-20      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                          | GMREV 22-1 A 5.91% 10-11-35/11-12-27                                           | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7060000 | PA      | $7162850.08    | 0.06%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 0.791% 01-22-25/24                                     | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $21167527.50   | 0.18%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                     | MET TOWER GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 1.25% 09-14-26              | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $17473280.00   | 0.15%             | 2026-09-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 1.164% 10-21-25/24                                     | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  19129000 | PA      | $17508008.54   | 0.15%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 1.875% 01-11-27   | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $15984468.00   | 0.14%             | 2027-01-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 2.475% 01-21-28/27                                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $5654809.56    | 0.05%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 4.4% 06-30-27     | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5475915.20    | 0.05%             | 2027-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25                                     | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5810375.00    | 0.05%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                      | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25     | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5591774.85    | 0.05%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                        | NOVARTIS CAPITAL CORP SR UNSEC 1.75% 02-14-25                                  | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  10420000 | PA      | $9872491.52    | 0.08%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                        | NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27                                   | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3656000 | PA      | $3347525.00    | 0.03%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                 | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.95% 06-24-25      | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  17280000 | PA      | $15655351.68   | 0.13%             | 2025-06-24      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                         | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 0.625% 01-15-26                         | CUSIP: 641062AR5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7095416.00    | 0.06%             | 2026-01-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORP                                            | NATIONAL SECURITIES CLEARING CORP 144A LIFE SR UNSEC 0.4% 12-07-23             | CUSIP: 637639AC9<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $38285920.00   | 0.33%             | 2023-12-07      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                           | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.8% 01-14-26     | CUSIP: 66815L2A6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  16215000 | PA      | $14392742.09   | 0.12%             | 2026-01-14      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                 | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.85% 01-15-26          | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8914210.00    | 0.08%             | 2026-01-15      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                           | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.6% 03-25-24     | CUSIP: 66815L2B4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9436030.00    | 0.08%             | 2024-03-25      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                          | NATWEST MARKETS PLC 144A LIFE SR UNSEC 0.8% 08-12-24                           | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $18464800.00   | 0.16%             | 2024-08-12      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                         | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 0.606% 09-14-24                         | CUSIP: 641062AU8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18583680.00   | 0.16%             | 2024-09-14      | Fixed         | 0.61%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                         | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.15% 01-14-27                          | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  10510000 | PA      | $9193002.41    | 0.08%             | 2027-01-14      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                 | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.9% 10-29-24           | CUSIP: 64952WEJ8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18521860.00   | 0.16%             | 2024-10-29      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                  | NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 1.388% 01-12-25                 | CUSIP: 6325C0DZ1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  20000000 | PA      | $18625200.00   | 0.16%             | 2025-01-12      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                  | NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 1.887% 01-12-27                 | CUSIP: 6325C0EB3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $5364678.00    | 0.05%             | 2027-01-12      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                              | NORDEA BANK ABP 144A LIFE SR UNSEC 3.6% 06-06-25                               | CUSIP: 65558RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |  15000000 | PA      | $14543775.00   | 0.12%             | 2025-06-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.875% 05-01-24                       | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3882560.00    | 0.03%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                          | PROCTER & GAMBLE CO/THE SR UNSEC 0.55% 10-29-25                                | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   7937000 | PA      | $7137061.52    | 0.06%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                               | PUBLIC STORAGE SR UNSEC FRN 04-23-24                                           | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  13770000 | PA      | $13687696.71   | 0.12%             | 2024-04-23      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                          | PROCTER & GAMBLE CO/THE SR UNSEC 1.0% 04-23-26                                 | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2147952.29    | 0.02%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.671% 10-28-25/24                   | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  16175000 | PA      | $16313441.83   | 0.14%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.0% 11-17-25                         | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9996070.00    | 0.09%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | ROYAL BANK OF CANADA SR UNSEC 0.425% 01-19-24                                  | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  18632000 | PA      | $17718677.99   | 0.15%             | 2024-01-19      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                          | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 3.936% 10-16-23                   | CUSIP: 86562MBF6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  14846000 | PA      | $14680244.41   | 0.13%             | 2023-10-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                             | SKANDINAVISKA ENSKILDA BANKEN AB 144A LIFE SR UNSEC 2.2% 12-12-22              | CUSIP: 83051GAM0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  30000000 | PA      | $29976900.00   | 0.26%             | 2022-12-12      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                       | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 0.65% 03-11-24         | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $14218425.00   | 0.12%             | 2024-03-11      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB                                                                  | SWEDBANK AB 144A LIFE SR UNSEC 0.85% 03-18-24                                  | CUSIP: 87020PAM9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  20000000 | PA      | $18918320.00   | 0.16%             | 2024-03-18      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 1.1% 04-01-24                    | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6511000 | PA      | $6178561.36    | 0.05%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                               | SALESFORCE INC SR UNSEC 0.625% 07-15-24                                        | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9384040.00    | 0.08%             | 2024-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 0.975% 08-01-24                  | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $5965023.75    | 0.05%             | 2024-08-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                     | TOYOTA MOTOR CREDIT CORP SR UNSEC 2.9% 03-30-23                                | CUSIP: 89236TGW9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3977068.00    | 0.03%             | 2023-03-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD 144A SR UNSEC 1.81% 01-26-26                              | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |   6000000 | PA      | $5414808.00    | 0.05%             | 2026-01-26      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                  | TORONTO-DOMINION BANK SR UNSEC 0.75% 06-12-23                                  | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  14417000 | PA      | $14109946.73   | 0.12%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                  | TORONTO-DOMINION BANK SR UNSEC 1.15% 06-12-25                                  | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7208000 | PA      | $6565875.32    | 0.06%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                     | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.45% 01-11-24                               | CUSIP: 89236THU2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  18596000 | PA      | $17725595.62   | 0.15%             | 2024-01-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                     | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.8% 01-09-26                                | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10695000 | PA      | $9552987.90    | 0.08%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                  | TORONTO-DOMINION BANK SR UNSEC 0.3% 06-02-23                                   | CUSIP: 89114TZA3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  22785000 | PA      | $22289061.69   | 0.19%             | 2023-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                     | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.625% 09-13-24                              | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13968555.00   | 0.12%             | 2024-09-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 1.15% 05-15-26                                 | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6081000 | PA      | $5475599.96    | 0.05%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| UBS AG (LONDON BRANCH)                                                       | UBS AG 144A LIFE SR UNSEC 0.375% 06-01-23                                      | CUSIP: 902674YF1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19541840.00   | 0.17%             | 2023-06-01      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| UBS AG (LONDON BRANCH)                                                       | UBS AG 144A LIFE SR UNSEC 0.7% 08-09-24                                        | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $18601720.00   | 0.16%             | 2024-08-09      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 10-15-25                                 | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $7243495.88    | 0.06%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.0% 10-15-24                                  | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  16175000 | PA      | $16272357.33   | 0.14%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                           | AMERICAN HONDA FINANCE CORP SR UNSEC 0.75% 08-09-24                            | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $14966032.00   | 0.13%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | AMERICAN EXPRESS CO SR UNSEC 1.65% 11-04-26                                    | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8005122.00    | 0.07%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25                                   | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8788000 | PA      | $8517795.36    | 0.07%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHLMC UNSEC 0.25% 09-08-23                                                     | CUSIP: 3137EAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3750000 | PA      | $3620731.50    | 0.03%             | 2023-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                     | CADES USD 144A LIFE SR UNSEC 1.125% 11-29-24                                   | CUSIP: 12802D2G0<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |  50000000 | PA      | $46748800.00   | 0.40%             | 2024-11-29      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                     | CADES USD 144A LIFE UNSEC 4.625% 11-02-25                                      | CUSIP: 12802D2K1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |   7500000 | PA      | $7559655.00    | 0.06%             | 2025-11-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                            | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  20000000 | PA      | $20295060.00   | 0.17%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH)                | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD SR UNSEC 5.088% 12-08-25             | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $5028997.61    | 0.04%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                            | CPPIB CAPITAL 144A LIFE SR UNSEC 0.875% 09-09-26                               | CUSIP: 22411VAU2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |  10154000 | PA      | $8897750.17    | 0.08%             | 2026-09-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC (B) 1.25% 10-20-26                | CUSIP: 25159MBD8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |  17276000 | PA      | $15174098.18   | 0.13%             | 2026-10-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                           | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.45% 04-12-23                           | CUSIP: 05565EAW5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  13235000 | PA      | $13168547.07   | 0.11%             | 2023-04-12      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 2.9% 07-26-24                                 | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   9005000 | PA      | $8762117.14    | 0.08%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 02-18-25                    | CUSIP: 25159MBF3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |  14294000 | PA      | $13415490.76   | 0.11%             | 2025-02-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL SA                                                        | DEXIA CREDIT LOCAL SA 144A LIFE SR UNSEC 0.5% 07-16-24                         | CUSIP: 25214BBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |  11000000 | PA      | $10291875.00   | 0.09%             | 2024-07-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHMS K044 A2 (MF) 2.811% 01-25-25                                              | CUSIP: 3137BHCY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    830516 | PA      | $798397.60     | 0.01%             | 2025-01-25      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHMS K036 A2 (MF) 3.527% 10-25-23                                              | CUSIP: 3137B7MZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   2090000 | PA      | $2061074.40    | 0.02%             | 2023-10-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 1.197% 10-24-26/25                               | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $9969450.08    | 0.09%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR UNSEC 1.0% 01-20-26                                       | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11000000 | PA      | $9666118.00    | 0.08%             | 2026-01-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA 0.625% 04-22-25                                                           | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12100000 | PA      | $11104340.61   | 0.10%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHLMC 0.375% 05-05-23                                                          | CUSIP: 3137EAER6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2000 | PA      | $1964.22       | 0.00%             | 2023-05-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                           | BMW US CAPITAL LLC 144A LIFE SR UNSEC 0.8% 04-01-24                            | CUSIP: 05565EBQ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5752000 | PA      | $5453977.38    | 0.05%             | 2024-04-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 0.523% 06-14-24/23                               | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9705830.00    | 0.08%             | 2024-06-14      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA 0.25% 05-22-23                                                            | CUSIP: 3135G04Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  22381000 | PA      | $21916207.06   | 0.19%             | 2023-05-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHLMC UNSEC 0.25% 06-26-23                                                     | CUSIP: 3137EAES4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14244000 | PA      | $13888213.37   | 0.12%             | 2023-06-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                    | BANK OF NOVA SCOTIA SR UNSEC 1.35% 06-24-26                                    | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6228628.00    | 0.05%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                           | BMW US CAPITAL LLC 144A LIFE SR UNSEC 0.75% 08-12-24                           | CUSIP: 05565EBU8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  18750000 | PA      | $17499300.00   | 0.15%             | 2024-08-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 1.53% 12-06-25/24                                | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9187880.00    | 0.08%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                    | BANK OF NOVA SCOTIA SR UNSEC 1.45% 01-10-25                                    | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $8386146.00    | 0.07%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25                                     | CUSIP: 05578AAV0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6000000 | PA      | $5575452.00    | 0.05%             | 2025-01-14      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 1.843% 02-04-25/24                               | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5731602.00    | 0.05%             | 2025-02-04      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7847416.00    | 0.07%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                    | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25                | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  10000000 | PA      | $9805060.00    | 0.08%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_20-PJ4                                   | GSMBS 20-PJ4 A2 144A FRN 01-25-51/06-25-42                                     | CUSIP: 36259VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1630876 | PA      | $1391417.47    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CIGNA CORP                                                                   | CIGNA CORP SR UNSEC 1.25% 03-15-26                                             | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7710000 | PA      | $6907242.51    | 0.06%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 2.014% 01-25-26/25                                      | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6501551.00    | 0.06%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                                      | GCAT 21-NQM6 A1 144A FRN 08-25-66                                              | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25573958 | PA      | $21610710.75   | 0.19%             | 2066-08-25      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP              | GSMS 22-SHIP A 144A FRN (TSFR1M+73.1) 08-15-24                                 | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6206000 | PA      | $6085882.87    | 0.05%             | 2024-08-15      | Variable      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                     | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 3.375% 09-01-23                       | CUSIP: 26442UAF1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  11846000 | PA      | $11722588.37   | 0.10%             | 2023-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.0% 12-14-26      | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   8525000 | PA      | $7482724.98    | 0.06%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 5.0 TBA 12-01-52                                                          | CUSIP: 21H0506C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  85000000 | PA      | $84946875.00   | 0.73%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.5 TBA 12-01-52                                                          | CUSIP: 21H0426C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $9797270.00    | 0.08%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC FRN 04-05-24       | CUSIP: 233853AK6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19880360.00   | 0.17%             | 2024-04-05      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                                                                 | DNB BANK ASA 144A LIFE SR NON PREF FRN 10-09-26                                | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  20000000 | PA      | $20001500.00   | 0.17%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.72 710074 04-20-61                                                      | CUSIP: 36297E2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2198 | PA      | $2103.09       | 0.00%             | 2061-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.858 725876 09-20-61                                                     | CUSIP: 3620ACMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       443 | PA      | $437.56        | 0.00%             | 2061-09-20      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_17-27A                                                       | APID 17-27 A1R CLO 144A FRN (L+93) 07-17-30                                    | CUSIP: 03767JAF2<br>LEI: 549300EW146C7Q4UV387 | Long             | ABS-O            | CORP              | KY        |    980000 | PA      | $967087.52     | 0.01%             | 2030-07-17      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD MORGN_18-2                                               | MORGN 18-2 A CLO 144A FRN (L+104) 04-20-31                                     | CUSIP: 04623TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $879362.10     | 0.01%             | 2031-04-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_17-21A                            | AMMC 17-21 C CLO 144A FRN (L+210) 11-02-30                                     | CUSIP: 00178LAD1<br>LEI: 549300DYK366J47FIO80 | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1808021.00    | 0.02%             | 2030-11-02      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.885 725879 10-20-61                                                     | CUSIP: 3620ACM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1396 | PA      | $1382.19       | 0.00%             | 2061-10-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.7 710077 05-20-61                                                       | CUSIP: 36297E2J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2803 | PA      | $2697.21       | 0.00%             | 2061-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_15-35RA                                                    | ARES 15-35R B CLO 144A FRN (L+165) 07-15-30                                    | CUSIP: 00192RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $969728.27     | 0.01%             | 2030-07-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD ANCHC_14-4RA                                       | ANCHC 14-4R A CLO 144A FRN (L+105) 01-28-31                                    | CUSIP: 03328LAA0<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-O            | CORP              | KY        |    244880 | PA      | $241716.26     | 0.00%             | 2031-01-28      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO APID_XXXA                                                         | APID XXX A2 CLO 144A FRN (L+160) 10-18-31                                      | CUSIP: 03768CAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3934000 | PA      | $3790405.07    | 0.03%             | 2031-10-18      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-4                      | AMXCA 22-4 A 4.95% 10-15-27/25                                                 | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5559000 | PA      | $5591675.80    | 0.05%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4                       | ACAR 22-4 C 144A 7.86% 02-15-29/08-13-25                                       | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120000 | PA      | $1133838.72    | 0.01%             | 2029-02-15      | Fixed         | 7.86%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4                       | ACAR 22-4 B 144A 6.75% 10-13-26/06-13-24                                       | CUSIP: 02529XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1641000 | PA      | $1646733.65    | 0.01%             | 2026-10-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4                       | ACAR 22-4 A 144A 6.2% 05-13-26/03-13-24                                        | CUSIP: 02529XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10994000 | PA      | $10994648.65   | 0.09%             | 2026-05-13      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                    | AESOP 22-5 A 144A 6.12% 04-20-27/26                                            | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8175000 | PA      | $8172138.75    | 0.07%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-1A                                   | AESOP 18-1A A 144A 3.7% 09-20-24/23                                            | CUSIP: 05377RCY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080000 | PA      | $1066820.76    | 0.01%             | 2024-09-20      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A                                   | AESOP 19-2A A 144A 3.35% 09-22-25/24                                           | CUSIP: 05377RDL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12965000 | PA      | $12453660.40   | 0.11%             | 2025-09-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A                                   | AESOP 17-2A A 144A 2.97% 03-20-24/23                                           | CUSIP: 05377RCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4816667 | PA      | $4796961.71    | 0.04%             | 2024-03-20      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A                                   | AESOP 18-2A A 144A 4.0% 03-20-25/24                                            | CUSIP: 05377RDC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12750000 | PA      | $12498914.25   | 0.11%             | 2025-03-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                                   | AESOP 2020-1A A 144A 2.33% 08-20-26/25                                         | CUSIP: 05377RDU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1146810.00    | 0.01%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A                                   | AESOP 19-3A A 144A 2.36% 03-20-26/25                                           | CUSIP: 05377RDQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $2118867.84    | 0.02%             | 2026-03-20      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2                          | AMCAR 20-2 A3 0.66% 12-18-24/02-21-23                                          | CUSIP: 03066EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    927237 | PA      | $923050.52     | 0.01%             | 2024-12-18      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                    | AESOP 20-2 A 144A 2.02% 02-20-27/26                                            | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10786000 | PA      | $9694855.88    | 0.08%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                             | EXXON MOBIL CORP SR UNSEC 2.019% 08-16-24                                      | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $4918903.25    | 0.04%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                             | EXXON MOBIL CORP SR UNSEC 1.571% 04-15-23                                      | CUSIP: 30231GBL5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $9686584.60    | 0.08%             | 2023-04-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                        | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 0.95% 10-01-24                           | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $14874064.00   | 0.13%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                       | FED FARM CR UNSEC 1.125% 01-06-25                                              | CUSIP: 3133ENKS8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |  19451000 | PA      | $18173584.75   | 0.16%             | 2025-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                       | FED FARM CR 1.75% 02-14-25                                                     | CUSIP: 3133ENPG9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |  33144000 | PA      | $31336117.43   | 0.27%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 1.093% 12-09-26/25                            | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3591631.65    | 0.03%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO I LTD ALLEG_17-1A                                                | ALLEG 17-1A AR 144A CLO FRN (L+95) 10-16-30                                    | CUSIP: 01748RAL9<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-O            | CORP              | US        |   9339000 | PA      | $9171411.65    | 0.08%             | 2030-10-16      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                            | BHG 21-A A 144A 1.42% 11-17-33                                                 | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4288856 | PA      | $3973697.63    | 0.03%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                            | BHG 21-B A 144A 0.9% 10-17-34                                                  | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4749802 | PA      | $4461968.94    | 0.04%             | 2034-10-17      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                            | BHG 21-B B 144A 1.67% 10-17-34                                                 | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $546798.20     | 0.00%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_22-A                                            | BHG 22-A A 144A 1.71% 02-20-35                                                 | CUSIP: 054977AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4978310 | PA      | $4642642.32    | 0.04%             | 2035-02-20      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_17-2A                                        | BCC 17-2 AR2 CLO 144A FRN (L+118) 07-25-34                                     | CUSIP: 05683HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1691175.50    | 0.01%             | 2034-07-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                 | GUARDIAN LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.875% 12-10-25         | CUSIP: 40139LBC6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7082944.00    | 0.06%             | 2025-12-10      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 1.757% 01-24-25/24                            | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7627544.00    | 0.07%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| BETONY CLO 2 LTD BTNY2_18-1A                                                 | BTNY2 18-1 A2 CLO 144A FRN (L+160) 04-30-31                                    | CUSIP: 08763QAC6<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $675993.50     | 0.01%             | 2031-04-30      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                               | BATLN 18-12 A2R 144A FRN (L+145) 05-17-31                                      | CUSIP: 07133RAQ8<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |   2700000 | PA      | $2648157.30    | 0.02%             | 2031-05-17      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_18-22A                                            | BLUEM 18-22 C CLO 144A FRN (L+195) 07-15-31                                    | CUSIP: 09629PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3200000 | PA      | $2958940.80    | 0.03%             | 2031-07-15      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                                | BACCT 22-A2 A2 5.0% 04-17-28/11-17-25                                          | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21998000 | PA      | $22024177.62   | 0.19%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHG 2020-A                                                                   | BHG 20-A A 144A 2.56% 09-17-31                                                 | CUSIP: 06616PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1103991 | PA      | $1070987.89    | 0.01%             | 2031-09-17      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                                    | BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30                                 | CUSIP: 05875MAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20775000 | PA      | $20491130.40   | 0.18%             | 2030-11-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 5.7% 11-01-24                                 | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8099832.00    | 0.07%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26/25                                  | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19062360.00   | 0.16%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                   | INTUIT INC SR UNSEC 0.95% 07-15-25                                             | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2703163.08    | 0.02%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 0.563% 02-16-25/24                                | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12300000 | PA      | $11546034.60   | 0.10%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 0.768% 08-09-25/24                                | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $11538237.50   | 0.10%             | 2025-08-09      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.08% 04-26-26/25                                 | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14627040.00   | 0.13%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24494850.00   | 0.21%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC SR UNSEC 0.695% 05-11-24/23                           | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $11711712.00   | 0.10%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                    | LINDE INC SR UNSEC 4.70% 12-05-25                                              | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7025214.00    | 0.06%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                               | MICROSOFT CORP SR UNSEC 2.875% 02-06-24                                        | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  20974000 | PA      | $20602026.11   | 0.18%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3                                 | CAALT 21-3A A 144A 1.0% 05-15-30/07-15-24                                      | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10100000 | PA      | $9529572.20    | 0.08%             | 2030-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                           | CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28                                      | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1457331 | PA      | $1239067.93    | 0.01%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.6% 01-11-24 | CUSIP: 59217GCT4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   7007000 | PA      | $6899253.36    | 0.06%             | 2024-01-11      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 0.4% 01-07-24     | CUSIP: 59217GGV5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  13575000 | PA      | $12920291.33   | 0.11%             | 2024-01-07      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 0.529% 01-25-24/23                                     | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12875564.00   | 0.11%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                     | MET TOWER GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.7% 04-05-24               | CUSIP: 58989V2C7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $23551600.00   | 0.20%             | 2024-04-05      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                   | CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26                                          | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554000 | PA      | $504651.34     | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                          | CPS 22-B A 144A 2.88% 06-15-26/02-15-24                                        | CUSIP: 12663BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11322174 | PA      | $11086333.01   | 0.09%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.353 AC1008 10-20-63                                                     | CUSIP: 36179ADM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1030 | PA      | $1012.34       | 0.00%             | 2063-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.413 AG8070 01-20-64                                                     | CUSIP: 36182C6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10505 | PA      | $10298.79      | 0.00%             | 2064-01-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                          | CPS 22-C A 144A 4.18% 04-15-30/02-15-24                                        | CUSIP: 12664DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4465987 | PA      | $4417977.90    | 0.04%             | 2030-04-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_18-A2                          | COMET 18-2 A2 FRN (L+35) 03-16-26/05-15-23                                     | CUSIP: 14041NFS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  49168000 | PA      | $49144497.70   | 0.42%             | 2026-03-16      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.251 AG8069 01-20-64                                                     | CUSIP: 36182C6E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11039 | PA      | $10797.99      | 0.00%             | 2064-01-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.855 776094 10-20-63                                                     | CUSIP: 36176T7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1715 | PA      | $1651.37       | 0.00%             | 2063-10-20      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_17-A5                              | CCCIT 17-A5 A5 FRN (L+62) 04-22-26/24                                          | CUSIP: 17305EGD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19839000 | PA      | $19826560.95   | 0.17%             | 2026-04-22      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_19-1A                                  | CGMS 19-1 A1AR CLO 144A FRN (L+108) 04-20-31                                   | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245093.75     | 0.00%             | 2031-04-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.414 AG8041 11-20-63                                                     | CUSIP: 36182C5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10507 | PA      | $10300.60      | 0.00%             | 2063-11-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.413 AG8060 12-20-63                                                     | CUSIP: 36182C5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10501 | PA      | $10294.19      | 0.00%             | 2063-12-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_15-5A                                  | CGMS 15-5 A1RR CLO 144A FRN (L+108) 01-20-32                                   | CUSIP: 14312JAY8<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $244979.75     | 0.00%             | 2032-01-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_18-3A                                                  | CIFC 18-3A A CLO 144A FRN (L+110) 07-18-31                                     | CUSIP: 12551YAA1<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-O            | CORP              | KY        |   2600000 | PA      | $2552911.40    | 0.02%             | 2031-07-18      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXVI LP CERB_19-1A                                     | CERB 19-1A AR CLO 144A FRN (L+150) 04-15-31                                    | CUSIP: 15673YAN9<br>LEI: 549300U8RSYT04O8Z019 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1950104.00    | 0.02%             | 2031-04-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_14-3RA                                 | CGMS 14-3R A1A CLO 144A FRN (L+105) 07-27-31                                   | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2658112 | PA      | $2601828.78    | 0.02%             | 2031-07-27      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXVII LP CERB_22-2                                    | CERB 22-2 A1 CLO 144A (TSFR3M+275) 10-15-34                                    | CUSIP: 15674XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2999850.00    | 0.03%             | 2034-10-15      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_15-1A                                                  | CIFC 15-1 ARR CLO 144A FRN (L+111) 01-22-31                                    | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $246635.75     | 0.00%             | 2031-01-22      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.353 AC0975 04-20-63                                                     | CUSIP: 36179ACL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2047 | PA      | $2012.24       | 0.00%             | 2063-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.352 AC1026 01-20-64                                                     | CUSIP: 36179AD78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2062 | PA      | $2027.75       | 0.00%             | 2064-01-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_14-5A                                  | CGMS 14-5 A1RR CLO 144A FRN (L+114) 07-15-31                                   | CUSIP: 14311AAS1<br>LEI: 549300ODZUR61VZRRZ07 | Long             | ABS-O            | CORP              | KY        |    699518 | PA      | $688655.94     | 0.01%             | 2031-07-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.409 AG8082 02-20-64                                                     | CUSIP: 36182C6T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10208 | PA      | $10007.79      | 0.00%             | 2064-02-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.255 AG8081 02-20-64                                                     | CUSIP: 36182C6S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11126 | PA      | $10882.94      | 0.00%             | 2064-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.96 AG8076 02-20-64                                                      | CUSIP: 36182C6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1982 | PA      | $1946.83       | 0.00%             | 2064-02-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 5.46 714621 08-20-59                                                      | CUSIP: 36297K4E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    119303 | PA      | $120552.50     | 0.00%             | 2059-08-20      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | GNR 12-H20 PT FRN  07-20-62                                                    | CUSIP: 38375BVS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |  11821936 | PA      | $11791222.74   | 0.10%             | 2062-07-20      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | GNR 14-H08 FT FRN 2.69% 03-20-64                                               | CUSIP: 38375UEY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4027920 | PA      | $4018269.48    | 0.03%             | 2064-03-20      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.49 767680 06-20-64                                                      | CUSIP: 36176JUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24890 | PA      | $24413.57      | 0.00%             | 2064-06-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RM FRN AG8149 06-20-64                                                       | CUSIP: 36182DBS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    190538 | PA      | $189784.44     | 0.00%             | 2064-06-20      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | GNR 12-H12 FT FRN 2.76% 05-20-62                                               | CUSIP: 38375BRN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    669574 | PA      | $668695.79     | 0.01%             | 2062-05-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 6.64 AA7554 07-20-64                                                      | CUSIP: 36178FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21588 | PA      | $21431.33      | 0.00%             | 2064-07-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 5.05 721648 04-20-61                                                      | CUSIP: 3620A7WH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3014 | PA      | $2794.59       | 0.00%             | 2061-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 5.035 710085 09-20-61                                                     | CUSIP: 36297E2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2857 | PA      | $2829.63       | 0.00%             | 2061-09-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI                                     | HHT 19-MAUI A FRN (L+115) 05-15-38/21                                          | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4352692.50    | 0.04%             | 2038-05-17      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2                                 | HOF 20-2 A1 144A 1.657% 05-25-65                                               | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    448015 | PA      | $444684.66     | 0.00%             | 2065-05-25      | Variable      | 1.66%                 | Yes           |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                                         | HAWT 21-INV1 A3 144A FRN 07-25-51                                              | CUSIP: 44590HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2172132 | PA      | $1764770.13    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                      | HPA 21-2 A 144A 1.901% 12-17-26                                                | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6462920 | PA      | $5580582.70    | 0.05%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                      | HPA 22-1 A 144A 3.93% 04-17-39/04-19-27                                        | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1115302 | PA      | $1045057.07    | 0.01%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2                                 | HOF 20-2 A2 144A FRN 05-25-65                                                  | CUSIP: 43789XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $963016.00     | 0.01%             | 2065-05-25      | Variable      | 2.63%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES TRUST IHSFR_18-SFR1                                         | IHSFR 18-SFR1 A 144A FRN (L+70) 03-17-37/03-19-20                              | CUSIP: 46185JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    822621 | PA      | $808856.54     | 0.01%             | 2037-03-17      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7                                   | IMPRL 22-NQM7 A1 144A 7.369% 11-25-67/26                                       | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10531000 | PA      | $10550903.59   | 0.09%             | 2067-11-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19                      | JPMBB 14-C19 A4 3.9965% 04-15-47/04/17/24                                      | CUSIP: 46641WAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    947835 | PA      | $923454.79     | 0.01%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C16            | JPMCC 13-C16 A4 4.1664% 12-15-46/10-15-23                                      | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $924746.62     | 0.01%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26                      | JPMBB 14-C26 B 3.9508% 01-15-48                                                | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2333333 | PA      | $2141743.03    | 0.02%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-3                                          | JPMMT 18-3 A1 144A FRN 09-25-48/40                                             | CUSIP: 46649TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25730 | PA      | $22681.17      | 0.00%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-1                                          | JPMMT 19-1 A3 144A FRN 05-25-49                                                | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92269 | PA      | $86852.75      | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO            | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                  | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9132000 | PA      | $7868797.84    | 0.07%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7                                      | LMAT 19-GS7 A1 144A FRN 11-25-59                                               | CUSIP: 52474MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18473395 | PA      | $18130491.93   | 0.16%             | 2059-11-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4                                      | LMAT 20-GS4 A1 144A FRN 02-25-60                                               | CUSIP: 52474KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19005423 | PA      | $18622254.48   | 0.16%             | 2060-02-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                      | LMAT 21-GS2 A1 144A FRN 04-25-61                                               | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2597117 | PA      | $2346295.30    | 0.02%             | 2061-04-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                  | LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24                                    | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3965939 | PA      | $3768363.56    | 0.03%             | 2038-10-15      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                      | LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24                                    | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7503463 | PA      | $6702603.23    | 0.06%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1                                  | BRAVO 22-R1 A 144A 3.125% 01-29-70/25                                          | CUSIP: 10568PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3767302 | PA      | $3356582.78    | 0.03%             | 2070-01-29      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| LAQ MORTGAGE TRUST COMMERICIAL MORTGAGE PASS-THROUGH CERTIFICATES LAQ_22-LAQ | LAQ 22-LAQ A 144A (TSFR1M+172.39) 03-15-39/27                                  | CUSIP: 50172LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    239418 | PA      | $233342.71     | 0.00%             | 2039-03-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C25                                       | MSBAM 15-C25 ASB 3.383% 10-15-48/06-17-25                                      | CUSIP: 61765TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491938 | PA      | $475285.89     | 0.00%             | 2048-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C9                                        | MSBAM 13-C9 A4 3.102% 05-15-46/04-17-23                                        | CUSIP: 61762DAW1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2968047.00    | 0.03%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C17                                       | MSBAM 14-C17 A5 3.741% 08-15-47/07-17-24                                       | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1932576.00    | 0.02%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C19                                       | MSBAM 14-C19 B FRN 12-15-47/12-17-24                                           | CUSIP: 61764PBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4065301 | PA      | $3770627.66    | 0.03%             | 2047-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C21                                       | MSBAM 15-C21 A4 3.338% 03-15-48/02-18-25                                       | CUSIP: 61764XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3782060.00    | 0.03%             | 2048-03-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C20                                       | MSBAM 15-C20 A4 3.249% 02-15-48/12-17-24                                       | CUSIP: 61764RBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1187548.75    | 0.01%             | 2048-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C12                                       | MSBAM 13-C12 A4 FRN 10-15-46/09-15-23                                          | CUSIP: 61762XAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7963000 | PA      | $7855969.32    | 0.07%             | 2046-10-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C9                                        | MSBAM 13-C9 B 3.708% 05-15-46/04-15-23                                         | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   1511000 | PA      | $1477374.21    | 0.01%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C17                                       | MSBAM 14-C17 A4 3.443% 08-15-47/03-15-24                                       | CUSIP: 61763UAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    394870 | PA      | $382557.72     | 0.00%             | 2047-08-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C16                                       | MSBAM 14-C16 A4 3.6% 06-15-47/02-16-24                                         | CUSIP: 61763MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188370 | PA      | $183194.15     | 0.00%             | 2047-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C11                                       | MSBAM 13-C11 A4 FRN 08-15-46                                                   | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1970176.00    | 0.02%             | 2046-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C13                                       | MSBAM 13-C13 A4 4.039% 11-15-46/23                                             | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9774170.00    | 0.08%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_17-C34                                       | MSBAM 17-C34 ASB 3.354% 11-15-52/06-17-27                                      | CUSIP: 61767EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1397037 | PA      | $1327770.05    | 0.01%             | 2052-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-1                                          | MCMLT 19-1 A1 144A FRN 10-25-69                                                | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5415953 | PA      | $5101383.82    | 0.04%             | 2069-10-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-3                                          | MCMLT 18-3 A1 144A FRN 08-26-58                                                | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    408165 | PA      | $388603.47     | 0.00%             | 2058-08-26      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST MST_18-1A                                       | MST 18-1A A 144A FRN 03-25-57                                                  | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350027 | PA      | $329165.62     | 0.00%             | 2057-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS2                                        | MCMLT 19-GS2 A1 144A FRN 08-25-59                                              | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2777132 | PA      | $2615119.60    | 0.02%             | 2059-08-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MFA 2020-NQM1 TRUST                                                          | MFA 20-NQM1 A1 144A FRN 03-25-65                                               | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2374636 | PA      | $2253318.44    | 0.02%             | 2065-03-25      | Variable      | 1.48%                 | Yes           |                  2 | On Loan: No      |
| MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3                               | MWST 21-3 A 144A FRN (L+85) 11-25-55                                           | CUSIP: 58552FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27731000 | PA      | $26801429.15   | 0.23%             | 2055-11-25      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                            | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                      | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13020167 | PA      | $11249124.66   | 0.10%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                            | SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32                                     | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18140822 | PA      | $15611066.27   | 0.13%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-3                                          | TPMT 17-3 M1 144A FRN 07-25-57                                                 | CUSIP: 89169DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2114661.42    | 0.02%             | 2057-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-4                                          | TPMT 15-4 M1 144A FRN 04-25-55/05-25-22                                        | CUSIP: 89171UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    551941 | PA      | $550421.93     | 0.00%             | 2055-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-4                                          | TPMT 15-4 M2 144A FRN 04-25-55/01-25-27                                        | CUSIP: 89171UAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11417100 | PA      | $11052494.91   | 0.09%             | 2055-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                          | TPMT 15-3 M2 144A FRN 03-25-54/09-27-27                                        | CUSIP: 89172HAD9<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |    947900 | PA      | $926340.01     | 0.01%             | 2054-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                          | TPMT 17-2 M1 144A FRN 04-25-57                                                 | CUSIP: 89173HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6818000 | PA      | $6458173.17    | 0.06%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-1                                          | TPMT 16-1 M1 144A FRN 02-25-55                                                 | CUSIP: 89172EAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17745155 | PA      | $17394953.94   | 0.15%             | 2055-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-6                                          | TPMT 18-6 A1A 144A FRN 03-25-58                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2269966 | PA      | $2202409.28    | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TCI-FLATIRON CLO LTD TFLAT_16-1A                                             | TFLAT 16-1A AR3 CLO 144A FRN (TSFR3M+110) 01-17-32                             | CUSIP: 87230AAW6<br>LEI: 549300EEOTVLW827QY91 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $986514.00     | 0.01%             | 2032-01-17      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_17-7A                                                 | TRNTS 17-7 A1R CLO 144A FRN (L+120) 01-25-35                                   | CUSIP: 89641CAK7<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $963465.00     | 0.01%             | 2035-01-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO LTD TICP_18-10                                                      | TICP 18-10 B CLO 144A FRN (L+147) 04-20-31                                     | CUSIP: 87249CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $678374.20     | 0.01%             | 2031-04-20      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                          | TPMT 17-1 A1 144A 2.75% 10-25-56                                               | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2774838 | PA      | $2727302.74    | 0.02%             | 2056-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-5                                          | TPMT 16-5 A1 144A 2.5% 10-25-56                                                | CUSIP: 89173CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74220 | PA      | $72959.96      | 0.00%             | 2056-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1                              | TALNT 19-1 A 144A 2.56% 11-25-31                                               | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9579010.00    | 0.08%             | 2031-11-25      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                          | TPMT 18-2 A1 144A FRN 03-25-58                                                 | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7992094 | PA      | $7631882.63    | 0.07%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                          | TPMT 18-3 A1 144A FRN 05-25-58                                                 | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6459883 | PA      | $6096740.84    | 0.05%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-1                                          | TPMT 19-1 A1 144A FRN 03-25-58/11-27-28                                        | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4914555 | PA      | $4576723.62    | 0.04%             | 2058-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-4                                          | TPMT 18-4 A1 144A FRN 06-25-58                                                 | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2205666 | PA      | $2016170.54    | 0.02%             | 2058-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                          | TPMT 17-2 A1 144A FRN 04-25-57                                                 | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72498 | PA      | $71500.04      | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-3                                          | TPMT 17-3 A1 144A FRN 07-25-57                                                 | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    304211 | PA      | $296375.23     | 0.00%             | 2057-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4              | GMCAR 19-4 B 2.04% 02-17-25                                                    | CUSIP: 36258MAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4331000 | PA      | $4248754.31    | 0.04%             | 2025-02-17      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                          | TPMT17-1 A2 144A FRN 10-25-56/07-25-24                                         | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1295000 | PA      | $1238067.92    | 0.01%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2019-HY2 A1                                                             | TPMT 19-HY2 A1 144A FRN (L+100) 05-25-58                                       | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2046028 | PA      | $2017872.29    | 0.02%             | 2058-05-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4              | GMCAR 19-4 C 2.24% 03-18-25                                                    | CUSIP: 36258MAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3130000 | PA      | $3069299.91    | 0.03%             | 2025-03-18      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_2020                                                   | GCI 20-1 A 144A 2.82% 10-18-45/30                                              | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14376770 | PA      | $12682295.20   | 0.11%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                       | HERTZ 21-1A A 144A 1.21% 12-26-25/24                                           | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30495000 | PA      | $27983401.31   | 0.24%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                       | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                     | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18970000 | PA      | $16250100.37   | 0.14%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                       | HERTZ 21-1A B 144A 1.56% 12-26-25/24                                           | CUSIP: 42806MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3660000 | PA      | $3335497.08    | 0.03%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                       | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                     | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857000 | PA      | $718071.73     | 0.01%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                          | TPMT 18-1 A1 144A FRN 01-25-58/05-28-24                                        | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79674 | PA      | $76865.81      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                | TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29                                      | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328347 | PA      | $296913.33     | 0.00%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                   | HERTZ 22-1A B 144A 2.19% 06-25-26/25                                           | CUSIP: 42806MAK5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1811000 | PA      | $1622369.86    | 0.01%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                   | HERTZ 22-1A A 144A 1.99% 06-25-26/25                                           | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  20181000 | PA      | $18483898.99   | 0.16%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                        | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                        | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14407617 | PA      | $12271413.70   | 0.11%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                 | TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30                                      | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | US        |   3611761 | PA      | $3140097.26    | 0.03%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                              | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                                       | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3681735 | PA      | $3210506.06    | 0.03%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1                                | TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28                                      | CUSIP: 88315LAL2<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |   2168920 | PA      | $1810751.06    | 0.02%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-4                                   | HERTZ 22-4A A 144A 3.73% 09-25-26/25                                           | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26860000 | PA      | $25436903.48   | 0.22%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-5                                   | HERTZ 22-5A A 144A 3.89% 09-25-28/09-27-27                                     | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2778930.00    | 0.02%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO LTD ICG_14-2A                                                     | ICG 14-2 ARR CLO FRN (L+103) 01-15-31                                          | CUSIP: 44929BAW1<br>LEI: 635400O9MVLOIBCDSR77 | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $591915.60     | 0.01%             | 2031-01-15      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD INGIM_13-1A                                                     | INGIM 13-1 BR CLO 144A FRN (L+190) 10-15-30                                    | CUSIP: 92917CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    320000 | PA      | $291336.00     | 0.00%             | 2030-10-15      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                | TMCL 21-2A A 144A 2.23% 04-20-46                                               | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5415540 | PA      | $4606452.89    | 0.04%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                            | USRE 21-1 A1 144A 1.91% 10-20-61/26                                            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  61588000 | PA      | $52189855.96   | 0.45%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| UPLAND CLO LTD UPLND_16-1A                                                   | UPLND 16-1 A1AR 144A FRN (L+102) 04-20-31                                      | CUSIP: 915328AU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1300000 | PA      | $1280080.10    | 0.01%             | 2031-04-20      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-6                                               | VZMT 22-6 A 3.67% 01-22-29/07-21-25                                            | CUSIP: 92348KAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6457000 | PA      | $6266595.98    | 0.05%             | 2029-01-22      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_19-1A                                                      | VOYA 19-1A AR CLO 144A FRN (L+106) 04-15-31                                    | CUSIP: 92917NAJ7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $393294.40     | 0.00%             | 2031-04-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_14-17X                                                 | VENTR 14-17 ARR CLO REG S FRN (L+88) 04-15-27                                  | CUSIP: N/A<br>LEI: 549300SNYYGJ2M6QEK53       | Long             | ABS-O            | CORP              | KY        |   1305347 | PA      | $1284152.01    | 0.01%             | 2027-04-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-HE1                             | JPMAC 06-HE1 A4 FRN (L+58) 01-25-36                                            | CUSIP: 46626LGF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    179426 | PA      | $179271.89     | 0.00%             | 2036-01-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_16-3A                                                      | VOYA 16-3 A1R CLO 144A FRN (L+119) 10-18-31                                    | CUSIP: 92915HAL7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246845.50     | 0.00%             | 2031-10-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_15-1A                                                      | VOYA 15-1 A2R CLO 144A FRN (L+125) 01-18-29                                    | CUSIP: 92914NAL5<br>LEI: 54930085W413OSH6FR69 | Long             | ABS-O            | CORP              | KY        |    475000 | PA      | $462988.20     | 0.00%             | 2029-01-18      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_15-1A                                                      | VOYA 15-1 A1R CLO 144A FRN (L+90) 01-18-29                                     | CUSIP: 92914NAJ0<br>LEI: 54930085W413OSH6FR69 | Long             | ABS-O            | CORP              | KY        |     16517 | PA      | $16336.54      | 0.00%             | 2029-01-18      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_18-2A                                                      | VOYA 18-2 C1 CLO 144A FRN (L+185) 07-15-31                                     | CUSIP: 92917JAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $368262.40     | 0.00%             | 2031-07-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-7                                               | VZMT 22-7 A1A 5.23% 11-22-27/11-20-24                                          | CUSIP: 92348KBC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8729000 | PA      | $8720969.32    | 0.07%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-3                             | WLAKE 21-3 A2 144A 0.57% 09-16-24                                              | CUSIP: 96043JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7973636 | PA      | $7909551.86    | 0.07%             | 2024-09-16      | Fixed         | 0.57%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2                             | WLAKE 22-2A A2A 144A 3.36% 08-15-25                                            | CUSIP: 96042VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20959000 | PA      | $20641408.27   | 0.18%             | 2025-08-15      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_13-2A                                               | WINDR 13-2A AR2 CLO 144A FRN (L+100) 10-18-30                                  | CUSIP: 97314CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2693000 | PA      | $2647022.41    | 0.02%             | 2030-10-18      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                             | WLAKE 22-3 C 144A 6.44% 12-15-27/08-15-25                                      | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1863000 | PA      | $1863503.01    | 0.02%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                             | WLAKE 22-3 A3 144A 5.49% 07-15-26/09-16-24                                     | CUSIP: 96043PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12560000 | PA      | $12447588.00   | 0.11%             | 2026-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                             | WLAKE 22-3 B 144A 5.99% 12-15-27/01-15-25                                      | CUSIP: 96043PAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20880000 | PA      | $20838240.00   | 0.18%             | 2027-12-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_14-2A                                               | WINDR 14-2 AR CLO 144A FRN (L+114) 01-15-31                                    | CUSIP: 88390AAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1960220.00    | 0.02%             | 2031-01-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL LTD WOODS_18-11BA                                         | WOODS 18-11B A1 144A CLO FRN (L+110) 04-19-31                                  | CUSIP: 66860JAA6<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-O            | CORP              | US        |    837402 | PA      | $826132.73     | 0.01%             | 2031-04-19      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| WHITEHORSE LTD WITEH_18-12A                                                  | WITEH 18-12 A CLO 144A FRN (L+125) 10-15-31                                    | CUSIP: 96525YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1310000 | PA      | $1288781.93    | 0.01%             | 2031-10-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                             | WLAKE 22-3 A2 144A 5.24% 07-15-28/12-15-23                                     | CUSIP: 96043PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $24832675.00   | 0.21%             | 2025-07-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO LTD WELF_15-1A                                                 | WELF 15-1 AR4 CLO 144A FRN (L+89) 07-20-29                                     | CUSIP: 949496BJ1<br>LEI: 254900DLL625KV2D0Z30 | Long             | ABS-O            | CORP              | KY        |    218439 | PA      | $215513.39     | 0.00%             | 2029-07-20      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_18-1                                                | WINDR 18-1 B CLO 144A FRN (L+165) 07-15-30                                     | CUSIP: 88432VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $242885.75     | 0.00%             | 2030-07-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED WELF_22-1                                              | WELF 22-1 C 144A CLO FRN (TSFR3M+285) 04-15-34                                 | CUSIP: 94950TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $861789.60     | 0.01%             | 2034-04-15      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2                             | WLAKE 20-2 C 144A 2.01% 07-15-25                                               | CUSIP: 96042PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1887890 | PA      | $1865477.43    | 0.02%             | 2025-07-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_19-C                                                | VZOT 19C-A1A 1.94% 04-22-24/11-21-22                                           | CUSIP: 92348AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299456 | PA      | $298659.67     | 0.00%             | 2024-04-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                 | 7-ELEVEN INC 144A LIFE SR UNSEC 0.625% 02-10-23                                | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  10695000 | PA      | $10600841.22   | 0.09%             | 2023-02-10      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                       | CHUBB INA HOLDINGS INC SR UNSEC 3.35% 05-03-26                                 | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1233406.95    | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                              | ASTRAZENECA PLC SR UNSEC FRN 08-17-23                                          | CUSIP: 046353AS7<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |  11772000 | PA      | $11795155.52   | 0.10%             | 2023-08-17      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                           | AMERICAN HONDA FINANCE CORP SR UNSEC 3.625% 10-10-23                           | CUSIP: 02665WCQ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   8621000 | PA      | $8497512.80    | 0.07%             | 2023-10-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                 | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.5% 10-15-25                          | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   6815000 | PA      | $6263823.25    | 0.05%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                    | APPLE INC SR UNSEC 1.125% 05-11-25                                             | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4352000 | PA      | $4024311.81    | 0.03%             | 2025-05-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | AMAZON.COM INC SR UNSEC 0.8% 06-03-25                                          | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   8635000 | PA      | $7932931.33    | 0.07%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                 | ALPHABET INC SR UNSEC 0.8% 08-15-27                                            | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2432970.40    | 0.02%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                           | AMERICAN HONDA FINANCE CORP SR UNSEC 0.65% 09-08-23                            | CUSIP: 02665WDM0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11625264.00   | 0.10%             | 2023-09-08      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                           | AMERICAN HONDA FINANCE CORP SR UNSEC 0.55% 07-12-24                            | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10259733.00   | 0.09%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                    | APPLE INC SR UNSEC 0.7% 02-08-26                                               | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  14135000 | PA      | $12623728.21   | 0.11%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_16                                                 | KKR 16 A12R CLO 144A FRN (L+121) 10-20-34                                      | CUSIP: 48251BAW0<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-O            | CORP              | KY        |    735000 | PA      | $709688.07     | 0.01%             | 2034-10-20      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_28A                                                | KKR 28 A CLO 144A FRN (L+114) 03-15-31                                         | CUSIP: 48253WAA0<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1726469.50    | 0.01%             | 2031-03-15      | Variable      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_21                                                 | KKR 21 A CLO 144A FRN (L+100) 04-15-31                                         | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-O            | CORP              | KY        |   1367662 | PA      | $1346076.19    | 0.01%             | 2031-04-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 11 LLC                                                               | KKR 11 AR CLO 144A FRN (L+118) 01-15-31                                        | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $294940.20     | 0.00%             | 2031-01-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_21                                                 | KKR 21 B CLO 144A FRN (L+140) 04-15-31                                         | CUSIP: 48252KAC3<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $671426.00     | 0.01%             | 2031-04-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| KINGSLAND LTD KING_18-8A                                                     | HAYFN 18-8 A CLO 144A FRN (L+112) 04-20-31                                     | CUSIP: 42086PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   6500000 | PA      | $6398184.00    | 0.05%             | 2031-04-20      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| KKR STATIC CLO 2 LTD KSTAT_22-2                                              | KSTAT 22-2 C CLO 144A FRN (TSFR3M+425) 10-20-31                                | CUSIP: 482926AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2999814.00    | 0.03%             | 2031-10-20      | Variable      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| LONGFELLOW PLACE CLO LTD LONGF_13-1A                                         | LONGF 13-1A AR3 144A FRN (L+100) 04-15-29                                      | CUSIP: 54303PAY1<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-O            | CORP              | US        |   4411173 | PA      | $4382614.90    | 0.04%             | 2029-04-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_21-1                                        | LADAR 21-1A A 144A 1.3% 08-17-26/09-16-24                                      | CUSIP: 501683AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6691637 | PA      | $6480836.73    | 0.06%             | 2026-08-17      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_21-1                                        | LADAR 21-1A B 144A 1.94% 11-16-26/12-16-24                                     | CUSIP: 501683AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $681284.18     | 0.01%             | 2026-11-16      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1                                      | LMAT 22-GS1 A1 144A 4.0% 02-25-61/04-25-25                                     | CUSIP: 52476UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13423914 | PA      | $12488669.78   | 0.11%             | 2061-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                        | LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25                                      | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10323360 | PA      | $10137725.33   | 0.09%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                        | LADAR 22-1 B 144A 5.87% 09-15-27/10-15-25                                      | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    642000 | PA      | $622765.04     | 0.01%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD PARTNERSHIP LCM_20A                                                  | LCM 20A CR 144A CLO FRN (L+195) 10-20-27                                       | CUSIP: 50188WAG3<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $241892.00     | 0.00%             | 2027-10-20      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                     | MHC 21-MHC A 144A FRN (L+80.1) 04-15-26                                        | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11504000 | PA      | $11118788.56   | 0.10%             | 2026-04-15      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                                  | MLANE 21-A A 144A 1.59% 09-15-26/07-17-23                                      | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12936000 | PA      | $12455970.91   | 0.11%             | 2026-09-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| MSTAT_22-18A                                                                 | MSTAT 22-18A A1 144A FRN (TSFR3M+222) 07-20-30                                 | CUSIP: 56586PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4827000 | PA      | $4806673.50    | 0.04%             | 2030-07-20      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                                         | MDPK 21-48A A CLO 144A FRN (L+115) 04-19-33                                    | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $977541.00     | 0.01%             | 2033-04-19      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO MIDO_16-6A                                               | MIDO 16-6 ARR CLO 144A FRN (L+107) 04-20-33                                    | CUSIP: 59802XAS2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1940754.00    | 0.02%             | 2033-04-20      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| MP CLO III LTD MP3_13-1A                                                     | MP3 13-1 AR FRN (L+125) 10-20-30                                               | CUSIP: 553205AC9<br>LEI: 549300FWSFBNCWDD1P18 | Long             | ABS-O            | CORP              | KY        |    470000 | PA      | $460148.80     | 0.00%             | 2030-10-20      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_17-23A                                         | MDPK 17-23A AR CLO 144A FRN (L+97) 07-27-31                                    | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $691615.40     | 0.01%             | 2031-07-27      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD MORGN_18-3                                               | MORGN 18-3 AR CLO 144A FRN (L+104) 10-20-31                                    | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $879774.30     | 0.01%             | 2031-10-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_19-34A                                         | MDPK 19-34 BR CLO 144A FRN (L+165) 04-25-32                                    | CUSIP: 55819GAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1159968.00    | 0.01%             | 2032-04-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO MVEW_17-1A                                                 | MVEW 17-1 AR CLO 144A FRN (L+109) 10-16-29                                     | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970665 | PA      | $954695.95     | 0.01%             | 2029-10-16      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_17-9A                                                  | MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29                                      | CUSIP: 56577PAL3<br>LEI: 5493008SBRQGMZFP2M89 | Long             | ABS-O            | CORP              | KY        |  12768435 | PA      | $12625172.76   | 0.11%             | 2029-04-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_15-17A                                         | MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30                                  | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  30590172 | PA      | $30063286.46   | 0.26%             | 2030-07-21      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL MFCC_21-1                                                  | MFCC 21-1A A 144A 1.54% 03-20-26                                               | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7800000 | PA      | $7400835.00    | 0.06%             | 2026-03-20      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                          | NSLT 21-A APT1 144A 1.36% 04-20-62                                             | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13540959 | PA      | $11940485.68   | 0.10%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                              | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                      | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10372529 | PA      | $8967912.07    | 0.08%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                          | NSLT 21-B AFX 144A 1.42% 04-20-62                                              | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27246984 | PA      | $24013557.45   | 0.21%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL_21-E                         | NAVSL 21-EA A 144A 0.97% 12-16-69/12-15-28                                     | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10714119 | PA      | $8863490.96    | 0.08%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                          | NSLT 21-CA AFX 144A 1.32% 04-20-62                                             | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17263665 | PA      | $15210083.06   | 0.13%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-F                              | NAVSL 21-FA A 1.11% 02-18-70/05-15-29                                          | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5715527 | PA      | $4689024.36    | 0.04%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                              | NAVSL 21-G A 144A 1.58% 04-15-70                                               | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17230395 | PA      | $14551947.42   | 0.12%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_17-25A                                         | NEUB 17-25 AR CLO 144A FRN (L+93) 10-18-29                                     | CUSIP: 64131JAL0<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $295892.40     | 0.00%             | 2029-10-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_14-17A                                         | NEUB 14-17 CR2 CLO 144A FRN (L+200) 04-22-29                                   | CUSIP: 64129UBW4<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $333816.00     | 0.00%             | 2029-04-22      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO 1 LTD NBCLO_16                                                | NBCLO 16-1 BR CLO 144A FRN (L+200) 12-21-29                                    | CUSIP: 65023TAL6<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-O            | CORP              | KY        |   1150000 | PA      | $1104639.40    | 0.01%             | 2029-12-21      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                             | NZRT 20-RPL1 A1 144A FRN 11-25-59                                              | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12594794 | PA      | $11497963.70   | 0.10%             | 2059-11-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                        | NAVSL 21-A A 144A 0.84% 05-15-69/03-15-29                                      | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2968966 | PA      | $2537723.77    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                   | NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30                                     | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5372232 | PA      | $5304241.44    | 0.05%             | 2030-07-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-B                              | NAVSL 21-B A 144A 0.94% 07-15-69/06-15-28                                      | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5128903 | PA      | $4334092.55    | 0.04%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                              | ONDK 21-1A A 144A 1.59% 05-17-27/24                                            | CUSIP: 68236WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8688000 | PA      | $7906279.82    | 0.07%             | 2027-05-17      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                | OPTN 21-B A 144A 1.47% 05-08-31/05-01-24                                       | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8636000 | PA      | $7518432.51    | 0.06%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD OCP_2019-16A                                                     | OCP 19-16A AR CLO 144A FRN (L+100) 04-10-33                                    | CUSIP: 67570QAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $243601.50     | 0.00%             | 2033-04-10      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD OCP_20-8RA                                                       | OCP 20-8RA A1 CLO 144A FRN (L+122) 01-17-32                                    | CUSIP: 670898AC9<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491066.00     | 0.00%             | 2032-01-17      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE CLO LTD OAKCL_18-1A                                                  | OAKCL 18-1 A2 CLO 144A FRN (L+185) 10-20-30                                    | CUSIP: 67400FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $476620.50     | 0.00%             | 2030-10-20      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XXXII OCT32_17-1A                                | OCT32 17-1 A1R CLO 144A FRN (L+95) 07-15-29                                    | CUSIP: 67578BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249036 | PA      | $245493.50     | 0.00%             | 2029-07-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XVII LTD OCT17_13-1A                             | OCT17 13-1 CR2 CLO 144A FRN (L+170) 01-25-31                                   | CUSIP: 67590GBN8<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $642307.40     | 0.01%             | 2031-01-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XVI LTD OCT16_13-1A                              | OCT16 13-1 BR CLO 144A FRN (L+160) 07-17-30                                    | CUSIP: 67590BAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1682954.00    | 0.01%             | 2030-07-17      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON LOAN FUNDING LTD OCTLF_14-1A                                         | OCTLF 14-1 ARR CLO 144A FRN (L+118) 11-18-31                                   | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-O            | CORP              | KY        |   1550000 | PA      | $1523774.00    | 0.01%             | 2031-11-18      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOANTRUST OOMLT_05-3                                     | OOMLT 05-3 M2 FRN (L+73.5) 08-25-35                                            | CUSIP: 68389FHT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815941 | PA      | $812101.84     | 0.01%             | 2035-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-A                                                | OPTN 21-A A 144A 1.21% 03-08-28/23                                             | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9200000 | PA      | $8441340.40    | 0.07%             | 2028-03-08      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| PRODIGY FINANCE PRDGY_21-1                                                   | PRDGY 21-1A A 144A FRN (L+125) 07-25-51                                        | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |   1462532 | PA      | $1409973.46    | 0.01%             | 2051-07-25      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                    | PSTAT 21-4A A1 CLO 144A FRN (L+80) 10-15-29                                    | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10539119 | PA      | $10403217.06   | 0.09%             | 2029-10-15      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                    | PSTAT 21-4A A2 CLO 144A FRN (L+140) 10-15-29                                   | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4278000 | PA      | $4126156.67    | 0.04%             | 2029-10-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-1A                                   | PSTAT 22-1A A1 CLO 144A FRN (TSFR3M+105) 04-15-30                              | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5415263 | PA      | $5336254.47    | 0.05%             | 2030-04-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5                                    | PSTAT 22-5 A1 CLO 144A FRN (TSFR3M+156) 01-15-31                               | CUSIP: 69702QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  23000000 | PA      | $22847303.00   | 0.20%             | 2031-01-15      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                      | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8160000 | PA      | $7893771.84    | 0.07%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                                    | PSTAT 22-3 A1A CLO 144A FRN (TSFR3M+182) 04-15-31                              | CUSIP: 69690CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  16000000 | PA      | $15999008.00   | 0.14%             | 2031-04-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K052                          | FHMS K052 A2 (MF) 3.151% 11-25-25                                              | CUSIP: 3137BMTX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2075000 | PA      | $1995174.75    | 0.02%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_16-M2                                                    | FNA 16-M2 AV2 (MF) 2.152% 01-25-23                                             | CUSIP: 3136AQ5E6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    212881 | PA      | $212215.49     | 0.00%             | 2023-01-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNMA_16-M5                                                   | FNA 16-M5 A1 (MF) 2.073% 04-25-26                                              | CUSIP: 3136AR4Z8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    948470 | PA      | $925682.97     | 0.01%             | 2026-04-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K037                          | FHMS K037 A2 (MF) 3.49% 01-25-24                                               | CUSIP: 3137B7YY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2000000 | PA      | $1965166.00    | 0.02%             | 2024-01-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_16-M9                                                   | FNA 16-M9 A1 (MF) 2.003% 06-25-26                                              | CUSIP: 3136ATYS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6604 | PA      | $6583.58       | 0.00%             | 2026-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_16-M11                                                   | FNA 16-M11 A1 (MF) 2.08% 07-25-26                                              | CUSIP: 3136ATZ80<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2093839 | PA      | $2054095.68    | 0.02%             | 2026-07-25      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_16-M12                                                   | FNA 16-M12 A1 (MF) 2.132% 09-25-26                                             | CUSIP: 3136AUKW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    181688 | PA      | $180305.32     | 0.00%             | 2026-09-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNARM FRN 555538 05-01-33                                                      | CUSIP: 31385XEK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    213803 | PA      | $208447.15     | 0.00%             | 2033-05-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHARM FRN 848751 06-01-36                                                      | CUSIP: 31300LWL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    110827 | PA      | $112308.20     | 0.00%             | 2036-06-01      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHARM FRN 760014 08-01-45                                                      | CUSIP: 31342WAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    451517 | PA      | $437107.29     | 0.00%             | 2045-08-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHARM FRN 848365 07-01-36                                                      | CUSIP: 31300LJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    367863 | PA      | $373744.98     | 0.00%             | 2036-07-01      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHARM FRN 1L1292 01-01-36                                                      | CUSIP: 3128Q3NH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    320228 | PA      | $312891.57     | 0.00%             | 2036-01-01      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNARM FRN 888521 03-01-34                                                      | CUSIP: 31410GD26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    348300 | PA      | $353047.90     | 0.00%             | 2034-03-01      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHARM FRN 782818 11-01-34                                                      | CUSIP: 31349UDX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    177863 | PA      | $180922.29     | 0.00%             | 2034-11-01      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHLMC POOL #781228 ARH10 3.689% 02-01-34                                       | CUSIP: 31349SLH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    247439 | PA      | $241998.58     | 0.00%             | 2034-02-01      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHARM FRN 1H2524 08-01-35                                                      | CUSIP: 3128QLPH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    444816 | PA      | $449928.64     | 0.00%             | 2035-08-01      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M3                                                   | FNA 17-M3 AV2 (MF) FRN 05-25-24                                                | CUSIP: 3136AVPR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1984594 | PA      | $1926985.39    | 0.02%             | 2024-05-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNA 17-M7 A2 (MF) 2.961% 02-25-27                                              | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      9123 | PA      | $8628.81       | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FNMA_17-M10                                                                  | FNA 17-M10 AV2 (MF) FRN 07-25-24                                               | CUSIP: 3136AXVB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3657672 | PA      | $3533212.62    | 0.03%             | 2024-07-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FHMS_K727                                                                    | FHMS K727 A2 (MF) 2.946% 07-25-24                                              | CUSIP: 3137FARE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1383490 | PA      | $1342424.20    | 0.01%             | 2024-07-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070                          | FHMS K070 A2 (MF) 3.303% 11-25-27                                              | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     10000 | PA      | $9558.53       | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M15                                                  | FNA 17-M15 AV2 (MF) FRN 11-15-24                                               | CUSIP: 3136AY6S7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2335402 | PA      | $2238218.66    | 0.02%             | 2024-11-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS BK5305 06-01-48                                                      | CUSIP: 3140HJ3P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9610 | PA      | $9250.59       | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS BK2010 04-01-48                                                      | CUSIP: 3140HFGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12980 | PA      | $12493.86      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-4                                      | SCRT 18-4 MA 3.5% 03-25-58                                                     | CUSIP: 35563PHF9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     54688 | PA      | $52123.31      | 0.00%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                      | SCRT 18-3 MA 3.5% 08-25-57                                                     | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6273818 | PA      | $5987687.82    | 0.05%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SI2002 03-01-48                                                  | CUSIP: 3133USGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     74654 | PA      | $72046.83      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 AB9584 06-01-43                                                  | CUSIP: 31417GUJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3963 | PA      | $3739.76       | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                   | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                    | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8361244 | PA      | $7378931.57    | 0.06%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 889579 05-01-38                                                  | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1036945 | PA      | $1090459.66    | 0.01%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 889983 10-01-38                                                  | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    435274 | PA      | $458447.44     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU                                 | FMBT 19-FBLU A 144A 3.144% 12-10-36/12-12-24                                   | CUSIP: 34461LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2247974.40    | 0.02%             | 2036-12-10      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCI UMBS 4.5 AD2028 03-01-25                                                  | CUSIP: 31418PHE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    269972 | PA      | $270513.26     | 0.00%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR3                                             | FKH 21-SFR3 A 144A 2.135% 12-17-38/12-18-26                                    | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1725225 | PA      | $1500426.29    | 0.01%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 AI8806 08-01-41                                                  | CUSIP: 3138ANYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    758892 | PA      | $776765.67     | 0.01%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 AL0095 07-01-38                                                  | CUSIP: 3138EGC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34432 | PA      | $36153.28      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA4656 07-01-52                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52239 | PA      | $50932.44      | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI4 3.0 BF0548 07-01-61                                                     | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11077729 | PA      | $9755668.14    | 0.08%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGCI 5.5 G14740 12-01-24                                                       | CUSIP: 3128MDPZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2524 | PA      | $2518.03       | 0.00%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHMS K030 A2 (MF) 3.25% 04-25-23                                               | CUSIP: 3137B3NA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    426072 | PA      | $423732.74     | 0.00%             | 2023-04-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI4 4.5 BM6736 11-01-59                                                     | CUSIP: 3140JBPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12599890 | PA      | $12434819.19   | 0.11%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA4784 10-01-52                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    667556 | PA      | $650655.90     | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8266 11-01-52                                                  | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $974585.53     | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BV8896 06-01-52                                                  | CUSIP: 3140MN3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    434417 | PA      | $423631.07     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 CB4800 10-01-52                                                  | CUSIP: 3140QQKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    448282 | PA      | $436932.50     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 QF1189 10-01-52                                                  | CUSIP: 3133BNKA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    397504 | PA      | $387441.25     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA4805 11-01-52                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    999901 | PA      | $974586.11     | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 QF2182 10-01-52                                                  | CUSIP: 3133BPM70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $97468.68      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BW7327 08-01-52                                                  | CUSIP: 3140N0D93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $974584.99     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BX0097 10-01-52                                                  | CUSIP: 3140N4DB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $977232.65     | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BW5789 08-01-52                                                  | CUSIP: 3140MXNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    827753 | PA      | $807615.88     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BW8745 10-01-52                                                  | CUSIP: 3140N1WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8113000 | PA      | $7909176.83    | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 5.5 G02162 05-01-36                                                      | CUSIP: 3128LXMK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98275 | PA      | $103358.90     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 5.5 A23893 110K MAX 07-01-34                                             | CUSIP: 31297BKE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    164168 | PA      | $167948.86     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.628 AO0461 08-20-65                                                     | CUSIP: 3617A0QN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49508 | PA      | $48746.77      | 0.00%             | 2065-08-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_15-GS1                                     | GSMS 15-GS1 A2 3.47% 11-10-48/10-10-25                                         | CUSIP: 36252AAB2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1384718.02    | 0.01%             | 2048-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GC16                                    | GSMS 13-GC16 A4 4.271% 11-10-46/10-13-23                                       | CUSIP: 36248GAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $877158.19     | 0.01%             | 2046-11-10      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GCJ12                                   | GSMS 13-GC12 A4 3.135% 06-10-46/23                                             | CUSIP: 36197XAK0<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-CBDO         | CORP              | US        |   1173000 | PA      | $1158677.67    | 0.01%             | 2046-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION II GSMS_13-GC10                           | GSMS 13-GC10 B 144A 3.682% 02-10-46                                            | CUSIP: 36192CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1257403.14    | 0.01%             | 2046-02-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 5.0 MA5765 02-20-49                                                       | CUSIP: 36179UMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    404828 | PA      | $407144.33     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF MA5653 12-20-48                                                           | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1847462 | PA      | $1858229.19    | 0.02%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF MA5878 04-20-49                                                           | CUSIP: 36179UQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1306087 | PA      | $1313990.63    | 0.01%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF MA5332 07-20-48                                                           | CUSIP: 36179T4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43221 | PA      | $43573.38      | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 5.0 MA6042 07-20-49                                                       | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37853 | PA      | $38338.92      | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_18-HULA                                    | GSMS 18-HULA A 144A FRN 07-15-25/20                                            | CUSIP: 36259AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1829545 | PA      | $1772340.79    | 0.02%             | 2025-07-15      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GC14                                    | GSMS 13-GC14 A5 4.243% 08-10-46/23                                             | CUSIP: 36198FAE2<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-CBDO         | CORP              | US        |   2543501 | PA      | $2510761.06    | 0.02%             | 2046-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                | BRAVO 20-RPL2 A1 144A FRN 05-25-59                                             | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12312700 | PA      | $11161228.45   | 0.10%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST BXP_17-GM                                                          | BXP 17-GM A 144A 3.379% 06-13-39/06-15-27                                      | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $897525.00     | 0.01%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                      | BX 21-SOAR A 144A FRN (L+67) 06-15-38/23                                       | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3754558 | PA      | $3600253.62    | 0.03%             | 2038-06-15      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                      | BX 21-SOAR B 144A FRN (L+87) 06-15-38/23                                       | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080813 | PA      | $1028581.27    | 0.01%             | 2038-06-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                      | BX 21-VOLT A 144A FRN (L+70) 09-15-36/23                                       | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18661000 | PA      | $17889666.23   | 0.15%             | 2036-09-15      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                      | BX 21-SDMF A 144A FRN (L+58.9) 09-15-34/23                                     | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26861000 | PA      | $25641403.16   | 0.22%             | 2034-09-15      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                          | BX 21-ARIA A 144A FRN (L+89.91) 10-15-36/26                                    | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7798000 | PA      | $7335796.94    | 0.06%             | 2036-10-15      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                          | BX 21-ACNT A 144A FRN (L+85) 11-15-38/11-16-26                                 | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17514000 | PA      | $16824071.00   | 0.14%             | 2038-11-15      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                | BRAVO 22-RPL1 A1 144A 2.75% 09-25-61                                           | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5815866 | PA      | $5201564.90    | 0.04%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                     | BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27                                    | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4195340 | PA      | $3738731.42    | 0.03%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM1                                | BRAVO 22-NQM1 A1 144A FRN 09-25-61/02-25-26                                    | CUSIP: 10569FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1534355 | PA      | $1394713.67    | 0.01%             | 2061-09-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST BPR_22-OANA                                                        | BPR 22-OANA A 144A FRN (TSFR1M+189.8) 04-15-37/24                              | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1723000 | PA      | $1680631.43    | 0.01%             | 2037-04-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA                                       | BOCA 22-BOCA A 144A FRN (TSFR1M+176.96) 05-15-39/05-17-27                      | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3324000 | PA      | $3225825.66    | 0.03%             | 2039-05-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                       | BX 22-CSMO A 144A FRN (TSFR1M+211.48) 06-15-27                                 | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4773000 | PA      | $4732997.49    | 0.04%             | 2027-06-15      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2                                | BRAVO 22-NQM2 A1 144A FRN 11-25-61/05-25-26                                    | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    867447 | PA      | $826628.70     | 0.01%             | 2061-11-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3                                | BRAVO 22-NQM3 A1 144A FRN 07-25-62/09-01-26                                    | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7954069 | PA      | $7775110.30    | 0.07%             | 2062-07-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN BAMLL_15-200P                       | BAMLL 15-200P A 144A 3.218% 04-14-33/25                                        | CUSIP: 05526QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5091251.00    | 0.04%             | 2033-04-14      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR18                                             | COMM 14-CR18 A5 3.828% 07-15-47/06-17-24                                       | CUSIP: 12632QAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12092187.50   | 0.10%             | 2047-07-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC17                            | CGCMT 13-GC17 B FRN 11-10-46/23                                                | CUSIP: 17321RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1255000 | PA      | $1211800.39    | 0.01%             | 2046-11-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-PC1                                              | COMM 15-PC1 A4 3.62% 07-10-50/02-12-25                                         | CUSIP: 12593GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1485868 | PA      | $1430201.19    | 0.01%             | 2050-07-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC33                            | CGCMT 15-GC33 A3 3.515% 09-10-58/08-12-25                                      | CUSIP: 29425AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5124825 | PA      | $4871284.47    | 0.04%             | 2058-09-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR16                                             | COMM 14-CR16 A3 3.775% 04-10-47/03-12-24                                       | CUSIP: 12591VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    731016 | PA      | $711872.46     | 0.01%             | 2047-04-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC23                            | CGCMT 14-GC23 A4 3.622% 07-10-47/24                                            | CUSIP: 17322VAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $482570.00     | 0.00%             | 2047-07-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC11                            | CGCMT 13-GC11 B 3.732% 04-10-46/23                                             | CUSIP: 17320DAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1094000 | PA      | $1083410.08    | 0.01%             | 2046-04-10      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS5                                             | COMM 14-UBS5 A4 3.838% 09-10-47/09-12-24                                       | CUSIP: 12592KBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13610000 | PA      | $13129567.00   | 0.11%             | 2047-09-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C2                                  | CSAIL 15-C2 A3 3.2312% 06-15-57/03-17-25                                       | CUSIP: 12634NAS7<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-CBDO         | CORP              | US        |   1055412 | PA      | $1000752.27    | 0.01%             | 2057-06-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_16-COR1                                             | COMM 16-COR1 A4 3.091% 10-10-49/08-10-26                                       | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3642108.00    | 0.03%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR7                                              | COMM 13-CR7 C 144A FRN 03-10-46/10-10-23                                       | CUSIP: 12625FAY2<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-CBDO         | CORP              | US        |    460033 | PA      | $448971.97     | 0.00%             | 2046-03-10      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR6                                              | COMM 13-CR6 B 144A 3.397% 03-10-46/02-10-23                                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3221699.00    | 0.03%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1                         | CSMC 19-RPL1 A1A 144A FRN 07-25-58                                             | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    723388 | PA      | $688619.45     | 0.01%             | 2058-07-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_20-2                                                   | COLT 20-2 A1 144A 1.853% 03-25-65                                              | CUSIP: 19688JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    413477 | PA      | $404674.77     | 0.00%             | 2065-03-25      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                              | CMLTI 20-EXP1 A1A 144A FRN 05-25-60                                            | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2068205 | PA      | $1899929.86    | 0.02%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET                                   | CSMC 20-NET A 144A 2.2569% 08-15-37/25                                         | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4017759 | PA      | $3595062.36    | 0.03%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4                                   | CFMT 20-HB4 A 144A FRN 12-26-30/04-25-23                                       | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4338133 | PA      | $4204600.53    | 0.04%             | 2030-12-26      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB5                                   | CFMT 21-HB5 A 144A FRN 02-25-31                                                | CUSIP: 12526PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2640147 | PA      | $2544357.18    | 0.02%             | 2031-02-25      | Variable      | 0.80%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3                                    | CSMC 21-RPL3 A1 144A FRN 01-25-60                                              | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7334760 | PA      | $6286872.32    | 0.05%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6                                   | CFMT 21-HB6 A 144A FRN 06-25-36                                                | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26264163 | PA      | $24857952.99   | 0.21%             | 2036-06-25      | Variable      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                   | CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24                                       | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3793520 | PA      | $3562763.86    | 0.03%             | 2031-10-27      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                   | CFMT 21-HB7 M1 144A FRN 10-27-31/09-25-24                                      | CUSIP: 12530BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $275747.70     | 0.00%             | 2031-10-27      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                           | COLT 21-5 A1 144A FRN 11-26-66                                                 | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11384982 | PA      | $9348937.39    | 0.08%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC15                            | CGCMT 13-GC15 A4 FRN 09-10-46/09-10-23                                         | CUSIP: 17321JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1531193.85    | 0.01%             | 2046-09-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                          | CIM 22-R2 A1 144A FRN 12-25-61                                                 | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15662260 | PA      | $14751389.50   | 0.13%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_18-R3                                                          | CIM 18-R3 A1 144A FRN 12-25-57                                                 | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7394286 | PA      | $7230769.00    | 0.06%             | 2057-12-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                                    | CSMC 22-ATH3 A1 144A FRN 08-25-67                                              | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9420240 | PA      | $9175945.35    | 0.08%             | 2067-08-25      | Variable      | 9.98%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_17-7                                                           | CIM 17-7 M1 144A FRN 04-25-57                                                  | CUSIP: 12553HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25657000 | PA      | $25121461.44   | 0.22%             | 2057-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC19                            | CGCMT 14-GC19 A4 4.023% 03-10-47/01-10-24                                      | CUSIP: 17322AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $977325.00     | 0.01%             | 2047-03-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CCRE20                                           | COMM 14-CR20 A4 3.59% 11-10-47/10-10-24                                        | CUSIP: 12592LBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1733468.40    | 0.01%             | 2047-11-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2                                | EART 20-2 C 144A 3.28% 05-15-25/07-17-23                                       | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    948839 | PA      | $943237.72     | 0.01%             | 2025-05-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1                                 | EFMT 2020-1 A1 144A 2.006% 05-25-65                                            | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    446123 | PA      | $431352.94     | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                       | ESA 21-ESH A 144A FRN (L+108) 07-15-38/26                                      | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5580891 | PA      | $5377221.89    | 0.05%             | 2038-07-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_17-5A                                                  | CIFC 17-5 A1 CLO 144A FRN (L+118) 11-16-30                                     | CUSIP: 12551MAA7<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-O            | CORP              | KY        |    630000 | PA      | $623088.90     | 0.01%             | 2030-11-16      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K054                         | FHMS K054 A2 (MF) 2.745% 01-25-26                                              | CUSIP: 3137BNGT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    400000 | PA      | $379662.00     | 0.00%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COVENANT CREDIT PARTNERS CLO LTD COV_17-1A                                   | COV 17-1 C1 CLO 144A FRN (L+255) 10-15-29                                      | CUSIP: 22284HAE3<br>LEI: 549300T7MAWQDFU61E82 | Long             | ABS-O            | CORP              | US        |    539000 | PA      | $517416.28     | 0.00%             | 2029-10-15      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-D                                          | CPS 22-D A 144A 6.09% 01-15-27/08-15-24                                        | CUSIP: 12663UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16389693 | PA      | $16375221.28   | 0.14%             | 2027-01-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-4                                           | CARMX 22-4 A2A 5.34% 12-15-25/08-15-24                                         | CUSIP: 14318UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4704000 | PA      | $4697950.66    | 0.04%             | 2025-12-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3                          | COMET 22-A3 A 4.95% 10-15-27/25                                                | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22924000 | PA      | $23043915.44   | 0.20%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                   | CFMT 18-RM2 A 144A FRN 10-25-68/23                                             | CUSIP: 14727QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4979456 | PA      | $4795505.33    | 0.04%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-2                                           | CARMX 19-2 A3 2.68% 03-15-24/12-15-22                                          | CUSIP: 14316LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158301 | PA      | $158379.94     | 0.00%             | 2024-03-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-2                                           | CARMX 19-2 A4 2.77% 12-16-24/04-17-23                                          | CUSIP: 14316LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2485000 | PA      | $2466829.68    | 0.02%             | 2024-12-16      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CLOUD PASS-THROUGH TRUST CPTT_19-1                                           | CLOUD 19-1A CLOU 144A FRN 12-05-22/32                                          | CUSIP: 18913AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1986 | PA      | $1983.98       | 0.00%             | 2032-12-05      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_18-A4                              | CCCIT 18-A4 A4 FRN (L+34) 06-07-25/06-07-23                                    | CUSIP: 17305EGN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24200000 | PA      | $24173646.20   | 0.21%             | 2025-06-09      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2                                 | CAALT 20-2A A 144A 1.37% 07-16-29/08-15-23                                     | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7633082 | PA      | $7544049.49    | 0.06%             | 2029-07-16      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                    | CLIF 20-1A A 144A 2.08% 09-18-45                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   7564542 | PA      | $6491511.37    | 0.06%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                    | CLIF 20-2A A 144A 2.03% 09-15-45                                               | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3510419 | PA      | $3015305.80    | 0.03%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                                    | CLIF 20-3A A 144A 2.07% 10-18-45                                               | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091580 | PA      | $941607.82     | 0.01%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P1                                   | CRVNA 21-P1 A3 0.54% 12-10-25/04-10-24                                         | CUSIP: 14687BAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450110 | PA      | $436605.34     | 0.00%             | 2025-12-10      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| CENT CLO LP CECLO_14-21A                                                     | CECLO 14-21A A1R3 144A FRN (L+97) 07-27-30                                     | CUSIP: 15137EBN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  25388802 | PA      | $24971409.60   | 0.21%             | 2030-07-27      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                               | DTAOT 21-2A A 144A 0.41% 03-17-25/02-15-23                                     | CUSIP: 23345EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083533 | PA      | $1078535.73    | 0.01%             | 2025-03-17      | Fixed         | 0.41%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_17-47A                                         | DRSLF 17-47A A1R CLO 144A FRN (L+98) 04-15-28                                  | CUSIP: 26245EAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  20956917 | PA      | $20726516.63   | 0.18%             | 2028-04-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                                      | DRIVE 21-3 A2 0.52% 01-15-25                                                   | CUSIP: 262081AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80018 | PA      | $79883.41      | 0.00%             | 2025-01-15      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                                      | DRIVE 21-3 B 1.11% 05-15-26                                                    | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4610000 | PA      | $4448507.09    | 0.04%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | AMAZON.COM INC SR UNSEC 0.25% 05-12-23                                         | CUSIP: 023135BV7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   9210000 | PA      | $9032633.82    | 0.08%             | 2023-05-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | AMAZON.COM INC SR UNSEC 0.45% 05-12-24                                         | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   9210000 | PA      | $8697647.70    | 0.07%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                      | ASTRAZENECA FINANCE LLC SR UNSEC 0.7% 05-28-24                                 | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14128455.00   | 0.12%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34                            | WFCM 16-C34 A4 3.096% 06-15-49/04-15-26                                        | CUSIP: 95000DBD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5160000 | PA      | $4765569.60    | 0.04%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C13                                | WFRBS 13-C13 B 3.553% 05-15-45/05-17-23                                        | CUSIP: 92937UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1222322.50    | 0.01%             | 2045-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC16                           | WFCM 14-LC16 A4 3.548% 08-15-50/04-17-24                                       | CUSIP: 94988XAT3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-CBDO         | CORP              | US        |    755580 | PA      | $734241.28     | 0.01%             | 2050-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC16                           | WFCM 14-LC16 A5 3.817% 08-15-50/05-17-24                                       | CUSIP: 94988XAU0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1936910.00    | 0.02%             | 2050-08-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                  | WMRK 22-WMRK A 144A FRN (TSFR1M+278.9) 11-15-27                                | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17286000 | PA      | $17250529.13   | 0.15%             | 2027-11-15      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                   | FL ST BRD OF ADMIN TAXABLE 20A 1.258% 07-01-25                                 | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |  13725000 | PA      | $12524158.58   | 0.11%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                     | NY ST DORM DASNY PIT 21C TAXABLE ETM 0.492% 03-15-24                           | CUSIP: 64990FD35<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   9985000 | PA      | $9446588.83    | 0.08%             | 2024-03-15      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                     | UNIV OF CA TAXABLE 20BG 0.883% 05-15-25                                        | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $6855330.00    | 0.06%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                              | CAPITAL GROUP CENTRAL CASH FUND                                                | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |  11530424 | NS      | $1152927132.76 | 9.87%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.5645% 10-19-22/10-19-24 LCH                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $422040.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.533% 10-20-22/10-20-24 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $397640.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.5245% 10-27-22/10-27-24 LCH                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $497400.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.56% 10-27-22/10-27-24 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $563807.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | FED FUND 30DAY FUT FFX2 11-30-22                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      2894 | NC      | $-225175.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | FED FUND 30DAY FUT FFF3 01-31-23                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        48 | NC      | $219957.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT ULTRA UXYH3 03-22-23                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      6414 | NC      | $-4255985.74   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 20YR FUT USH3 03-22-23                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        18 | NC      | $-10651.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT TYH3 03-22-23                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      1085 | NC      | $-480152.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 30YR FUT ULTRA WNH3 03-22-23                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       605 | NC      | $-426338.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 5YR FUT FVH3 03-31-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      4231 | NC      | $2179090.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 2YR FUT TUH3 03-31-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      8094 | NC      | $4231388.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA 0.875% 08-05-30                                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14375000 | PA      | $11454224.25   | 0.10%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA 0.375% 08-25-25                                                           | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14603000 | PA      | $13191840.56   | 0.11%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                     | JBIC GLOBAL SR UNSEC 2.875% 04-14-25                                           | CUSIP: 471048CR7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |  19050000 | PA      | $18340635.15   | 0.16%             | 2025-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                     | JBIC GLOBAL SR UNSEC 1.75% 10-17-24                                            | CUSIP: 471048CD8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |   3594000 | PA      | $3403715.67    | 0.03%             | 2024-10-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                          | KFW GLOBAL USD 1.375% 08-05-24                                                 | CUSIP: 500769JC9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | USGA              | DE        |  15165000 | PA      | $14403656.34   | 0.12%             | 2024-08-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                            | KOMMUNALBANKEN USD 144A LIFE 0.375% 09-11-25                                   | CUSIP: 50048MCW8<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | USGA              | NO        |  25046000 | PA      | $22503004.48   | 0.19%             | 2025-09-11      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                          | KFW GLOBAL USD 0.25% 10-19-23                                                  | CUSIP: 500769JH8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | USGA              | DE        |  23990000 | PA      | $23064177.92   | 0.20%             | 2023-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                          | KFW GLOBAL USD 0.25% 04-25-23                                                  | CUSIP: 500769JN5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | USGA              | DE        |  25345000 | PA      | $24911220.33   | 0.21%             | 2023-04-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                            | KOMMUNALBANKEN USD 144A LIFE 0.5% 10-21-24                                     | CUSIP: 50048MDA5<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | USGA              | NO        |   8960000 | PA      | $8280670.72    | 0.07%             | 2024-10-21      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                          | KFW GLOBAL USD 0.5% 09-20-24                                                   | CUSIP: 500769JP0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | USGA              | DE        |  13595000 | PA      | $12668962.98   | 0.11%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                               | ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27                      | CUSIP: 68329AAL2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |  10000000 | PA      | $9430956.00    | 0.08%             | 2027-04-13      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                               | ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 0.875% 09-21-26                       | CUSIP: 68329AAK4<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |  13389000 | PA      | $11695251.33   | 0.10%             | 2026-09-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                         | QUEBEC PROV 0.6% 07-23-25                                                      | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   6415000 | PA      | $5824551.85    | 0.05%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT CORP                                                   | SWEDISH EXPORT CREDIT CORP SR UNSEC 3.625% 09-03-24                            | CUSIP: 87031CAG8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | USGA              | SE        |  20783000 | PA      | $20417925.82   | 0.17%             | 2024-09-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                         | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 1.25% 11-24-23                         | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    640000 | PA      | $615818.88     | 0.01%             | 2023-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                         | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 1.625% 11-24-25                        | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   2690000 | PA      | $2457148.22    | 0.02%             | 2025-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADA GOVT GLOBAL 0.75% 05-19-26                                              | CUSIP: 427028AB1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  23510000 | PA      | $21209786.30   | 0.18%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADA GOVT BOND 2.875% 04-28-25                                               | CUSIP: 135087N75<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  40740000 | PA      | $39506539.46   | 0.34%             | 2025-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AB                                                    | KOMMUNINVEST I SVERIGE 144A LIFE UNSEC 0.375% 02-16-24                         | CUSIP: 50046PBN4<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |  25000000 | PA      | $23739150.00   | 0.20%             | 2024-02-16      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AB                                                    | KOMMUNINVEST I SVERIGE 144A LIFE UNSEC 0.25% 08-09-23                          | CUSIP: 50046PEM3<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |  17648000 | PA      | $17118824.72   | 0.15%             | 2023-08-09      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AB                                                    | KOMMUNINVEST I SVERIGE 144A LIFE SR UNSEC 0.5% 07-05-23                        | CUSIP: 50046PBV6<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |  19752000 | PA      | $19286879.90   | 0.17%             | 2023-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AB                                                    | KOMMUNINVEST I SVERIGE 144A LIFE SR UNSEC 2.875% 07-03-24                      | CUSIP: 50046PBY0<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   3933000 | PA      | $3814451.51    | 0.03%             | 2024-07-03      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AB                                                    | KOMMUNINVEST I SVERIGE 144A LIFE SR UNSEC 3.25% 01-16-24                       | CUSIP: 50046PBZ7<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   6000000 | PA      | $5901981.00    | 0.05%             | 2024-01-16      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                   | SASKATCHEWAN PROV 3.25% 06-08-27                                               | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |  13411000 | PA      | $12897862.95   | 0.11%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.625% 12-31-23                                               | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 223361000 | PA      | $218527333.94  | 1.87%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 0.5% 04-15-24                                              | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94594399 | PA      | $92332988.28   | 0.79%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 10-15-24                                                | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38789528 | PA      | $37565235.71   | 0.32%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.625% 12-15-22                                               | CUSIP: 912828YW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 198664600 | PA      | $198549891.06  | 1.70%             | 2022-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.375% 02-15-23                                               | CUSIP: 912828Z86<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9940397.00    | 0.09%             | 2023-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 04-15-25                                                | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 167873694 | PA      | $161184925.82  | 1.38%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 0.625% 05-15-30                                               | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1610008.00    | 0.01%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.125% 10-15-23                                               | CUSIP: 91282CAP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108500000 | PA      | $104240528.70  | 0.89%             | 2023-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 10-15-25                                                | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8236080 | PA      | $7907925.60    | 0.07%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 1.375% 11-15-40                                               | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $930879.32     | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.375% 12-31-25                                               | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13439778.00   | 0.12%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 1.875% 02-15-51                                               | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    708100 | PA      | $467986.48     | 0.00%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.125% 02-15-24                                               | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 333562800 | PA      | $316024501.61  | 2.71%             | 2024-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 1.875% 02-15-41                                               | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1035800 | PA      | $750647.68     | 0.01%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.25% 03-15-24                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 225000000 | PA      | $212782117.50  | 1.82%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 04-15-26                                                | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93428293 | PA      | $88749572.21   | 0.76%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.125% 08-31-23                                               | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 215000000 | PA      | $207827729.00  | 1.78%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 10-15-26                                                | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54309000 | PA      | $51652950.00   | 0.44%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.5% 02-15-25                                                 | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31674600 | PA      | $29823339.99   | 0.26%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.75% 03-15-25                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 357000000 | PA      | $337822174.20  | 2.89%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.5% 04-30-24                                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 610000000 | PA      | $592606521.00  | 5.08%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.875% 06-15-25                                               | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 343645700 | PA      | $333188973.72  | 2.85%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 3.0% 07-15-25                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6708200 | PA      | $6518193.59    | 0.06%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.625% 07-15-32                                                | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16375286 | PA      | $15432433.66   | 0.13%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 3.0% 07-31-24                                                 | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $146490195.00  | 1.25%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 3.25% 08-31-24                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 741133000 | PA      | $726366888.45  | 6.22%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 3.5% 09-15-25                                                 | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9154500 | PA      | $9012465.19    | 0.08%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 4.125% 09-30-27                                               | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 305000000 | PA      | $309027189.50  | 2.65%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 4.25% 09-30-24                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21070500 | PA      | $21013693.93   | 0.18%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 4.25% 10-15-25                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26524300 | PA      | $26632874.57   | 0.23%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 4.5% 11-15-25                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94512000 | PA      | $95607772.13   | 0.82%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 3.875% 11-30-27                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46530000 | PA      | $46740059.69   | 0.40%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 0.125% 07-15-24                                            | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37875000 | PA      | $36803622.30   | 0.32%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 0.375% 07-15-25                                            | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67961880 | PA      | $65748666.30   | 0.56%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.5% 03-31-23                                                 | CUSIP: 9128284D9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16121300 | PA      | $16018886.22   | 0.14%             | 2023-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.75% 04-30-23                                                | CUSIP: 9128284L1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98795400 | PA      | $98088864.70   | 0.84%             | 2023-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 4.25% 05-15-39                                                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5265000 | PA      | $5562093.42    | 0.05%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.125% 12-31-22                                               | CUSIP: 912828N30<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1192000 | PA      | $1189940.58    | 0.01%             | 2022-12-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.25% 04-30-24                                                | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48390535.00   | 0.41%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.75% 07-31-24                                                | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14080000 | PA      | $13461237.50   | 0.12%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.5% 11-30-24                                                 | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $18445640.85   | 0.16%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.375% 01-31-25                                               | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74640000 | PA      | $70207891.73   | 0.60%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 0.5% 03-31-25                                                 | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $64337.45      | 0.00%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.25% 06-15-23                                                | CUSIP: 912828ZU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 157086300 | PA      | $153490500.34  | 1.31%             | 2023-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.25% 06-30-25                                                | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15495000 | PA      | $14056169.94   | 0.12%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.25% 07-31-25                                                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4518529.50    | 0.04%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.25% 10-31-25                                                | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13490000 | PA      | $12098243.45   | 0.10%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.125% 12-15-23                                               | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $143056635.00  | 1.23%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.375% 01-31-26                                               | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29065000 | PA      | $25936141.12   | 0.22%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.125% 02-28-23                                               | CUSIP: 91282CBN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6433344.45    | 0.06%             | 2023-02-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.375% 04-15-24                                               | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 163415300 | PA      | $154299308.22  | 1.32%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.125% 04-30-23                                               | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9817945.00    | 0.08%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.75% 04-30-26                                                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38485000 | PA      | $34519551.78   | 0.30%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.25% 05-15-24                                                | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $42271942.50   | 0.36%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.625% 05-15-31                                               | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11800000 | PA      | $10107677.04   | 0.09%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 2.375% 05-15-51                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1380000 | PA      | $1028733.83    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.625% 04-15-25                                               | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 321228700 | PA      | $309648919.33  | 2.65%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 2.875% 05-15-32                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7782000 | PA      | $7304475.47    | 0.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 2.875% 05-15-52                                               | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    416500 | PA      | $346936.71     | 0.00%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.75% 05-15-25                                                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6086900 | PA      | $5883323.63    | 0.05%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEV BK 1.0% 04-14-26                                                     | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |  19197000 | PA      | $17331896.27   | 0.15%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEV BK 0.625% 10-08-24                                                   | CUSIP: 045167FG3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |  14766000 | PA      | $13769029.21   | 0.12%             | 2024-10-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEV BK SR UNSEC 2.875% 05-06-25                                          | CUSIP: 045167FM0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |  17241000 | PA      | $16705304.89   | 0.14%             | 2025-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEV BK 4.125% 09-27-24                                                   | CUSIP: 045167FS7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |  33732000 | PA      | $33490647.54   | 0.29%             | 2024-09-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEV BK 3.875% 09-28-32                                                   | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |   2327000 | PA      | $2329822.65    | 0.02%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK 2.0% 12-15-22                                                 | CUSIP: 298785HN9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   9000000 | PA      | $8993356.20    | 0.08%             | 2022-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK 2.25% 06-24-24                                                | CUSIP: 298785HX7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   5000000 | PA      | $4834450.00    | 0.04%             | 2024-06-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BK RECON & DEV 0.50% 05-19-25                                         | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |  13500000 | PA      | $12326553.00   | 0.11%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                 | EURO STABILITY MECHANISM 144A LIFE UNSEC 0.375% 09-10-25                       | CUSIP: 29881WAD4<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | LU        |   5282000 | PA      | $4722620.35    | 0.04%             | 2025-09-10      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK SR UNSEC 0.375% 12-15-25                                      | CUSIP: 298785JG2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   8000000 | PA      | $7145576.00    | 0.06%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO LTD PLMRS_13-2A                                            | PLMRS 13-2A A1A3 CLO 144A FRN (L+100) 10-17-31                                 | CUSIP: 69688AAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2849000 | PA      | $2797128.26    | 0.02%             | 2031-10-17      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                                    | PSTAT 22-3 B CLO 144A FRN (TSFR3M+375) 04-15-31                                | CUSIP: 69690CAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $3986236.00    | 0.03%             | 2031-04-15      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK UNSEC 2.75% 08-15-25                                          | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |  21112000 | PA      | $20360645.03   | 0.17%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                        | INTERNATIONAL DEVELOPMENT ASSOC 144A LIFE 2.75% 04-24-23                       | CUSIP: 45939EAA8<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |  15000000 | PA      | $14886570.00   | 0.13%             | 2023-04-24      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | INTL BK RECON/DEV SR UNSEC 1.625% 01-15-25                                     | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      2000 | PA      | $1893.95       | 0.00%             | 2025-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | INTL BK RECON/DEV SR UNSEC 0.75% 03-11-25                                      | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |  12933000 | PA      | $11962947.40   | 0.10%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                        | PPMC 22-6 A CLO 144A FRN (TSFR3M+245) 01-20-31                                 | CUSIP: 69377WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   9947000 | PA      | $9947000.00    | 0.09%             | 2031-01-20      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                        | PPMC 22-6 C CLO 144A FRN (TSFR3M+450) 01-20-31                                 | CUSIP: 69377WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2500000.00    | 0.02%             | 2031-01-20      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | INTERAMER DEV BK 0.625% 07-15-25                                               | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |  13000000 | PA      | $11851476.00   | 0.10%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                        | INTERNATIONAL DEVELOPMENT ASSOC 144A LIFE 0.375% 09-23-25                      | CUSIP: 45939EAB6<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |  10000000 | PA      | $8982980.00    | 0.08%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_19-SFR3                                      | PROG 19SFR3-A 144A 2.271% 09-17-36                                             | CUSIP: 74332WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20791321 | PA      | $19663558.07   | 0.17%             | 2036-09-17      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_19-SFR4                                      | PROG 19-SRF4 A 144A 2.687% 10-17-36/10-21-24                                   | CUSIP: 74331AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471000 | PA      | $446069.50     | 0.00%             | 2036-10-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4                                    | PSTAT 20-4 A1 CLO 144A FRN (L+100) 11-25-28                                    | CUSIP: 69701PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20154495 | PA      | $19981771.43   | 0.17%             | 2028-11-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | INTERAMER DEV BK 0.5% 09-23-24                                                 | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |  16577000 | PA      | $15441077.65   | 0.13%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | INTERAMER DEV BK 3.25% 07-01-24                                                | CUSIP: 4581X0EE4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   5000000 | PA      | $4897180.00    | 0.04%             | 2024-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-1                                              | ARRW 19-1 A1 144A FRN 01-25-49                                                 | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4746543 | PA      | $4383665.02    | 0.04%             | 2049-01-25      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                              | ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26                                    | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1876055 | PA      | $1711622.72    | 0.01%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                             | ARRW 21-1R A1 144A FRN 10-25-48                                                | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3693712 | PA      | $2933826.53    | 0.03%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-2                                              | ARRW 19-2 A3 144A FRN 04-25-49/11-25-25                                        | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3605995 | PA      | $3358634.40    | 0.03%             | 2049-04-25      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-2                                              | ARRW 19-2 A2 144A FRN 04-25-49/11-25-25                                        | CUSIP: 042858AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540143 | PA      | $501850.13     | 0.00%             | 2049-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                              | ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26                                    | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10323882 | PA      | $9377099.76    | 0.08%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1                                    | PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29                                     | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6906757 | PA      | $6827329.61    | 0.06%             | 2029-04-20      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                          | RPM 22-3 A 144A 5.38% 11-25-30                                                 | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13628000 | PA      | $13255832.95   | 0.11%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_18-1A                                           | ROCKT 18-1 A 144A FRN (L+110) 05-20-31                                         | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491303.50     | 0.00%             | 2031-05-20      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A                                    | RRAM 18-3 A1R2 CLO 144A FRN (L+109) 01-15-30                                   | CUSIP: 74988LAA2<br>LEI: 549300YH0VOGWM5JZF65 | Long             | ABS-O            | CORP              | US        |   3510000 | PA      | $3455149.23    | 0.03%             | 2030-01-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_17-3A                                           | ROCKT 17-3 A CLO 144A FRN (L+119) 10-20-30                                     | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-O            | CORP              | KY        |   1400000 | PA      | $1381934.40    | 0.01%             | 2030-10-20      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A                                    | RRAM 18-3 A2R2 CLO 144A FRN (L+140) 01-15-30                                   | CUSIP: 74988LAC8<br>LEI: 549300YH0VOGWM5JZF65 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $581109.60     | 0.00%             | 2030-01-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                       | AH4R 14-SFR2 A 144A 3.786% 10-17-36/10-18-24                                   | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12322704 | PA      | $11819494.29   | 0.10%             | 2036-10-17      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                           | AH4R 15-SFR2 A 144A 3.732% 10-17-52/25                                         | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12449057 | PA      | $11807071.57   | 0.10%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049                          | FHMS K049 A2 (MF) 3.01% 07-25-25                                               | CUSIP: 3137BLMZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    750000 | PA      | $720184.50     | 0.01%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K057                         | FHMS K057 A2 (MF) 2.57% 07-25-26                                               | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30000 | PA      | $28166.34      | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_13-M12                                                   | FNA 13-M12 APT (MF) FRN 03-25-23                                               | CUSIP: 3136AGMB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1002173 | PA      | $993416.48     | 0.01%             | 2023-03-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                           | AH4R 15-SFR2 B 144A 4.295% 10-17-52/25                                         | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1521000 | PA      | $1449805.03    | 0.01%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_19-SFR1                                                      | AMSR 19-SFR1 A 144A 2.774% 01-19-39/01-20-27                                   | CUSIP: 00178XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1349838.00    | 0.01%             | 2039-01-19      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_15-UBS7                       | BACM 15-UBS7 A4 3.705% 09-15-48/09-17-25                                       | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $472622.50     | 0.00%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2                                  | BHLD 19-2 A1 144A FRN 07-25-49/23                                              | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4528297 | PA      | $4188996.14    | 0.04%             | 2049-07-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                | BRAVO 20-RPL1 A1 144A FRN 05-26-59                                             | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6939629 | PA      | $6555291.81    | 0.06%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RMF PROPRIETARY ISSUANCE TRUST RMF_19-1                                      | RPIT 19-1 A 144A FRN 10-25-63/10-15-24                                         | CUSIP: 74968RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2271842 | PA      | $2100447.36    | 0.02%             | 2063-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                               | RACEP 15-9A A1A2 CLO 144A FRN (L+94) 10-15-30                                  | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |  23025000 | PA      | $22681858.43   | 0.19%             | 2030-10-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                              | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                      | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6741000 | PA      | $5738640.26    | 0.05%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                             | SEACO 21-2A A 144A 1.95% 08-17-41                                              | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |   6057826 | PA      | $5245065.75    | 0.04%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                | SPSS 21-1 A 144A 1.95% 09-15-75                                                | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16457123 | PA      | $14948992.28   | 0.13%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                             | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                   | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3816146 | PA      | $3392382.13    | 0.03%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                    | SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28                                      | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9114536 | PA      | $7834800.75    | 0.07%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                            | SDART 22-3 A2 2.76% 03-17-25/07-17-23                                          | CUSIP: 80285UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5374037 | PA      | $5344388.54    | 0.05%             | 2025-03-17      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-1                                                   | STRAS 22-1A A CLO 144A FRN (TSFR3M+175) 07-20-30                               | CUSIP: 86317WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  14882746 | PA      | $14869292.05   | 0.13%             | 2030-07-20      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-2                                                   | STRAS 22-2A A CLO 144A FRN (TSFR3M+190) 07-20-30                               | CUSIP: 86317YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5248173 | PA      | $5234585.19    | 0.04%             | 2030-07-20      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                            | SDART 22-4 A2 4.05% 07-15-25/10-16-23                                          | CUSIP: 80286FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5966508.00    | 0.05%             | 2025-07-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                            | SDART 22-4 B 4.42% 11-15-27/09-15-25                                           | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4660000 | PA      | $4494816.98    | 0.04%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                            | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                      | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10963355 | PA      | $10854785.18   | 0.09%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                            | SORT 22-1 A2 144A 6.11% 08-15-62/28                                            | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4332894 | PA      | $4147463.87    | 0.04%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                            | SDART 22-5 B 4.43% 03-15-27/04-15-25                                           | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3287000 | PA      | $3174255.90    | 0.03%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                            | SDART 22-5 A2 3.98% 01-15-25/09-15-23                                          | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10431000 | PA      | $10355698.61   | 0.09%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                            | SDART 22-5 A3 4.11% 08-17-26/09-16-24                                          | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14355000 | PA      | $14041458.09   | 0.12%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                            | SDART 22-5 C 4.74% 10-15-28/02-17-26                                           | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651000 | PA      | $620584.63     | 0.01%             | 2028-10-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                            | SDART 22-6 A3 4.49% 11-16-26/12-16-24                                          | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6539000 | PA      | $6440646.90    | 0.06%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                            | SDART 22-6 B 4.72% 06-15-27/07-15-25                                           | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5115000 | PA      | $4970670.05    | 0.04%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                            | SDART 22-6 A2 4.37% 05-15-25/11-15-23                                          | CUSIP: 802918AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692000 | PA      | $687973.94     | 0.01%             | 2025-05-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                            | SDART 22-6 C 4.96% 11-15-28/04-15-26                                           | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4994000 | PA      | $4824583.54    | 0.04%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO STRAS_21-3A                                                      | STRAS 21-3 A CLO 144A FRN (L+95) 12-29-29                                      | CUSIP: 86315WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3032417 | PA      | $2993790.06    | 0.03%             | 2029-12-29      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_14-1RA                                             | STCR 14-1R A CLO 144A FRN (L+107) 04-21-31                                     | CUSIP: 85816WAC8<br>LEI: 549300ZMV389HVGL0K94 | Long             | ABS-O            | CORP              | KY        |   1440332 | PA      | $1413641.54    | 0.01%             | 2031-04-21      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SSTAT_21-1A                                                                  | SSTAT 21-1 A CLO 144A FRN (L+83) 10-25-29                                      | CUSIP: 87190TAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2284085 | PA      | $2249687.11    | 0.02%             | 2029-10-25      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                   | STRAS 22-3 A CLO 144A FRN (TSFR3M+215) 10-20-31                                | CUSIP: 86317EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  11000000 | PA      | $11000000.00   | 0.09%             | 2031-10-20      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_13-3RA                                             | SNDPT 13-3R A CLO 144A FRN (L+115) 04-18-31                                    | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $341561.50     | 0.00%             | 2031-04-18      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_14-1RA                                             | SNDPT 14-1R A CLO 144A FRN (L+115) 07-18-31                                    | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-O            | CORP              | KY        |   7000000 | PA      | $6808809.00    | 0.06%             | 2031-07-18      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                   | STRAS 22-3 C CLO 144A FRN (TSFR3M+400) 10-20-31                                | CUSIP: 86317EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2000000.00    | 0.02%             | 2031-10-20      | Variable      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_13-3RA                                             | SNDPT 13-3R C CLO 144A FRN (L+225) 04-18-31                                    | CUSIP: 83609YAG1<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-O            | CORP              | KY        |   1200000 | PA      | $1117827.60    | 0.01%             | 2031-04-18      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_17-1A                                              | STCR 17-1 A CLO 144A FRN (L+125) 10-15-30                                      | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5645750 | PA      | $5549540.77    | 0.05%             | 2030-10-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                            | SDART 22-7 A2 5.81% 01-15-26/05-15-24                                          | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12963000 | PA      | $12953316.64   | 0.11%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                            | SDART 22-7 C 6.69% 03-17-31/11-16-26                                           | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    961000 | PA      | $969687.44     | 0.01%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                            | SDART 22-7 B 5.95% 01-17-28/01-15-26                                           | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1521000 | PA      | $1527447.52    | 0.01%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                            | SDART 22-7 A3 5.75% 04-15-27/25                                                | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3008000 | PA      | $3011065.15    | 0.03%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 20-1 A1 144A 1.69% 07-15-60/25                                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18714771 | PA      | $16589109.69   | 0.14%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                   | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                     | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14387560 | PA      | $12797562.06   | 0.11%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                    | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                                     | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18526243 | PA      | $16426774.75   | 0.14%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                    | SMB 21-A APT2 144A 1.07% 01-15-53                                              | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2228698 | PA      | $1873590.72    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_15-1RA                                             | SNDPT 15-1RA AR CLO 144A FRN (L+108) 04-15-30                                  | CUSIP: 83607HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  16955000 | PA      | $16732143.48   | 0.14%             | 2030-04-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1                                     | MCMLT 15-1 M2 144A FRN 06-25-56/10-25-30                                       | CUSIP: 599809CE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3909046 | PA      | $3865812.31    | 0.03%             | 2056-06-25      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_16-1                                     | MCMLT 16-1 M2 144A FRN 04-25-57/11-25-25                                       | CUSIP: 59980TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $8717040.00    | 0.07%             | 2057-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-1A                               | NRZT 16-1A A1 144A FRN 03-25-56                                                | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    263630 | PA      | $243169.14     | 0.00%             | 2056-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3                             | NRZT 19-RPL3 A1 144A FRN 07-25-59                                              | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1645947 | PA      | $1529628.32    | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1                             | NRZT 18-RPL1 A1 144A FRN 12-25-57                                              | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2441589 | PA      | $2304955.53    | 0.02%             | 2057-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A                               | NRZT 19-2A A1 144A FRN 12-25-57                                                | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    541788 | PA      | $514742.93     | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 18-5A                               | NRZT 18-5A A1 144A FRN 12-25-57                                                | CUSIP: 64829XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1202384 | PA      | $1155770.88    | 0.01%             | 2057-12-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST  NRZT_18-3A                              | NRZT 18-3A A1 144A FRN 05-27-58                                                | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-CBDO         | CORP              | US        |    462624 | PA      | $435827.02     | 0.00%             | 2058-05-27      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_15-2A                               | NRZT 15-2A A1 144A FRN 08-25-55                                                | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    624813 | PA      | $576770.70     | 0.00%             | 2055-08-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-2A                               | NRZT 16-2 A1 144A FRN 11-26-35                                                 | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    304832 | PA      | $282615.93     | 0.00%             | 2035-11-26      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1                              | NEWZ 21-1 A 144A FRN (L+75) 05-25-55                                           | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29698657 | PA      | $29118137.35   | 0.25%             | 2055-05-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                          | OMPT 17-1MKT A 3.6139% 02-10-32/02-12-24                                       | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7687000 | PA      | $7383217.45    | 0.06%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                          | OMPT 17-1MKT C 144A 4.0163% 02-10-32/02-12-24                                  | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7365000 | PA      | $6933875.00    | 0.06%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM7                                                        | OBX_20-EXP3 2A1A 144A FRN (L+90) 06-25-60                                      | CUSIP: 67448WBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    466576 | PA      | $464837.86     | 0.00%             | 2060-06-25      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                                      | PROG 20-SFR2 A 144A 2.078% 06-18-37/06-19-25                                   | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3360848 | PA      | $3083722.77    | 0.03%             | 2037-06-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                          | PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28                                    | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10817139 | PA      | $8976461.98    | 0.08%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                               | PROG 22-SFR3 A 144A 3.2% 04-17-39                                              | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    647000 | PA      | $585809.33     | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1                                        | RBIT 21-HB1 A 144A FRN 11-25-31                                                | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3942952 | PA      | $3751276.97    | 0.03%             | 2031-11-25      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                      | SCRT 17-1 HA FRN 01-25-56                                                      | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5051173 | PA      | $4755952.20    | 0.04%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                      | SCRT 17-2 HA FRN 08-25-56                                                      | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7510335 | PA      | $7065632.68    | 0.06%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                      | SCRT 17-2 MA 3.0% 08-25-56                                                     | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7588838 | PA      | $7098818.70    | 0.06%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                      | SCRT 17-4 M45T 4.5% 06-25-57                                                   | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4272840 | PA      | $4191113.12    | 0.04%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                      | SCRT 17-4 MT 3.5% 06-25-57                                                     | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     11511 | PA      | $10421.80      | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                      | SCRT 17-4 HT FRN% 06-25-57                                                     | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     14814 | PA      | $13644.97      | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1                               | SLST 18-1 A1 3.5% 06-25-28                                                     | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  12865404 | PA      | $12347211.25   | 0.11%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                      | SCRT 19-2 MA 3.5% 08-25-58                                                     | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8814293 | PA      | $8374415.76    | 0.07%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-1                                                 | SLST 19-1 A1 3.5% 05-25-29                                                     | CUSIP: 35564CBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2081047 | PA      | $1994907.87    | 0.02%             | 2029-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                      | SCRT 19-1 MA 3.5% 07-25-58                                                     | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1151245 | PA      | $1096125.85    | 0.01%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                      | SCRT 19-4 MA 3.0% 02-25-59                                                     | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1741033 | PA      | $1626248.56    | 0.01%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                 | SLST 19-3 A1C 2.75% 11-25-2029                                                 | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    651897 | PA      | $602747.90     | 0.01%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_15-DNA1                                  | STACR 15-DNA1 M3 FRN (L+330) 10-25-27                                          | CUSIP: 3137G0EW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    357151 | PA      | $360371.86     | 0.00%             | 2027-10-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_15-DNA3                                  | STACR 15-DNA3 M3 FRN (L+470) 04-25-28                                          | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2572039 | PA      | $2654048.78    | 0.02%             | 2028-04-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                | STACR 20-DNA1 M2 144A FRN (L+170) 01-25-50                                     | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |   1124909 | PA      | $1112690.37    | 0.01%             | 2050-01-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                    | OMW 20-OMW A 144A 2.13% 09-10-39/27                                            | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7193000 | PA      | $6194712.30    | 0.05%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA2                                  | STACR 21-DNA2 M1 144A FRN (SOFR30A+80) 08-25-33                                | CUSIP: 35564KCU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    458804 | PA      | $457466.84     | 0.00%             | 2033-08-25      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-FLWR                                                    | SREIT 21-FLWR A 144A FRN (L+57.66) 07-15-36                                    | CUSIP: 78485GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8572000 | PA      | $8208727.21    | 0.07%             | 2036-07-15      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                     | SREIT 21-MFP A 144A FRN (L+73.08) 11-15-38/11-16-26                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5890000 | PA      | $5637854.99    | 0.05%             | 2038-11-15      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                           | SMRT 22-MINI A 144A FRN (TSFR1M+100) 01-15-39/01-16-24                         | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9312000 | PA      | $8949800.45    | 0.08%             | 2039-01-15      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2016-DNA1                                                | STACR 16-DNA1 M3 FRN (L+555) 07-25-28                                          | CUSIP: 3137G0HW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2176254 | PA      | $2267576.22    | 0.02%             | 2028-07-25      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                  | STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42                              | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251384 | PA      | $250914.15     | 0.00%             | 2042-09-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-5                                          | TPMT 17-5 A1 144A 2.55969% 02-25-57                                            | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1754773 | PA      | $1727238.43    | 0.01%             | 2057-02-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                          | TPMT 17-6 A1 144A FRN 10-25-57                                                 | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2121513 | PA      | $2025983.77    | 0.02%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-5                                          | TPMT 15-5 M1 144A FRN 05-25-55/05-27-25                                        | CUSIP: 89171VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1192476 | PA      | $1178609.52    | 0.01%             | 2055-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                          | TPMT 18-5 A1 144A FRN 07-25-58                                                 | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    399096 | PA      | $370544.89     | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                          | TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30                                      | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3867299 | PA      | $3423631.17    | 0.03%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR2                                            | TAH 20-SFR2 A 144A 1.482% 11-17-39/11-19-27                                    | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2851898 | PA      | $2370495.00    | 0.02%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                               | TCN 21-SFR1 A 144A 1.943% 07-17-38/26                                          | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8048393 | PA      | $7021289.16    | 0.06%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                          | TPMT 16-2 M1 144A FRN 08-25-55/02-25-28                                        | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $710342.25     | 0.01%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-4                                          | TPMT 16-4 M2 144A FRN 07-25-56/01-26-26                                        | CUSIP: 89172UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2538000 | PA      | $2367558.04    | 0.02%             | 2056-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-2                                          | TPMT 15-2 1M2 144A FRN 11-25-60/08-26-24                                       | CUSIP: 89171YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2626950 | PA      | $2562973.29    | 0.02%             | 2060-11-25      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-4                                          | TPMT 16-4 A2 144A FRN 07-25-56/12-26-23                                        | CUSIP: 89172UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1670930 | PA      | $1639501.83    | 0.01%             | 2056-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-2                                          | TPMT 15-2 2B1 144A FRN 11-25-57/10-25-27                                       | CUSIP: 89171YBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1843537.70    | 0.02%             | 2057-11-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                          | TPMT 16-2 A2 144A FRN 08-25-55/05-26-26                                        | CUSIP: 89172PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1453246 | PA      | $1428293.87    | 0.01%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C6                           | UBSBB 13-C6 A4 3.2443% 04-10-46                                                | CUSIP: 90349GBF1<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-CBDO         | CORP              | US        |  16909339 | PA      | $16767216.01   | 0.14%             | 2046-04-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.5 UMBS TBA 12-01-52                                                     | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  45700000 | PA      | $46233090.50   | 0.40%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.5 UMBS TBA 12-01-52                                                     | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20000 | PA      | $18312.50      | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.5 UMBS TBA 12-01-52                                                     | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  77646000 | PA      | $75595679.72   | 0.65%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.0 UMBS TBA 12-01-52                                                     | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56000 | PA      | $52970.29      | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | UMBS  30YR TBA(REG A) 3.0 UMBS TBA 12-01-52                                    | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7555000 | PA      | $6689340.55    | 0.06%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.0 UMBS TBA 12-01-52                                                     | CUSIP: 01F0606C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  50000000 | PA      | $51136450.00   | 0.44%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.5 UMBS TBA 12-01-52                                                     | CUSIP: 01F0626C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  50000000 | PA      | $51476250.00   | 0.44%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.5 UMBS TBA 01-01-53                                                     | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  54300000 | PA      | $54903707.40   | 0.47%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-2                                        | VERUS 20-2 A1 144A FRN 05-25-60                                                | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337265 | PA      | $324180.76     | 0.00%             | 2060-05-25      | Variable      | 2.23%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C11                                | WFRBS 13-C11 B FRN 03-15-45                                                    | CUSIP: 92937EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $246143.00     | 0.00%             | 2045-03-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C19                                | WFRBS 14-C19 A5 4.101% 03-15-47/24                                             | CUSIP: 92938VAQ8<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-CBDO         | CORP              | US        |   1580000 | PA      | $1544630.12    | 0.01%             | 2047-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C12                                | WFRBS 13-C12 B FRN 03-15-48/03-15-23                                           | CUSIP: 92937FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1237156.25    | 0.01%             | 2048-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22                                | WFRBS 14-C22 A4 3.488% 09-15-57/08-16-24                                       | CUSIP: 92890KAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1613928 | PA      | $1550691.31    | 0.01%             | 2057-09-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WFRBS_12-C10                   | WFRBS 12-C10 AS 3.241% 12-15-45/12-16-22                                       | CUSIP: 92890NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    272709 | PA      | $268072.62     | 0.00%             | 2045-12-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C25                                | WFRBS 14-C25 A5 3.631% 11-15-47/11-18-24                                       | CUSIP: 92939LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    581210 | PA      | $556836.96     | 0.00%             | 2047-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_17-42A                                                     | ARES 17-42A AR CLO 144A FRN (L+92) 01-22-28                                    | CUSIP: 04016LAQ0<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-O            | CORP              | US        |  10368191 | PA      | $10243493.02   | 0.09%             | 2028-01-22      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO I ALLEG_16-1A                                                    | ALLEG 16-1A AR2 FRN (L+95) 01-15-30                                            | CUSIP: 01749TAN0<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-O            | CORP              | KY        |   9685888 | PA      | $9570413.05    | 0.08%             | 2030-01-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ARSI_05-W2                                             | ARSI 05-W2 M1 FRN (L+73.5) 10-25-35                                            | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1983719 | PA      | $1918810.20    | 0.02%             | 2035-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-B                                 | AFFRM 21-B A 144A 1.03% 08-17-26/03-15-24                                      | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22156000 | PA      | $20890582.22   | 0.18%             | 2026-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 21-Z2                                      | AFFRM 21-Z2 A 144A 1.17% 11-16-26                                              | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7608711 | PA      | $7265261.17    | 0.06%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD ASTAT_22-18                                                      | ASTAT 22-18A A1 CLO 144A FRN (TSFR3M+132) 04-21-31                             | CUSIP: 00850BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16641977 | PA      | $16449030.23   | 0.14%             | 2031-04-21      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                       | ACAR 22-3 B 144A 4.55% 10-13-26/07-15-24                                       | CUSIP: 02528GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1465000 | PA      | $1426365.02    | 0.01%             | 2026-10-13      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3                      | AMXCA 22-3 A 3.75% 08-16-27/08-15-25                                           | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9062000 | PA      | $8825581.48    | 0.08%             | 2027-08-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-9                      | AMXCA 18-9 A FRN (L+38) 04-15-26/09-15-23                                      | CUSIP: 02582JJK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  49424000 | PA      | $49443967.30   | 0.42%             | 2026-04-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_13-15A                                                       | APID 13-15 A1RR CLO 144A FRN (L+101) 04-20-31                                  | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1976090.00    | 0.02%             | 2031-04-20      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Short-Term Bond Fund of America

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst